Combined forecasts in portfolio optimization: a generalized approach
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Cited in
(16)- Multiobjective mathematical models and solution approaches for heterogeneous fixed fleet vehicle routing problems
- An integrated approach for stock evaluation and portfolio optimization
- Sparse-group independent component analysis with application to yield curves prediction
- A conic scalarization method in multi-objective optimization
- A sharp augmented Lagrangian-based method in constrained non-convex optimization
- Conic scalarization method in multiobjective optimization and relations with other scalarization methods
- Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios*
- Existence and characterization theorems in nonconvex vector optimization
- Intelligent forecasting models-selection system for the portfolio internal structure change
- Duality in nonconvex vector optimization
- Neural network-based mean-variance-skewness model for portfolio selection
- Hidden Markov model for municipal waste generation forecasting under uncertainties
- Separation theorems for nonconvex sets and application in optimization
- Using investment portfolio return to combine forecasts: A multiobjective approach
- A coradiant based scalarization to characterize approximate solutions of vector optimization problems with variable ordering structures
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty
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