Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Wei-Guo Zhang / rank
Normal rank
 
Property / author
 
Property / author: Xi-Li Zhang / rank
Normal rank
 
Property / author
 
Property / author: Wei-Guo Zhang / rank
 
Normal rank
Property / author
 
Property / author: Xi-Li Zhang / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2008.07.011 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1988279472 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Scale Portfolio Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New and Efficient Algorithm for a Class of Portfolio Selection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio analysis -- an analytic derivation of the efficient portfolio frontier / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for portfolio selection with order of expected returns. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The efficient frontier for bounded assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4244873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viability of infeasible portfolio selection problems: A fuzzy approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection based on upper and lower exponential possibility distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection based on fuzzy probabilities and possibility distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under independent possibilistic information / rank
 
Normal rank
Property / cites work
 
Property / cites work: On possibilistic mean value and variance of fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection problem with interval coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A possibilistic approach to selecting portfolios with highest utility score / rank
 
Normal rank
Property / cites work
 
Property / cites work: An interval portfolio selection problem based on regret function / rank
 
Normal rank
Property / cites work
 
Property / cites work: On admissible efficient portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: On admissible efficient portfolio selection: models and algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: An analytic derivation of admissible efficient frontier with borrowing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Possibilistic mean-variance models and efficient frontiers for portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Possibilistic mean-standard deviation models to portfolio selection for bounded assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improvements to Platt's SMO Algorithm for SVM Classifier Design / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3093324 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of geometric moment theory related to optimal portfolio management / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:18, 1 July 2024

scientific article
Language Label Description Also known as
English
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
scientific article

    Statements

    Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (English)
    0 references
    0 references
    0 references
    0 references
    30 April 2009
    0 references
    possibilistic distribution
    0 references
    portfolio selection
    0 references
    mean-variance utility
    0 references
    parametric quadratic programming
    0 references
    sequential minimal optimization (SMO)
    0 references
    0 references
    0 references

    Identifiers