Pages that link to "Item:Q697551"

The following pages link to A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model (Q697551):

Displaying 5 items.

• Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems (Q380592) (← links)
• The mean-absolute deviation portfolio selection problem with interval-valued returns (Q548313) (← links)
• Hybrid method for a class of stochastic bi-criteria optimization problems (Q607996) (← links)
• On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
• Stock selection using data envelopment analysis-discriminant analysis (Q3438309) (← links)