Pages that link to "Item:Q1932695"
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The following pages link to Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695):
Displaying 25 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← 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)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models (Q2156490) (← links)
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055) (← links)
- Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← 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)
- Portfolio selection under higher moments using fuzzy multi-objective linear programming (Q2987922) (← links)
- Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
