Pages that link to "Item:Q2383677"
From MaRDI portal
The following pages link to Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677):
Displaying 14 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- A fuzzy portfolio selection model with background risk (Q299669) (← links)
- Weighted portfolio selection models based on possibility theory (Q376652) (← links)
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- Quality risk in logistics outsourcing: a fourth party logistics perspective (Q1734340) (← links)
- A mean-variance portfolio selection model with interval-valued possibility measures (Q2007097) (← links)
- Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
- A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
- Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... (Q2331002) (← links)
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)
- International portfolio selection model with exchange rate risk (Q5282778) (← links)