Pages that link to "Item:Q1431868"

The following pages link to Portfolio selection problem with interval coefficients (Q1431868):

Displaying 25 items.

• Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients (Q301052) (← links)
• On sufficiency and duality for a class of interval-valued programming problems (Q426946) (← links)
• Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
• Evolutionary technique based goal programming approach to chance constrained interval valued bilevel programming problems (Q522391) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• Multiple objective linear programming models with interval coefficients -- an illustrated overview (Q877639) (← links)
• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
• Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
• Complexity of necessary efficiency in interval linear programming and multiobjective linear programming (Q1758029) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• Fuzzy costs in quadratic programming problems (Q1794338) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Pricing and hedging in a single period market with random interval valued assets (Q2353953) (← links)
• Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
• The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions (Q2378449) (← links)
• Duality and saddle-point type optimality for interval-valued programming (Q2448181) (← links)
• An interval portfolio selection problem based on regret function (Q2572835) (← links)
• A multiobjective optimization framework for optimal selection of supplier portfolio (Q2926474) (← links)
• Interval-Valued Goal Programming Method to Solve Patrol Manpower Planning Problem for Road Traffic Management Using Genetic Algorithm (Q3122286) (← links)
• Portfolio selection: should investors include crypto‐assets? A multiobjective approach (Q6080001) (← links)
• Interval variational inequalities and their relationship with interval optimization problems (Q6118977) (← links)
• Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds (Q6498442) (← links)