Pages that link to "Item:Q1593560"
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The following pages link to Multiple criteria linear programming model for portfolio selection (Q1593560):
Displaying 50 items.
- A new multi-criteria scenario-based solution approach for stochastic forward/reverse supply chain network design (Q324318) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Generalized equitable preference in multiobjective programming (Q421565) (← links)
- Fuzzy random regression based multi-attribute evaluation and its application to oil palm fruit grading (Q475241) (← links)
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Optimizing over the properly efficient set of convex multi-objective optimization problems (Q828826) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- On efficient WOWA optimization for decision support under risk (Q962908) (← links)
- Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- Lorenz dominance based algorithms to solve a practical multiobjective problem (Q1725590) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- A unified approach to uncertain optimization (Q1753451) (← links)
- Piecewise equitable efficiency in multiobjective programming (Q1785299) (← links)
- On solving linear programs with the ordered weighted averaging objective. (Q1810486) (← links)
- Equitable aggregations and multiple criteria analysis (Q1876132) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- Goal-based investing based on multi-stage robust portfolio optimization (Q2151665) (← links)
- Linear programming and its application techniques in optimizing portfolio selection of a firm (Q2228304) (← links)
- Threshold accepting heuristic for fair flow optimization in wireless mesh networks (Q2336130) (← links)
- A two-asset stochastic model for long-term portfolio selection (Q2390406) (← links)
- Advancing equitability in multiobjective programming (Q2426019) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Portfolio construction based on stochastic dominance and target return distributions (Q2502214) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- An integrated approach for stock evaluation and portfolio optimization (Q2903132) (← links)
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- On Decision Support Under Risk by the WOWA Optimization (Q3524991) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
- Generalisation of <i>A</i>-equitable preference in multiobjective optimisation problems (Q5162588) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)
- Downside Risk Approach for Multi-Objective Portfolio Optimization (Q5176298) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809) (← links)
- Mean-risk models using two risk measures: a multi-objective approach (Q5423196) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)
