Pages that link to "Item:Q979251"

The following pages link to A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251):

Displaying 17 items.

• Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
• VaR optimal portfolio with transaction costs (Q427038) (← links)
• Uncertain portfolio selection with background risk (Q671017) (← links)
• Optimality functions in stochastic programming (Q715095) (← links)
• Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
• A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
• Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
• International portfolio optimization based on uncertainty theory (Q5151535) (← links)
• LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve (Q5877184) (← links)