Pages that link to "Item:Q1890889"
From MaRDI portal
The following pages link to On the use of optimization models for portfolio selection: A review and some computational results (Q1890889):
Displaying 18 items.
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm (Q454264) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- A multicriteria methodology for equity selection using financial analysis (Q833537) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- An MCDM approach to portfolio optimization. (Q1427599) (← links)
- Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- Portfolio selection using R (Q3388813) (← links)
- First-Order Algorithms for a Class of Fractional Optimization Problems (Q5026841) (← links)
- Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals (Q6586285) (← links)
