Pages that link to "Item:Q2783965"
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The following pages link to A Minimax Portfolio Selection Rule with Linear Programming Solution (Q2783965):
Displaying 50 items.
- A maximum entropy method for a robust portfolio problem (Q296477) (← links)
- Fuzzy portfolio selection problem with different borrowing and lending rates (Q410338) (← links)
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- An algebraic approach to integer portfolio problems (Q541725) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
- ALM models based on second order stochastic dominance (Q1616799) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Asymmetric \(\nu\)-tube support vector regression (Q1623610) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- A new particle swarm optimization algorithm with an application (Q1646143) (← links)
- Mixed integer linear programming models for optimal crop selection (Q1652214) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- Is certainty in carbon policy better than uncertainty? (Q1698903) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- Local smooth representations of parametric semiclosed polyhedra with applications to sensitivity in piecewise linear programs (Q1935266) (← links)
- A review of deterministic optimization methods in engineering and management (Q1955154) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- Acceptability maximization (Q2170297) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Linear programming and its application techniques in optimizing portfolio selection of a firm (Q2228304) (← links)
- The optimal statistical median of a convex set of arrays (Q2271158) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Portfolio-optimization models for small investors (Q2392807) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
