Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291): Difference between revisions

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+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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+Selecting portfolios with fixed costs and minimum transaction lots
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+Portfolio rebalancing model with transaction costs based on fuzzy decision theory
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+An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes
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+Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
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+Portfolio adjusting optimization under credibility measures
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+A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
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+Equilibrium relations in a capital asset market: A mean absolute deviation approach
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+Variance vs downside risk: Is there really that much difference?
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+A measure of risk and a decision-making model based on expected utility and entropy
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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+Portfolio Optimization Under a Minimax Rule
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+Portfolio selection problem with minimax type risk function
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+A minimax portfolio selection strategy with equilibrium
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+A note on a minimax rule for portfolio selection and equilibrium price system
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+Portfolio selection with a minimax measure in safety constraint
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+Portfolio selection problem with interval coefficients
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+An interval portfolio selection problem based on regret function
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+The mean-absolute deviation portfolio selection problem with interval-valued returns
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+On interval portfolio selection problem
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+Portfolio rebalancing model with transaction costs using interval optimization
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+An interval linear programming approach for portfolio selection model
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+Calculus for interval functions of a real variable
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+Solving nonlinear interval optimization problem using stochastic programming technique
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