International portfolio optimization based on uncertainty theory (Q5151535): Difference between revisions

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+A minimax portfolio selection strategy with equilibrium
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+A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
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+Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
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+Trade and currency options hedging model
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+Prospect Theory: An Analysis of Decision under Risk
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+A review of uncertain portfolio selection
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+Uncertainty theory
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+Optimizing project selection: a perspective from resource constraints
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+Optimal multinational capital budgeting under uncertainty
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+Shortest path problem with uncertain arc lengths
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+Uncertain models for single facility location problems on networks
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+Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
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+Diversified models for portfolio selection based on uncertain semivariance
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+Uncertain portfolio adjusting model using semiabsolute deviation
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+Mean-risk-skewness models for portfolio optimization based on uncertain measure
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+Mean-chance model for portfolio selection based on uncertain measure
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+Uncertain portfolio selection with background risk
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+Q3447930
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