Pages that link to "Item:Q972753"
From MaRDI portal
The following pages link to Portfolio adjusting optimization under credibility measures (Q972753):
Displayed 13 items.
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
- A mean-variance portfolio selection model with interval-valued possibility measures (Q2007097) (← links)
- Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- Sparse portfolio rebalancing model based on inverse optimization (Q5746700) (← links)