Pages that link to "Item:Q2244212"
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The following pages link to Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212):
Displaying 5 items.
- Forecasting stock market volatility: a combination approach (Q782059) (← links)
- Further comment on another hybrid conjugate gradient algorithm for unconstrained optimization by Andrei (Q2181673) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
- A modified descent Polak-Ribiére-Polyak conjugate gradient method with global convergence property for nonconvex functions (Q2424224) (← links)
