Pages that link to "Item:Q2351284"
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The following pages link to Portfolio optimization using a new probabilistic risk measure (Q2351284):
Displayed 10 items.
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← 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)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- Critical Interactive Risks in Project Portfolios from the Life Cycle Perspective (Q5888382) (← links)