A nonlinear interval portfolio selection model and its application in banks (Q1794302): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(7 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Kin Keung Lai / rank
Normal rank
 
Property / author
 
Property / author: Kin Keung Lai / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Ipopt / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: alphaBB / 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/s11424-017-6070-3 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2772801618 / rank
 
Normal rank
Property / cites work
 
Property / cites work: 60 years of portfolio optimization: practical challenges and current trends / 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: Variance vs downside risk: Is there really that much difference? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-absolute deviation rule for mutual funds portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Minimax Portfolio Selection Rule with Linear Programming Solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Optimization Under a Minimax Rule / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer / 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: Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new perspective for optimal portfolio selection with random fuzzy returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance models for portfolio selection with fuzzy random returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: MEAN-SEMIVARIANCE MODELS FOR PORTFOLIO OPTIMIZATION PROBLEM WITH MIXED UNCERTAINTY OF FUZZINESS AND RANDOMNESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The convergence of set-valued scenario approach for downside risk minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Markowitz Efficient Portfolios / 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 minimax portfolio selection strategy with equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: On interval portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection problem with interval coefficients / 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: Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips / 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: On comparing interval numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Approximations of Chance Constrained Programs / 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: Two-stage financial risk tolerance assessment using data envelopment analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local convergence of the interior-point Newton method for general nonlinear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the global convergence of interior-pointnonlinear programming algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: A trust-region SQP method without a penalty or a filter for nonlinear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Line Search Filter Methods for Nonlinear Programming: Local Convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global minimization using an augmented Lagrangian method with variable lower-level constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(\alpha BB\): A global optimization method for general constrained nonconvex problems / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:56, 16 July 2024

scientific article
Language Label Description Also known as
English
A nonlinear interval portfolio selection model and its application in banks
scientific article

    Statements

    A nonlinear interval portfolio selection model and its application in banks (English)
    0 references
    0 references
    0 references
    0 references
    15 October 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    downside-risk management
    0 references
    interval return
    0 references
    portfolio selection
    0 references
    semi-variance
    0 references
    simulation
    0 references
    0 references
    0 references
    0 references