Pages that link to "Item:Q657529"

The following pages link to Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection (Q657529):

Displayed 11 items.

• On the diversity constraints for portfolio optimization (Q280668) ‎ (← links)
• Applications of entropy in finance: a review (Q280721) ‎ (← links)
• Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) ‎ (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) ‎ (← links)
• An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) ‎ (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) ‎ (← links)
• A portfolio optimization model based on information entropy and fuzzy time series (Q1794545) ‎ (← links)
• Entropy based robust portfolio (Q2078711) ‎ (← links)
• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) ‎ (← links)
• ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449) ‎ (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) ‎ (← links)