Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188): Difference between revisions

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+Multi-objective stochastic programming for portfolio selection
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+Financial portfolio management through the goal programming model: current state-of-the-art
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+A fuzzy goal programming approach to portfolio selection
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+Portfolio Selection: A Compromise Programming Solution
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+Fuzzy compromise programming for portfolio selection
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+Efficient solution concepts and their relations in stochastic multiobjective programming
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+Portfolio Selection with Robust Estimation
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+Fuzzy portfolio optimization. Theory and methods
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+Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
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+Q3994411
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+The Distribution of the Sample Minimum-Variance Frontier
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+Safety First and the Holding of Assets
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+Performance of Portfolios Optimized with Estimation Error
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+Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
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+Multicriteria portfolio management
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