Pages that link to "Item:Q2158966"
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The following pages link to Sparse and robust mean-variance portfolio optimization problems (Q2158966):
Displaying 6 items.
- Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances (Q2073575) (← links)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- A LINEAR-PROGRAMMING PORTFOLIO OPTIMIZER TO MEAN–VARIANCE OPTIMIZATION (Q6182050) (← links)
- Relaxed-inertial derivative-free algorithm for systems of nonlinear pseudo-monotone equations (Q6552685) (← links)
