Pages that link to "Item:Q1011180"
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The following pages link to On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180):
Displaying 22 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- A co-evolutionary matheuristic for the car rental capacity-pricing stochastic problem (Q666980) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Optimal construction and rebalancing of index-tracking portfolios (Q1694362) (← links)
- Bridging \(k\)-sum and CVaR optimization in MILP (Q1722975) (← links)
- A biobjective approach to recoverable robustness based on location planning (Q1753588) (← links)
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
- Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (Q2253396) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (Q2415973) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)
