Pages that link to "Item:Q1296359"
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The following pages link to Variance vs downside risk: Is there really that much difference? (Q1296359):
Displayed 50 items.
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Portfolio optimization under loss aversion (Q322671) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Fuzzy portfolio optimization under downside risk measures (Q877972) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Manufacturer cooperation in supplier development under risk (Q992592) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- The computation of the worst conditional expectation. (Q1427561) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations (Q1681152) (← links)
- Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
- Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework (Q2125368) (← links)
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
- Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm (Q2253995) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand (Q2294634) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Mean-variance analysis of a single supplier and retailer supply chain under a returns policy (Q2383133) (← links)
- Non-separation in the mean -- lower-partial-moment portfolio optimization problem (Q2384636) (← links)
- The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach (Q2433491) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- Statistical properties of the sample semi-variance (Q4483611) (← links)
- Uncertain portfolio selection with mental accounts (Q5026818) (← links)