Pages that link to "Item:Q621706"

The following pages link to Portfolio rebalancing model using multiple criteria (Q621706):

Displaying 24 items.

• Diversified portfolios with different entropy measures (Q279248) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
• A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
• A two-phase algorithm for the multiparametric linear complementarity problem (Q323406) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• Research on probability mean-lower semivariance-entropy portfolio model with background risk (Q783139) (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) (← links)
• Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
• Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)
• Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)
• Bounds for portfolio weights in decentralized asset allocation (Q5879666) (← links)
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)