Pages that link to "Item:Q2318547"
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The following pages link to Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547):
Displaying 11 items.
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← 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)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models (Q2156490) (← links)
- Elliptic entropy of uncertain random variables with application to portfolio selection (Q2157024) (← links)
- Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm (Q6567284) (← links)
