Pages that link to "Item:Q2741214"

The following pages link to Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214):

Displaying 14 items.

• Downside risk in multiperiod tracking error models (Q301206) (← links)
• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
• IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection (Q531474) (← links)
• Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
• Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
• A unified approach to uncertain optimization (Q1753451) (← links)
• Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
• Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
• Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)