Pages that link to "Item:Q858428"
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The following pages link to Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428):
Displayed 5 items.
- Optimal investment with noise trading risk (Q732810) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Particle swarm optimization approach to portfolio optimization (Q1026729) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem (Q2466102) (← links)