Pages that link to "Item:Q1313156"
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The following pages link to A mean-absolute deviation-skewness portfolio optimization model (Q1313156):
Displayed 50 items.
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- Adopting genetic algorithms for technical analysis and portfolio management (Q316260) (← links)
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Linear decomposition approach for a class of nonconvex programming problems (Q523884) (← links)
- A new linearization method for generalized linear multiplicative programming (Q622153) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Increases in skewness and three-moment preferences (Q633345) (← links)
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- An outcome-space finite algorithm for solving linear multiplicative programming (Q849749) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- An efficient algorithm for globally solving generalized linear multiplicative programming (Q899000) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- Equilibrium relations in a capital asset market: A mean absolute deviation approach (Q1000348) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- A nonisolated optimal solution of general linear multiplicative programming problems (Q1010262) (← links)
- Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
- Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
- Portfolio selection problems with random fuzzy variable returns (Q1043260) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
- A new particle swarm optimization algorithm with an application (Q1646143) (← links)
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
- Global optimization for generalized linear multiplicative programming using convex relaxation (Q1721616) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
- Portfolio optimization model with transaction costs. (Q1862932) (← links)
- Portfolio optimization for wealth-dependent risk preferences (Q1958620) (← links)
- Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
- A mean-variance portfolio selection model with interval-valued possibility measures (Q2007097) (← links)
- Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (Q2044823) (← links)
- A novel convex relaxation-strategy-based algorithm for solving linear multiplicative problems (Q2075981) (← links)
- Approximating a linear multiplicative objective in watershed management optimization (Q2098027) (← links)
- A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
- Influence of non-Gaussian noise on the coherent feed-forward loop with time delay (Q2213479) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
- A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
- A generalized skewness statistic for stationary ergodic martingale differences (Q2437896) (← links)
- Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)