Pages that link to "Item:Q2460070"
From MaRDI portal
The following pages link to Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070):
Displaying 21 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Almost robust discrete optimization (Q666949) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- Pricing and risk of swing contracts in natural gas markets (Q2418428) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
