Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Wei-Yi Liu / rank
Normal rank
 
Property / author
 
Property / author: Wei-Yi Liu / 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/10.1007/s00500-018-3281-z / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2806935515 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy portfolio selection using genetic algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: The efficient frontier for bounded assets / 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: Heuristics for cardinality constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversified models for portfolio selection based on uncertain semivariance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain portfolio selection with high-order moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-stage stochastic linear programs for portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic mean-variance portfolio selection with borrowing constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shortest path problem with uncertain arc lengths / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic programming approach for multi-period portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance vs downside risk: Is there really that much difference? / rank
 
Normal rank
Property / cites work
 
Property / cites work: A risk index model for portfolio selection with returns subject to experts' estimations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A risk index model for multi-period uncertain portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multi-period fuzzy portfolio optimization model with minimum transaction lots / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance-skewness model for portfolio selection with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy multi-period portfolio selection model with discounted transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period cardinality constrained portfolio selection models with interval coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computation of mean-semivariance efficient sets by the critical line algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Single-period inventory problem under uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain portfolio adjusting model using semiabsolute deviation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimizing an inventory model with fuzzy demand, backordering, and discount using a hybrid imperialist competitive algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean-reverting currency model in an uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asian option pricing problems of uncertain mean-reverting stock model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period optimization portfolio with bankruptcy control in stochastic market / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(\alpha\)-cost minimization model for capacitated facility location-allocation problem with uncertain demands / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of imperialist competitive algorithm on solving the traveling salesman problem / 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 mean-variance portfolio selection with stochastic interest rate and uncontrollable liability / 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: Mean-risk model for uncertain portfolio selection with background risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fuzzy portfolio selection method based on possibilistic mean and variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertain programming models for portfolio selection with uncertain returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation / rank
 
Normal rank

Latest revision as of 05:10, 20 July 2024

scientific article
Language Label Description Also known as
English
Multi-period mean-semivariance portfolio optimization based on uncertain measure
scientific article

    Statements

    Multi-period mean-semivariance portfolio optimization based on uncertain measure (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    15 August 2019
    0 references
    multi-period portfolio optimization
    0 references
    uncertain variable
    0 references
    semivariance
    0 references
    cardinality constraint
    0 references
    imperialist competitive algorithm
    0 references
    0 references

    Identifiers