Pages that link to "Item:Q342781"

The following pages link to An interactive approach to stochastic programming-based portfolio optimization (Q342781):

Displaying 9 items.

• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
• Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
• Sparse factor model based on trend filtering (Q2070700) (← links)
• Training trees on tails with applications to portfolio choice (Q2173122) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)