scientific article; zbMATH DE number 7239782
From MaRDI portal
Publication:5117542
zbMATH Open1440.91034MaRDI QIDQ5117542FDOQ5117542
Author name not available (Why is that?)
Publication date: 25 August 2020
Title of this publication is not available (Why is that?)
Recommendations
- Portfolio optimization in stochastic markets
- Optimal portfolio selection strategies under some constraints
- Portfolio optimization with restrictions
- Randomized portfolio selection, with constraints
- Portfolio Optimization with Combinatorial and Downside Return Constraints
- A dynamic programming approach to constrained portfolios
- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
- Optimal portfolio strategy under minimax criterion with constraints
- scientific article; zbMATH DE number 2128220
genetic algorithmcardinality constraintsgaininvestment portfolioportfolio optimization problembasic constraintsbounding constraintsportfolio reliability
Cited In (3)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5117542)
