Pages that link to "Item:Q1926941"

The following pages link to A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941):

Displaying 44 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Applications of entropy in finance: a review (Q280721) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
• Research on probability mean-lower semivariance-entropy portfolio model with background risk (Q783139) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
• Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Fuzzy portfolio selection model with real features and different decision behaviors (Q1795117) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
• Some notes on possibilistic variances of generalized trapezoidal intuitionistic fuzzy numbers (Q2144859) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models (Q2156490) (← links)
• Elliptic entropy of uncertain random variables with application to portfolio selection (Q2157024) (← links)
• A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
• Portfolio selection under higher moments using fuzzy multi-objective linear programming (Q2987922) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
• A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (Q6096629) (← links)