Pages that link to "Item:Q2150498"

The following pages link to Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498):

Displaying 2 items.

• Necessary optimality conditions for interval optimization problems with functional and abstract constraints (Q2159453) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)