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Found 1,816 Documents (Results 1–100)

Design of efficient investment portfolios with a shortfall probability as a measure of risk. (English. Russian original) Zbl 1521.91332

Autom. Remote Control 84, No. 4, 434-442 (2023); translation from Avtom. Telemekh. 2023, No. 4, 131-144 (2023).
MSC:  91G10 91G70
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A quantile game for portfolio construction in the Ornstein-Uhlenbeck model. (English. Russian original) Zbl 1518.91246

Comput. Math. Model. 33, No. 2, 107-114 (2022); translation from Prikl. Mat. Inf. 70, 15-22 (2022).
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