A stochastic programming approach to multicriteria portfolio optimization (Q377738): Difference between revisions

@@ Property / author @@
-Murat M. Köksalan
@@ Property / author: Murat M. Köksalan / rank @@
-Normal rank
@@ Property / author @@
+Murat M. Köksalan
@@ Property / author: Murat M. Köksalan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10898-012-0005-2
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@@ Property / OpenAlex ID @@
+W2089107212
@@ Property / OpenAlex ID: W2089107212 / rank @@
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@@ Property / cites work @@
+Multi-objective stochastic programming for portfolio selection
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+A multi-objective multi-period stochastic programming model for public debt management
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+Algorithm for cardinality-constrained quadratic optimization
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+A new method for mean-variance portfolio optimization with cardinality constraints
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+Heuristics for cardinality constrained portfolio optimization
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+An MCDM approach to portfolio optimization.
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+Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
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+Q3415797
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@@ links / mardi / name / links / mardi / name @@
+Publication:377738