Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10479-017-2466-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2602972600 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution approaches for the multiobjective stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-objective stochastic programming for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multiple objective stochastic portfolio selection problem with random Beta / rank
 
Normal rank
Property / cites work
 
Property / cites work: A compromise solution for the multiobjective stochastic linear programming under partial uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria decision making in finance, insurance and investment. Selected papers based on the presentations at the international conference on multidimensional finance, insurance and investment, ICMFII 2013, University of Bahrain, Zallaq, Bahrain, November 25--27, 2013 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A portfolio optimization model with three objectives and discrete variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision-maker's preferences modeling in the stochastic goal programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial portfolio management through the goal programming model: current state-of-the-art / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized stochastic goal programming model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection on the Madrid Exchange: a compromise programming model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Selection: A Compromise Programming Solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio theory for the recourse certainty equivalent maximizing investor / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609876 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3760254 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Estimation of Executive Compensation by Linear Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk and utility in portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multicriteria Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: An MCDM approach to portfolio optimization. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria decision analysis. State of the art surveys / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under VaR constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection with a new definition of risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection problem with interval coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4670571 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new foundation for the mean-variance analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Recourse Goal Programming Approach for the Portfolio Selection Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A chance constrained recourse approach for the portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multiple stochastic goal programming approach for the agent portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Belief linear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4838490 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998364 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Safety First and the Holding of Assets / 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: Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multicriteria portfolio management / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of chance constrained multi-objective portfolio selection model under fuzzy random environment / rank
 
Normal rank

Latest revision as of 04:55, 17 July 2024

scientific article
Language Label Description Also known as
English
Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
scientific article

    Statements

    Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (English)
    0 references
    0 references
    0 references
    31 October 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio selection
    0 references
    multiple objective programming
    0 references
    multiple objective stochastic programming
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references