Pages that link to "Item:Q625636"

The following pages link to Mean-VaR portfolio selection under real constraints (Q625636):

Displaying 9 items.

• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
• Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
• Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)