Pages that link to "Item:Q2783965"

The following pages link to A Minimax Portfolio Selection Rule with Linear Programming Solution (Q2783965):

Displaying 33 items.

• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
• A modified particle swarm optimization algorithm with applications (Q2449215) (← links)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
• A distributed computation algorithm for solving portfolio problems with integer variables (Q2462177) (← links)
• Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
• Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
• Mean–variance portfolio optimization with parameter sensitivity control^† (Q2829560) (← links)
• Mean absolute negative deviation measure for portfolio selection Problem (Q3008594) (← links)
• ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
• Tangency portfolios in the LP solvable portfolio selection models (Q3166274) (← links)
• Replica approach to mean-variance portfolio optimization (Q3302503) (← links)
• Mean-absolute deviation portfolio optimization problem (Q3534458) (← links)
• A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479) (← links)
• INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES (Q3585128) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
• On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617) (← links)
• Portfolio optimization under Expected Shortfall: contour maps of estimation error (Q4554495) (← links)
• DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (Q4675830) (← links)
• PVaR: A New Risk Measure for Financial Investments (Q5049407) (← links)
• Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
• Portfolio optimization under a minimax rule revisited (Q5077157) (← links)
• UPSIDE BETA RATIO: A PERFORMANCE MEASURE FOR POTENTIAL-SEEKING INVESTORS (Q5114684) (← links)
• Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
• Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case (Q5147629) (← links)
• COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
• Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)
• Higher moment coherent risk measures (Q5423190) (← links)
• THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853) (← links)
• Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)
• Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
• Silvopastoral and agroforestry systems: an integer linear programming model for investment decisions (Q6064205) (← links)
• Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (Q6090171) (← links)