Pages that link to "Item:Q2480250"
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The following pages link to Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250):
Displaying 50 items.
- Forecasting portfolio returns using weighted fuzzy time series methods (Q289002) (← links)
- Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier (Q342778) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- Optimizing over the properly efficient set of convex multi-objective optimization problems (Q828826) (← links)
- A multicriteria methodology for equity selection using financial analysis (Q833537) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- Tradeoff-based decomposition and decision-making in multiobjective programming (Q1042253) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- A branch-and-cut technique to solve multiobjective integer quadratic programming problems (Q1615968) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- A multi-objective approach to the cash management problem (Q1615974) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- A multi-stage multi criteria model for portfolio management (Q1639892) (← links)
- Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
- Selecting cash management models from a multiobjective perspective (Q1708528) (← links)
- On the computation of the efficient frontier of the portfolio selection problem (Q1760553) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Evidence regarding external financing in manufacturing MSEs using partial least squares regression (Q2241115) (← links)
- Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← links)
- Tailor-made thematic portfolios: a core satellite optimization (Q2301193) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
- A chance constrained recourse approach for the portfolio selection problem (Q2404345) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721) (← links)
- MOAQ and ant-Q algorithm for multiple objective optimization problems (Q2573012) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- An integrated approach for stock evaluation and portfolio optimization (Q2903132) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
- A multiple objective stochastic portfolio selection problem with random Beta (Q5246810) (← links)
- Multicriteria security evaluation: does it cost to be traditional? (Q6115570) (← links)
- A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series (Q6149574) (← links)
- Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization (Q6160193) (← links)
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)