Pages that link to "Item:Q2655644"

The following pages link to A portfolio optimization model with three objectives and discrete variables (Q2655644):

Displaying 37 items.

• Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
• Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
• A multi-stage multi criteria model for portfolio management (Q1639892) (← links)
• Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
• Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
• A PROMETHEE-based approach to portfolio selection problems (Q1762073) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
• Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
• SeaPearl: a constraint programming solver guided by reinforcement learning (Q2117242) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model (Q2241326) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• A multi-objective approach for weapon selection and planning problems in dynamic environments (Q2397566) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
• Some new results on value ranges of risks for mean-variance portfolio models (Q2446404) (← links)
• Mean-chance model for portfolio selection based on uncertain measure (Q2514624) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• An Evolutionary Sequential Sampling Algorithm for Multi-Objective Optimization (Q2800808) (← links)
• A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
• Evolutionary Computation for Modelling and Optimization in Finance (Q3298472) (← links)
• A multiple objective stochastic portfolio selection problem with random Beta (Q5246810) (← links)
• Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• Portfolio selection: should investors include crypto‐assets? A multiobjective approach (Q6080001) (← links)
• A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)