Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
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/10.3934/jimo.2016067 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2531820688 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interval analysis: Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Signalized intersection queuing theory and central business district auto congestion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust multiperiod portfolio management in the presence of transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy mean-variance-skewness portfolio selection models by interval analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period portfolio optimization with linear control policies / 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: A possibilistic approach to selecting portfolios with highest utility score / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio rebalancing model with transaction costs based on fuzzy decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141920 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model / 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: Worst-case robust decisions for multi-period mean-variance portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5200628 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A novel approach in uncertain programing. I: New arithmetic and order relation for interval numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk curve and fuzzy portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiobjective programming in optimization of the interval objective function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-objective possibilistic model for portfolio selection with transaction cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001486 / 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: Multi-period portfolio optimization for asset-liability management with bankrupt control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance-skewness model for portfolio selection with fuzzy returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of possibilistic portfolio selection model with interval coefficients and its application / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mean-absolute deviation portfolio selection problem with interval-valued returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy multi-period portfolio selection optimization models using multiple criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5566070 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy portfolio optimization under downside risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On interval portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of multi-period semi-variance portfolio selection with a four-factor futures price model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period semi-variance portfolio selection: model and numerical solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic portfolio optimization with risk control for absolute deviation model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic optimal portfolio with maximum absolute deviation model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs / 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: Portfolio selection under possibilistic mean-variance utility and a SMO algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints / rank
 
Normal rank

Latest revision as of 20:24, 13 July 2024

scientific article
Language Label Description Also known as
English
Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
scientific article

    Statements

    Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (English)
    0 references
    22 May 2017
    0 references
    multiperiod portfolio selection
    0 references
    mean semi-absolute deviation
    0 references
    entropy constraints
    0 references
    interval numbers
    0 references
    discrete approximate iteration method
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers