Pages that link to "Item:Q1779559"

The following pages link to A minimax portfolio selection strategy with equilibrium (Q1779559):

Displaying 38 items.

• Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• Risk curve and fuzzy portfolio selection (Q931739) (← links)
• A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
• Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
• Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
• Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management (Q1637742) (← links)
• Risk management strategies for finding universal portfolios (Q1699132) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• On interval portfolio selection problem (Q1794342) (← links)
• A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
• Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
• CVaR-based robust models for portfolio selection (Q2190316) (← links)
• \(E\)-differentiable minimax programming under \(E\)-convexity (Q2241199) (← links)
• Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
• A minimax approach for the study of systems of variational equations and related Galerkin schemes (Q2423532) (← links)
• A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
• Portfolio selection with a new definition of risk (Q2462128) (← links)
• The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
• Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
• International portfolio optimization based on uncertainty theory (Q5151535) (← links)
• Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
• Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711) (← links)
• A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)