Pages that link to "Item:Q2267663"
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The following pages link to Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663):
Displaying 17 items.
- Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
- A two-phase algorithm for the multiparametric linear complementarity problem (Q323406) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
- On solving parametric multiobjective quadratic programs with parameters in general locations (Q2678592) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification (Q5884380) (← links)
- Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing (Q6106497) (← links)
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
- Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (Q6635988) (← links)
