Portfolio rebalancing model using multiple criteria
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Cites work
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Cited in
(29)- Asset allocation with correlation: a composite trade-off
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models
- Research on probability mean-lower semivariance-entropy portfolio model with background risk
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- Portfolio selection with a minimax measure in safety constraint
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
- Diversified portfolios with different entropy measures
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
- Portfolio insurance: gap risk under conditional multiples
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- Multicriteria decision systems for financial problems
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- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- Sparse portfolio rebalancing model based on inverse optimization
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- International portfolio choice and political instability risk: a multi-objective approach
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- Fuzzy multi-period portfolio selection model with discounted transaction costs
- Rebalance Your Portfolio Without Selling
- Uncertain portfolio adjusting model using semiabsolute deviation
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