Pages that link to "Item:Q857322"
From MaRDI portal
The following pages link to Multi-objective stochastic programming for portfolio selection (Q857322):
Displaying 50 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection (Q296687) (← links)
- Tri-criterion modeling for constructing more-sustainable mutual funds (Q319768) (← links)
- A participatory budget model under uncertainty (Q320943) (← links)
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Collaborative production planning of supply chain under price and demand uncertainty (Q420871) (← links)
- Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
- Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- A fuzzy-robust stochastic multiobjective programming approach for petroleum waste management planning (Q611496) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- A generalized stochastic goal programming model (Q961633) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
- An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems (Q1037660) (← links)
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty (Q1038376) (← links)
- A new decision-making method for stock portfolio selection based on computing with linguistic assessment (Q1040045) (← links)
- Multi-criteria optimal stopping methods applied to the portfolio optimisation problem (Q1615933) (← links)
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
- Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- Multi-objective optimization in uncertain random environments (Q1794486) (← links)
- A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
- Satisfactory solution concepts and their relations for stochastic multiobjective programming problems (Q1926756) (← links)
- Enhancement of equity portfolio performance using data envelopment analysis (Q1926803) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
- A synchronous reference point-based interactive method for stochastic multiobjective programming (Q1929956) (← links)
- Accounting for cost heterogeneity on the demand in the context of a technician dispatching problem (Q2023966) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems (Q2178088) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Goal programming model applied to waste paper logistics processes (Q2247344) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- A stochastic goal programming model to derive stable cash management policies (Q2301194) (← links)
- A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
