Pages that link to "Item:Q299658"
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The following pages link to Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658):
Displaying 14 items.
- Uncertain portfolio selection with background risk (Q671017) (← links)
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
- Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
- Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
- Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
- Optimal procurement of flexibility services within electricity distribution networks (Q2183308) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- Multi-stage stochastic model in portfolio selection problem (Q5023481) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
