Pages that link to "Item:Q2384579"

The following pages link to Robust multiperiod portfolio management in the presence of transaction costs (Q2384579):

Displaying 50 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 robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
• Robust vertex \(p\)-center model for locating urgent relief distribution centers (Q336453) (← links)
• Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
• Short sales in log-robust portfolio management (Q420886) (← links)
• Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• A log-robust optimization approach to portfolio management (Q626631) (← links)
• On the role of norm constraints in portfolio selection (Q645500) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
• Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
• Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• Robust portfolio selection for index tracking (Q1762050) (← links)
• Log-robust portfolio management with parameter ambiguity (Q1789607) (← 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)
• Robust risk management (Q1926976) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
• Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
• The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
• Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm (Q2273117) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← 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)
• Factor-based robust index tracking (Q2402581) (← links)
• Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
• Log-robust portfolio management after transaction costs (Q2454357) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)