Pages that link to "Item:Q1725837"
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The following pages link to Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837):
Displayed 32 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Foundations of semialgebraic gene-environment networks (Q828022) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Bunkering policies for a fuel bunker management problem for liner shipping networks (Q2029266) (← links)
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- Complex network construction of Internet finance risk (Q2067078) (← links)
- A fixed charge transportation problem with damageable items under uncertain environment (Q2078659) (← links)
- Project portfolio selection based on multi-project synergy (Q2083358) (← links)
- Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
- Collaborative airline revenue sharing game with grey demand data (Q2155122) (← links)
- Credit linked two-stage multi-objective transportation problem in rough and bi-rough environments (Q2156925) (← links)
- Human factors in a contemporary organization (Q2172996) (← links)
- A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
- Regulation adaptive strategy and bank efficiency: a network slacks-based measure with shared resources (Q2239877) (← links)
- Master production schedule using robust optimization approaches in an automobile second-tier supplier (Q2303326) (← links)
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management (Q2673295) (← links)
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange (Q2673301) (← links)
- Financing strategy selection and coordination considering risk aversion in a capital-constrained supply chain (Q2673390) (← links)
- A sphere packing approach to break even and profitability analysis (Q2698593) (← links)
- Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Optimal premium allocation under stop-loss insurance using exposure curves (Q5074250) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- Buffered-ranking intervals for virtual profit efficiency analysis (Q6090374) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- Generalized derivatives and optimality conditions in nonconvex optimization (Q6131048) (← links)
- Developing a resilient supply chain in complex product systems through investment in reliability and cooperative contracts (Q6145744) (← links)
- Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market (Q6170676) (← links)
- A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)