On admissible efficient portfolio selection: models and algorithms (Q2493766): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2005.09.085
+Normal rank
@@ Property / OpenAlex ID @@
+W2058842547
@@ Property / OpenAlex ID: W2058842547 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001511
@@ Property / cites work: Q4001511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3880565
@@ Property / cites work: Q3880565 / rank @@
+Normal rank
@@ Property / cites work @@
+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio analysis -- an analytic derivation of the efficient portfolio frontier
+Normal rank
@@ Property / cites work @@
+A New and Efficient Algorithm for a Class of Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+The efficient frontier for bounded assets
@@ Property / cites work: The efficient frontier for bounded assets / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection based on fuzzy probabilities and possibility distributions
+Normal rank
@@ Property / cites work @@
+On admissible efficient portfolio selection problem
+Normal rank
@@ Property / cites work @@
+THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+Q5589748
@@ Property / cites work: Q5589748 / rank @@
+Normal rank
@@ Property / cites work @@
+SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES
+Normal rank
@@ Property / cites work @@
+A model for portfolio selection with order of expected returns.
+Normal rank