Pages that link to "Item:Q1795052"
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The following pages link to Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052):
Displaying 12 items.
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- On fuzzy portfolio selection problems: a parametric representation approach (Q1674836) (← links)
- Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it (Q2140218) (← links)
- On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems (Q2177756) (← links)
- Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (Q2223795) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Agglomerative likelihood clustering (Q5020009) (← links)
- A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (Q5858195) (← links)
- Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
- A clustering‐based review on project portfolio optimization methods (Q6092507) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
