Pages that link to "Item:Q322717"
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The following pages link to Portfolio optimization with disutility-based risk measure (Q322717):
Displaying 4 items.
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- The loss-averse newsvendor problem with quantity-oriented reference point under CVaR criterion (Q2086939) (← links)
