Pages that link to "Item:Q319400"
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The following pages link to Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400):
Displaying 8 items.
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- A value-at-risk approach to optimisation of warranty policy (Q723930) (← links)
- Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- \(p\)-optimality-based multiobjective root system growth algorithms for multiobjective applications (Q2298772) (← links)
- Multi-swarm multi-objective optimizer based on \(p\)-optimality criteria for multi-objective portfolio management (Q2298863) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
