Pages that link to "Item:Q2514724"

The following pages link to Twenty years of linear programming based portfolio optimization (Q2514724):

Displaying 41 items.

• Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
• Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon (Q319173) (← links)
• Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
• Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
• Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
• Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
• Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
• Dynamic safety first expected utility model (Q724069) (← links)
• Factor neutral portfolios (Q747746) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
• Mixed integer linear programming models for optimal crop selection (Q1652214) (← links)
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
• Computational experiment of critical event tabu search for the general integer multidimensional knapsack problem (Q1730435) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Expected shortfall: heuristics and certificates (Q1754277) (← links)
• Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
• Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
• Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (Q2051157) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
• Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
• Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
• Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk (Q3297800) (← links)
• A new interactive approach for solving fully fuzzy mixed integer linear programming (Q3388800) (← links)
• Fuzzy portfolio optimization with tax, transaction cost and investment amount: a developing country case (Q5147629) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
• Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
• Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (Q6090171) (← links)
• Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
• \( \delta\)MOEA/D-AWACD: improving constant-distance-based MOEA/D-AWA using a step function parameter control mechanism (Q6168355) (← links)