Pages that link to "Item:Q876610"

The following pages link to Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610):

Displaying 27 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
• Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
• Optimal investment with noise trading risk (Q732810) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• An integrated multi-objective framework for solving multi-period project selection problems (Q2018998) (← links)
• An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
• An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• Multi-stage stochastic model in portfolio selection problem (Q5023481) (← links)
• Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
• Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (Q5039397) (← links)
• Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)