Pages that link to "Item:Q2403316"
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The following pages link to Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316):
Displayed 23 items.
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- Portfolio management with background risk under uncertain mean-variance utility (Q2052934) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
- A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315) (← links)
- Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
- Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
- Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
- Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- Uncertain portfolio selection with mental accounts (Q5026818) (← links)
- Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)
- Portfolio optimization using higher moments in an uncertain random environment (Q6081306) (← links)