Pages that link to "Item:Q1754045"
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The following pages link to Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045):
Displayed 23 items.
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Multiobjective optimization, scalarization, and maximal elements of preorders (Q1667598) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis (Q1713744) (← links)
- Multi-objective optimization using statistical models (Q1728516) (← links)
- A scenario-based robust optimization with a pessimistic approach for nurse rostering problem (Q2025104) (← links)
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems (Q2030735) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- The impacts of retailers' regret aversion on a random multi-period supply chain network (Q2086940) (← links)
- Robust pricing for airlines with partial information (Q2115756) (← links)
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach (Q2150870) (← links)
- On approximate solutions and saddle point theorems for robust convex optimization (Q2228362) (← links)
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- An Iterated Dual Substitution Approach for Binary Integer Programming Problems Under the Min-Max Regret Criterion (Q5057998) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- (Q6151434) (← links)