Pages that link to "Item:Q4282290"

The following pages link to Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model (Q4282290):

Displaying 35 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
• IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection (Q531474) (← links)
• A modified goal programming approach for the mean-absolute deviation portfolio optimization model (Q814748) (← links)
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
• Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
• A new decision-making method for stock portfolio selection based on computing with linguistic assessment (Q1040045) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
• Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
• Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
• Viability of infeasible portfolio selection problems: A fuzzy approach (Q1600964) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• Portfolio optimization model with transaction costs. (Q1862932) (← links)
• Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (Q2051157) (← links)
• Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
• Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
• Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
• Fuzzy stock selection using a new fuzzy ranking and weighting algorithm (Q2572006) (← links)
• Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
• Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
• ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
• Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
• Dynamic portfolio management under competing representations (Q3374171) (← links)
• A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (Q5031612) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
• Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)