Pages that link to "Item:Q2432914"

The following pages link to A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914):

Displayed 31 items.

• New reformulations for probabilistically constrained quadratic programs (Q296982) ‎ (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) ‎ (← links)
• A linearized value-at-risk model with transaction costs and short selling (Q320109) ‎ (← links)
• R\&D pipeline management: task interdependencies and risk management (Q420877) ‎ (← links)
• Minimizing loss probability bounds for portfolio selection (Q439383) ‎ (← links)
• On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem (Q462008) ‎ (← links)
• Portfolio optimization with \(pw\)-robustness (Q668953) ‎ (← links)
• Heuristic methods for the optimal statistic median problem (Q709155) ‎ (← links)
• Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463) ‎ (← links)
• \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) ‎ (← links)
• Risk management strategies via minimax portfolio optimization (Q992622) ‎ (← links)
• Risk-hedging in real estate markets (Q1044236) ‎ (← links)
• Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) ‎ (← links)
• Multi-criteria optimal stopping methods applied to the portfolio optimisation problem (Q1615933) ‎ (← links)
• On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) ‎ (← links)
• Convergence conditions for the observed mean method in stochastic programming (Q1745693) ‎ (← links)
• Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) ‎ (← links)
• Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) ‎ (← links)
• Quadratic convex reformulation for quadratic programming with linear on-off constraints (Q1755375) ‎ (← links)
• Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) ‎ (← links)
• Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) ‎ (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) ‎ (← links)
• Value-at-risk optimization using the difference of convex algorithm (Q1929961) ‎ (← links)
• The optimal statistical median of a convex set of arrays (Q2271158) ‎ (← links)
• Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) ‎ (← links)
• Data-driven portfolio management with quantile constraints (Q2516641) ‎ (← links)
• AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS (Q2846489) ‎ (← links)
• A difference of convex formulation of value-at-risk constrained optimization (Q3577837) ‎ (← links)
• Dynamic mean–VaR portfolio selection in continuous time (Q4555169) ‎ (← links)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) ‎ (← links)
• Downside Risk Approach for Multi-Objective Portfolio Optimization (Q5176298) ‎ (← links)