Pages that link to "Item:Q1628291"

The following pages link to Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291):

Displaying 2 items.

• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Optimality and duality for \(E\)-minimax fractional programming: application to multiobjective optimization (Q6138350) (← links)