Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
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Cited in
(21)- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure
- Using genetic algorithm to solve a new multi-period stochastic optimization model
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
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- Portfolio selection based on semivariance and distance correlation under minimum variance framework
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