Pages that link to "Item:Q1427599"
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The following pages link to An MCDM approach to portfolio optimization. (Q1427599):
Displaying 50 items.
- A combined scalarizing method for multiobjective programming problems (Q299884) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Scheduling personal finances via integer programming (Q367243) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm (Q454264) (← links)
- FEMOEA: a fast and efficient multi-objective evolutionary algorithm (Q522100) (← links)
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection (Q531474) (← links)
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
- Obtaining the efficient set of nonlinear biobjective optimization problems via interval branch-and-bound methods (Q632389) (← links)
- Approximative solution methods for multiobjective combinatorial optimization. With discussion and a rejoinder by the authors. (Q703286) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- An effective ant colony optimization algorithm (ACO) for multi-objective resource allocation problem (MORAP) (Q929430) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- A fuzzy interactive approach for optimal portfolio management (Q980516) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Tradeoff-based decomposition and decision-making in multiobjective programming (Q1042253) (← links)
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
- A revised Pascoletti-Serafini scalarization method for multiobjective optimization problems (Q1670109) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions (Q1751712) (← links)
- A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
- Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment (Q2079294) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- Network models to improve robot advisory portfolios (Q2151657) (← links)
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (Q2253396) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← links)
- Tailor-made thematic portfolios: a core satellite optimization (Q2301193) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm (Q2383130) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- Interactive multiobjective optimization with NIMBUS for decision making under uncertainty (Q2454351) (← links)
