Uncertain portfolio optimization problem under a minimax risk measure (Q1985202): Difference between revisions

@@ Property / DOI @@
-.1016/j.apm.2019.06.019
@@ Property / DOI: 10.1016/j.apm.2019.06.019 / rank @@
-Normal rank
@@ Property / author @@
-Kok Lay Teo
@@ Property / author: Kok Lay Teo / rank @@
-Normal rank
@@ Property / author @@
+Kok Lay Teo
@@ Property / author: Kok Lay Teo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apm.2019.06.019
+Normal rank
@@ Property / OpenAlex ID @@
+W2950991265
@@ Property / OpenAlex ID: W2950991265 / rank @@
+Normal rank
@@ Property / cites work @@
+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Diversification Using the Maximum Entropy Principle
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization Under a Minimax Rule
@@ Property / cites work: Portfolio Optimization Under a Minimax Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Risk management strategies via minimax portfolio optimization
+Normal rank
@@ Property / cites work @@
+Portfolio optimization using a new probabilistic risk measure
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+A multi-period fuzzy portfolio optimization model with minimum transaction lots
+Normal rank
@@ Property / cites work @@
+Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
+Normal rank
@@ Property / cites work @@
+Portfolio selection based on fuzzy cross-entropy
@@ Property / cites work: Portfolio selection based on fuzzy cross-entropy / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance-skewness model for portfolio selection with fuzzy returns
+Normal rank
@@ Property / cites work @@
+Fuzzy portfolio optimization under downside risk measures
+Normal rank
@@ Property / cites work @@
+Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
+Normal rank
@@ Property / cites work @@
+Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
+Normal rank
@@ Property / cites work @@
+A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
+Normal rank
@@ Property / cites work @@
+Uncertainty theory
@@ Property / cites work: Uncertainty theory / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
+Normal rank
@@ Property / cites work @@
+Triangular entropy of uncertain variables with application to portfolio selection
+Normal rank
@@ Property / cites work @@
+Uncertain portfolio adjusting model using semiabsolute deviation
+Normal rank
@@ Property / cites work @@
+UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM
+Normal rank
@@ Property / cites work @@
+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
+Normal rank
@@ Property / cites work @@
+Diversified models for portfolio selection based on uncertain semivariance
+Normal rank
@@ Property / cites work @@
+Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility
+Normal rank
@@ Property / cites work @@
+Mean-risk model for uncertain portfolio selection with background risk
+Normal rank
@@ Property / cites work @@
+Mean-risk-skewness models for portfolio optimization based on uncertain measure
+Normal rank
@@ Property / Wikidata QID @@
+Q127653390
@@ Property / Wikidata QID: Q127653390 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.APM.2019.06.019
@@ Property / DOI: 10.1016/J.APM.2019.06.019 / rank @@
+Normal rank