The following pages link to (Q4459806):
Displayed 14 items.
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)