Pages that link to "Item:Q1826517"
From MaRDI portal
The following pages link to Solutions for the portfolio selection problem with interval and fuzzy coefficients (Q1826517):
Displayed 11 items.
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients (Q301052) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- Complexity of necessary efficiency in interval linear programming and multiobjective linear programming (Q1758029) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting (Q2389730) (← links)
- A multiobjective optimization framework for optimal selection of supplier portfolio (Q2926474) (← links)
- (Q4999391) (← links)