Pages that link to "Item:Q1985202"
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The following pages link to Uncertain portfolio optimization problem under a minimax risk measure (Q1985202):
Displaying 8 items.
- Adams predictor-corrector method for solving uncertain differential equation (Q1983895) (← links)
- Analysis of a class of dynamic programming models for multi-stage uncertain systems (Q2049773) (← links)
- The skewness for uncertain random variable and application to portfolio selection problem (Q2076451) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market (Q2666233) (← links)
- Portfolio optimization using higher moments in an uncertain random environment (Q6081306) (← links)
