Pages that link to "Item:Q3487096"

The following pages link to PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096):

Displaying 43 items.

• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
• Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
• Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
• Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• Stochastic constraint programming: A scenario-based approach (Q850457) (← links)
• Risk management strategies via minimax portfolio optimization (Q992622) (← links)
• Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
• Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
• Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
• Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152) (← links)
• A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
• An integrated stock-bond portfolio optimization model (Q1391444) (← links)
• The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
• An MCDM approach to portfolio optimization. (Q1427599) (← links)
• Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
• A new particle swarm optimization algorithm with an application (Q1646143) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• Portfolio optimization model with transaction costs. (Q1862932) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← 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)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• CVaR-based robust models for portfolio selection (Q2190316) (← links)
• Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
• A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
• A modified particle swarm optimization algorithm with applications (Q2449215) (← links)
• Simulation-based parametric optimization for long-term asset allocation using behavioral utilities (Q2486827) (← links)
• Reverse logistics network design and planning utilizing conditional value at risk (Q2514880) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
• Multiobjective (Combinatorial) Optimisation—Some Thoughts on Applications (Q3649619) (← links)
• (Q4321510) (← links)
• Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)
• Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
• Portfolio optimization under a minimax rule revisited (Q5077157) (← links)
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization (Q6160193) (← links)
• Globalized distributionally robust optimization based on samples (Q6203548) (← links)