Pages that link to "Item:Q2627753"
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The following pages link to An interval linear programming approach for portfolio selection model (Q2627753):
Displaying 10 items.
- Solving nonlinear interval optimization problem using stochastic programming technique (Q724398) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
- Interval linear programming under transformations: optimal solutions and optimal value range (Q1999501) (← links)
- An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization (Q2099941) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- Multi-objective enhanced interval optimization problem (Q2150768) (← links)
- Checking weak optimality and strong boundedness in interval linear programming (Q2317620) (← links)
- The outcome range problem in interval linear programming (Q2668598) (← links)
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides (Q6145049) (← links)
