Probabilistic optimization with application to portofolio selection
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Publication:5263026
zbMATH Open1324.90154MaRDI QIDQ5263026FDOQ5263026
Authors: Costin Popescu, Cristinca Fulga 
Publication date: 10 July 2015
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Numerical mathematical programming methods (65K05) Theory of fuzzy sets, etc. (03E72) Linear programming (90C05) Nonlinear programming (90C30) Portfolio theory (91G10)
Cited In (11)
- A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection
- A selection portfolio problem with fuzzy linear exponential distribution
- Portfolio optimization for cointelated pairs: SDEs vs Machine learning
- Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model
- Probability maximization models for portfolio selection under ambiguity
- On fuzzy portfolio selection problems: a parametric representation approach
- A PROMETHEE-based approach to portfolio selection problems
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems
- Benchmarking the performance of portfolio optimization with QAOA
- Bayesian adaptive portfolio optimization
- BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION
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