Multi-period semi-variance portfolio selection: model and numerical solution
From MaRDI portal
Publication:990653
DOI10.1016/J.AMC.2007.04.036zbMATH Open1193.91146OpenAlexW2017205271MaRDI QIDQ990653FDOQ990653
Authors: Wei Yan, Rong Miao, Shurong Li
Publication date: 1 September 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.036
Recommendations
- A class of multi-period semi-variance portfolio for petroleum exploration and development
- scientific article; zbMATH DE number 2009828
- scientific article; zbMATH DE number 2219397
- Mean-semivariance models for fuzzy portfolio selection
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection
Cited In (32)
- Varying weights of marginal contributions: one approach to solving the low-risk puzzle?
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- A smooth non-parametric estimation framework for safety-first portfolio optimization
- A class of portfolio selection with a four-factor futures price model
- A review of credibilistic portfolio selection
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm
- Title not available (Why is that?)
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs
- The mixture of fundamental indexing and minimum semi-variance portfolio selection
- High-end weapon equipment portfolio selection based on a heterogeneous network model
- A risk index model for multi-period uncertain portfolio selection
- A class of multi-period semi-variance portfolio selection with a four-factor futures price model
- A weighted semi-variance risk measuring model for portfolio investments
- Title not available (Why is that?)
- Stochastic portfolio selection problem with reliability criteria
- Portfolio selection based on semivariance and distance correlation under minimum variance framework
- Title not available (Why is that?)
- Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- A class of multi-period semi-variance portfolio for petroleum exploration and development
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics
- Multiperiod credibilitic mean semi-absolute deviation portfolio selection
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
- An analytic solution for multi-period uncertain portfolio selection problem
- Portfolio selection with a new definition of risk
This page was built for publication: Multi-period semi-variance portfolio selection: model and numerical solution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q990653)