Pages that link to "Item:Q1042208"

The following pages link to Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208):

Displaying 22 items.

• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
• Semidefinite relaxations for non-convex quadratic mixed-integer programming (Q378112) (← links)
• Credit portfolio management using two-level particle swarm optimization (Q497183) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
• A fuzzy interactive approach for optimal portfolio management (Q980516) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
• Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
• Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
• Market risk management in a post-Basel II regulatory environment (Q1752906) (← links)
• Network models to improve robot advisory portfolios (Q2151657) (← links)
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• A multi-objective approach for weapon selection and planning problems in dynamic environments (Q2397566) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
• Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight (Q5066669) (← links)
• Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)