Pages that link to "Item:Q1037655"
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The following pages link to Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655):
Displayed 20 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Two-stage financial risk tolerance assessment using data envelopment analysis (Q297229) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- An expected regret minimization portfolio selection model (Q439531) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Portfolio rebalancing model using multiple criteria (Q621706) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- A portfolio optimization model based on information entropy and fuzzy time series (Q1794545) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)