Pages that link to "Item:Q1974275"

The following pages link to A model for portfolio selection with order of expected returns. (Q1974275):

Displaying 36 items.

• Diversified portfolios with different entropy measures (Q279248) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Adopting genetic algorithms for technical analysis and portfolio management (Q316260) (← links)
• Expected value model for optimizing the multiple bus headways (Q371478) (← links)
• A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
• A new index for bond management in an uncertain environment (Q529271) (← links)
• On admissible efficient portfolio selection problem (Q702651) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Portfolio selection using neural networks (Q856694) (← links)
• Risk curve and fuzzy portfolio selection (Q931739) (← links)
• Asset allocation using reliability method (Q969838) (← links)
• A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
• Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Reliability based assignment in stochastic-flow freight network (Q1021491) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• On interval portfolio selection problem (Q1794342) (← links)
• A possibilistic approach to selecting portfolios with highest utility score (Q1867390) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• An analytic derivation of admissible efficient frontier with borrowing (Q2383119) (← links)
• A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm (Q2383130) (← links)
• A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
• Portfolio selection with a new definition of risk (Q2462128) (← links)
• Fuzzy compromise programming for portfolio selection (Q2489170) (← links)
• On admissible efficient portfolio selection: models and algorithms (Q2493766) (← links)
• On admissible efficient portfolio selection policy (Q2572364) (← links)
• Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
• Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
• Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
• Performance effects of analytics capability, disruption orientation, and resilience in the supply chain under environmental uncertainty (Q6170674) (← links)