Pages that link to "Item:Q2514624"

The following pages link to Mean-chance model for portfolio selection based on uncertain measure (Q2514624):

Displaying 16 items.

• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
• Uncertain portfolio selection with background risk (Q671017) (← links)
• Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
• Portfolio selection of uncertain random returns based on value at risk (Q2099969) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
• Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
• A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
• Uncertain random portfolio selection with high order moments (Q2691397) (← links)
• Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
• Uncertain portfolio selection with mental accounts (Q5026818) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• International portfolio optimization based on uncertainty theory (Q5151535) (← links)
• Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)