Pages that link to "Item:Q857293"

The following pages link to Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293):

Displaying 18 items.

• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
• Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
• Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• Convex combinations in judgment aggregation (Q2077953) (← links)
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
• A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
• Portfolio selection with a new definition of risk (Q2462128) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• Constructing networks by filtering correlation matrices: a null model approach (Q5160819) (← links)
• Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
• Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing (Q6106497) (← links)