Pages that link to "Item:Q1019786"

The following pages link to Multi-objective possibilistic model for portfolio selection with transaction cost (Q1019786):

Displaying 27 items.

• Applications of entropy in finance: a review (Q280721) (← links)
• Fuzzy portfolio selection including cardinality constraints and integer conditions (Q306331) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
• An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Target setting in the general combined-oriented CCR model using an interactive MOLP method (Q964925) (← links)
• A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) (← links)
• Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
• An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
• An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
• A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
• Entropy based robust portfolio (Q2078711) (← links)
• An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
• Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
• A decision model based on expected utility, entropy and variance (Q2180680) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• Newton's method for interval-valued multiobjective optimization problem (Q6189860) (← links)