Pages that link to "Item:Q1313156"
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The following pages link to A mean-absolute deviation-skewness portfolio optimization model (Q1313156):
Displayed 14 items.
- An outcome-space finite algorithm for solving linear multiplicative programming (Q849749) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
- Portfolio optimization model with transaction costs. (Q1862932) (← links)
- Genetic algorithms for portfolio selection problems with minimum transaction lots (Q2456434) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- Mean-risk models using two risk measures: a multi-objective approach (Q5423196) (← links)
- A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699) (← links)