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From MaRDI portal
- non-homogeneous investors 1997-04-16 Paper A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL 1996-02-07 Paper Optimal portfolios with asymptotic criteria 1994-01-26...10 bytes (18 words) - 17:44, 12 December 2023
- DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION 2021-10-20 Paper The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification...10 bytes (20 words) - 18:12, 13 December 2023
- Eigendecomposition of the Mean-Variance Portfolio Optimization Model 2017-06-23 Paper Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization...10 bytes (16 words) - 10:13, 25 September 2023
- DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION 2021-10-20 Paper The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification...10 bytes (18 words) - 01:56, 11 December 2023
- Scheduling 2018-10-09 Paper Eigendecomposition of the Mean-Variance Portfolio Optimization Model 2017-06-23 Paper Power efficient uplink scheduling in...10 bytes (17 words) - 00:44, 25 September 2023
- Applications of Global Optimization to Portfolio Analysis 2007-10-24 Paper Studies on a general stock-bond integrated portfolio optimization model 2007-03-20 Paper...10 bytes (17 words) - 10:45, 8 December 2023
- Eigendecomposition of the Mean-Variance Portfolio Optimization Model 2017-06-23 Paper A Time-Indexed Generalized Vehicle Routing Model and Stabilized Column...10 bytes (17 words) - 16:47, 24 September 2023
- DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION 2021-10-20 Paper The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification...10 bytes (19 words) - 15:07, 8 December 2023
- Paper Fuzzy portfolio optimization model under real constraints 2014-06-23 Paper Credibilitic mean-variance model for multi-period portfolio selection problem...10 bytes (18 words) - 22:05, 10 December 2023
- of the global minimum variance portfolio in high dimensions 2018-05-30 Paper Estimation of the global minimum variance portfolio in high dimensions 2018-04-01...10 bytes (18 words) - 16:34, 27 February 2024
- 2022-01-03 Paper Quantile-based optimal portfolio selection 2021-11-24 Paper Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty...10 bytes (16 words) - 19:48, 9 December 2023
- Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection 2017-05-16 Paper Indefinite Mean-Field Stochastic Linear-Quadratic...10 bytes (16 words) - 15:26, 10 December 2023
- V-invex functions and vector optimization. 2007-12-17 Paper Neural network-based mean-variance-skewness model for portfolio selection 2007-10-10 Paper ...10 bytes (18 words) - 03:44, 9 December 2023
- programming model for multistage mean-variance post-tax optimization 2007-10-25 Paper Worst-case robust decisions for multi-period mean-variance portfolio optimization...10 bytes (16 words) - 18:57, 9 December 2023
- global optimization 2016-11-10 Paper Strong duality in optimization: shifted power reformulation 2016-11-08 Paper Mean–variance portfolio optimization with...10 bytes (16 words) - 15:50, 6 December 2023
- approach for multi-period portfolio optimization with return demand and risk control 2015-06-23 Paper Fuzzy portfolio optimization model under real constraints...10 bytes (17 words) - 05:11, 12 December 2023
- post-tax optimization 2007-10-25 Paper Worst-case robust decisions for multi-period mean-variance portfolio optimization 2007-08-27 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 17:35, 8 December 2023
- variance portfolio selection under incomplete information 2019-02-08 Paper A mean-field formulation for multi-period asset-liability mean-variance portfolio selection...10 bytes (17 words) - 03:08, 10 December 2023
- Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation 2017-07-12 Paper Mean–variance portfolio optimization with parameter sensitivity...10 bytes (17 words) - 10:54, 9 December 2023
- 2017-08-08 Paper Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time 2017-05-24 Paper Dynamic mean-risk portfolio selection with multiple...10 bytes (17 words) - 01:34, 11 December 2023
