Pages that link to "Item:Q2404340"
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The following pages link to A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340):
Displayed 5 items.
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)