Pages that link to "Item:Q857322"

The following pages link to Multi-objective stochastic programming for portfolio selection (Q857322):

Displaying 36 items.

• An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
• A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
• Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection (Q2404342) (← links)
• A chance constrained recourse approach for the portfolio selection problem (Q2404345) (← links)
• An algorithm for binary linear chance-constrained problems using IIS (Q2419523) (← links)
• A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721) (← links)
• Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation (Q2670546) (← links)
• Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange (Q2673301) (← links)
• A robust multiobjective mathematical model optimizing stock portfolio (Q2676017) (← links)
• Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
• Cost-efficient equitable water distribution in Algeria: a bicriteria fair division problem with network constraints (Q2867097) (← links)
• Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
• Operations research/management science in the Arab world: historical development (Q3087841) (← links)
• Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)
• (Q4969260) (← links)
• Fuzzy goal programming technique for multi-objective indefinite quadratic bilevel programming problem (Q5150056) (← links)
• Goal Programming Models for Managerial Strategic Decision Making (Q5239069) (← links)
• A multiple objective stochastic portfolio selection problem with random Beta (Q5246810) (← links)
• On the use of multiple criteria distance indexes to find robust cash management policies (Q5884370) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
• A stochastic biomass blending problem in decentralized supply chains (Q6076480) (← links)
• Portfolio selection: should investors include crypto‐assets? A multiobjective approach (Q6080001) (← links)
• A Recourse Goal Programming Approach for the Portfolio Selection Problem (Q6102762) (← links)
• Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model (Q6102764) (← links)
• Multi-Attribute Portfolio Selection: New Perspectives (Q6160188) (← links)
• A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market (Q6160189) (← links)
• Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190) (← links)
• Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
• A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
• A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)