Pages that link to "Item:Q1915960"
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The following pages link to A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (Q1915960):
Displaying 19 items.
- Mean-VaR portfolio selection under real constraints (Q625636) (← links)
- Factor neutral portfolios (Q747746) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
- Fuzzy portfolio optimization a quadratic programming approach (Q1433799) (← links)
- Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
- Characterization of optimal solutions of uncertainty investment problem (Q1765400) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection (Q2150774) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Portfolio-optimization models for small investors (Q2392807) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- Genetic algorithms for portfolio selection problems with minimum transaction lots (Q2456434) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
- Stock selection using data envelopment analysis-discriminant analysis (Q3438309) (← links)
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems (Q6070114) (← links)
