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- 2016-08-10 Paper A multi-period fuzzy portfolio optimization model with minimum transaction lots 2016-07-26 Paper A fuzzy portfolio selection model with background...10 bytes (15 words) - 21:05, 10 December 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...10 bytes (14 words) - 09:45, 8 December 2023
- convexity and vector optimization 2008-10-30 Paper Fuzzy portfolio optimization. Theory and methods 2008-07-08 Paper Continuous-time portfolio selection with...10 bytes (16 words) - 02:44, 9 December 2023
- 2024-06-05 Paper Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers 2024-04-11 Paper Portfolio optimization using higher...10 bytes (13 words) - 09:39, 9 December 2023
- estimation of the high-dimensional minimum-variance portfolio 2024-09-12 Paper Optimal Shrinkage-Based Portfolio Selection in High Dimensions 2024-08-13 Paper...10 bytes (13 words) - 18:48, 9 December 2023
- Multi-period power utility optimization under stock return predictability 2023-12-14 Paper Sampling distributions of optimal portfolio weights and characteristics...10 bytes (14 words) - 00:34, 10 December 2023
- 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 (16 words) - 15:34, 27 February 2024
- multi-period fuzzy portfolio optimization model with minimum transaction lots 2016-07-26 Paper A new fuzzy programming approach for multi-period portfolio optimization...10 bytes (14 words) - 04:11, 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 (15 words) - 00:56, 11 December 2023
- mean-variance post-tax optimization 2007-10-25 Paper Worst-case robust decisions for multi-period mean-variance portfolio optimization 2007-08-27 Paper https://portal...10 bytes (13 words) - 17:57, 9 December 2023
- duality in optimization: shifted power reformulation 2016-11-08 Paper Mean–variance portfolio optimization with parameter sensitivity control†2016-11-08...10 bytes (13 words) - 14:50, 6 December 2023
- mirror descent algorithm for nonsmooth convex optimization problem 2016-10-20 Paper Robust portfolio optimization with copulas 2015-02-19 Paper Worst-case robust...10 bytes (14 words) - 16:35, 8 December 2023
- nonstationary optimization for finding universal portfolios 2001-06-14 Paper Stochastic optimization on Bayesian nets 2000-01-18 Paper Stochastic optimization with...10 bytes (15 words) - 17:47, 8 December 2023
- 2021-08-17 Paper Regularizing portfolio optimization 2020-11-07 Paper Replica approach to mean-variance portfolio optimization 2020-08-11 Paper Analytic solution...10 bytes (13 words) - 09:37, 9 December 2023
- Multi-period stochastic portfolio optimization: block-separable decomposition 2008-03-31 Paper Multiperiod portfolio optimization with terminal liability:...10 bytes (17 words) - 17:26, 8 December 2023
- Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach 2004-01-19 Paper Simplicially-constrained DC optimization over efficient...10 bytes (16 words) - 19:04, 9 December 2023
- factor analysis and portfolio immunization in the corporate bond market 2004-11-22 Paper Performance of a hedged stochastic portfolio model in the presence...10 bytes (13 words) - 15:24, 9 December 2023
- dynamic portfolio optimization with transactional costs and time-dependent returns 2020-01-20 Paper Can asset allocation limits determine portfolio risk-return...10 bytes (15 words) - 00:26, 13 December 2023
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion 2018-10-12 Paper Developing equilibrium optimization methods...10 bytes (14 words) - 04:25, 12 December 2023
- value-at-risk portfolio selection 2019-03-12 Paper Data-driven robust mean-CVaR portfolio selection under distribution ambiguity 2019-03-06 Paper Portfolio management...10 bytes (14 words) - 09:54, 9 December 2023
