Pages that link to "Item:Q2351435"
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The following pages link to A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435):
Displayed 18 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Fuzzy views on Black-Litterman portfolio selection model (Q1621186) (← links)
- Nguyen type theorem for extension principle based on a joint possibility distribution (Q1642752) (← links)
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- Necessary and sufficient conditions for the equality of interactive and non-interactive extensions of continuous functions (Q1697942) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- Project portfolio selection based on multi-project synergy (Q2083358) (← links)
- Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055) (← links)
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)