Pages that link to "Item:Q990653"

The following pages link to Multi-period semi-variance portfolio selection: model and numerical solution (Q990653):

Displaying 21 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)
• A risk index model for multi-period uncertain portfolio selection (Q456449) (← links)
• Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
• A review of credibilistic portfolio selection (Q1037447) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• High-end weapon equipment portfolio selection based on a heterogeneous network model (Q2022189) (← links)
• An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
• A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm (Q2150758) (← links)
• A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
• Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
• Varying weights of marginal contributions: one approach to solving the low-risk puzzle? (Q6562701) (← links)