Pages that link to "Item:Q1417785"
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The following pages link to Semi-absolute deviation rule for mutual funds portfolio selection (Q1417785):
Displayed 17 items.
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- Portfolio optimization using Laplacian biogeography based optimization (Q2009199) (← links)
- Dealing with complex transaction costs in portfolio management (Q2241051) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)