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

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+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
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+Optimal Portfolio Diversification Using the Maximum Entropy Principle
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+Portfolio Optimization Under a Minimax Rule
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+Risk management strategies via minimax portfolio optimization
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+Portfolio optimization using a new probabilistic risk measure
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+A multi-period fuzzy portfolio optimization model with minimum transaction lots
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+Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels
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+Portfolio selection based on fuzzy cross-entropy
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+Fuzzy portfolio optimization under downside risk measures
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+Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
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+Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
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+A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
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+Uncertainty theory
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+Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
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+Triangular entropy of uncertain variables with application to portfolio selection
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+Uncertain portfolio adjusting model using semiabsolute deviation
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+UNCERTAIN DECISION MAKING AND ITS APPLICATION TO PORTFOLIO SELECTION PROBLEM
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+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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+Diversified models for portfolio selection based on uncertain semivariance
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+Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility
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+Mean-risk model for uncertain portfolio selection with background risk
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+Mean-risk-skewness models for portfolio optimization based on uncertain measure
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