Pages that link to "Item:Q1014980"

The following pages link to Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980):

Displaying 31 items.

• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• An expected regret minimization portfolio selection model (Q439531) (← links)
• Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
• Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
• A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
• Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• New efficiency conditions for multiobjective interval-valued programming problems (Q780957) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm'' (Q2028871) (← links)
• Some notes on possibilistic variances of generalized trapezoidal intuitionistic fuzzy numbers (Q2144859) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055) (← links)
• A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
• Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
• Possibilistic mean-variance portfolios versus probabilistic ones: the winner is... (Q2331002) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• MULTI-ATTRIBUTE DECISION MAKING METHOD BASED ON POSSIBILITY VARIANCE COEFFICIENT OF TRIANGULAR INTUITIONISTIC FUZZY NUMBERS (Q3449245) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)