Pages that link to "Item:Q2404339"
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The following pages link to An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339):
Displaying 14 items.
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← 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)
- A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection (Q2150774) (← 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)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Portfolio optimization under a minimax rule revisited (Q5077157) (← links)
- Geometric compromise programming: application in portfolio selection (Q6079996) (← links)
- An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies (Q6179231) (← links)
- Portfolio optimization for sustainable investments (Q6644382) (← links)
