Pages that link to "Item:Q3044157"

The following pages link to Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157):

Displaying 28 items.

• Fuzzy turnover rate chance constraints portfolio model (Q257247) (← links)
• Minimax mean-variance models for fuzzy portfolio selection (Q422438) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• The risk element transmission theory research of multi-objective risk-time-cost trade-off (Q971715) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
• Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
• On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems (Q2177756) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
• Portfolio rebalancing model with transaction costs using interval optimization (Q2359239) (← links)
• Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
• Portfolio selection with a new definition of risk (Q2462128) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• Uncertain random portfolio selection with high order moments (Q2691397) (← links)
• Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
• A class of multi-period semi-variance portfolio for petroleum exploration and development (Q2935086) (← links)
• Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
• Optimal control of LQG problem with an explicit trade-off between mean and variance (Q4909034) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)
• Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)