Pages that link to "Item:Q2741214"
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The following pages link to Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214):
Displayed 9 items.
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection (Q531474) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
- Mean-absolute deviation portfolio optimization problem (Q3534458) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)