Pages that link to "Item:Q548313"
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The following pages link to The mean-absolute deviation portfolio selection problem with interval-valued returns (Q548313):
Displaying 14 items.
- A mathematical programming approach to sample coefficient of variation with interval-valued observations (Q286182) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (Q2051157) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
- A multiobjective optimization framework for optimal selection of supplier portfolio (Q2926474) (← links)
- Uncertain portfolio selection with mental accounts (Q5026818) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
