The following pages link to (Q4001511):
Displayed 50 items.
- Simulation-based optimization of social security systems under uncertainty (Q555928) (← links)
- On admissible efficient portfolio selection problem (Q702651) (← links)
- Modeling attitude to risk in human decision processes: an application of fuzzy measures (Q869134) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Entropy model of the investment portfolio (Q885757) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- Bruno de Finetti and the case of the critical line's last segment (Q939373) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Two-factor model for bond selection (Q1189357) (← links)
- Utilizing risk minimization for portfolio management (Q1197075) (← links)
- An integrated evaluation of facility location, capacity aquisition, and technology selection for designing global manufacturing strategies (Q1198290) (← links)
- Computing efficient frontiers using estimated parameters (Q1313140) (← links)
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting (Q1313146) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- Computation of mean-semivariance efficient sets by the critical line algorithm (Q1313166) (← links)
- On the number of securities which constitute an efficient portfolio (Q1313170) (← links)
- A system approach to management of catastrophic risks. (Q1582218) (← links)
- Effective return, risk aversion and drawdowns (Q1588869) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- A model for portfolio selection with order of expected returns. (Q1974275) (← links)
- An analytic derivation of admissible efficient frontier with borrowing (Q2383119) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
- On measuring and profiling catastrophic risks (Q2458097) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- Optimal asset--liability management with constraints: A dynamic programming approach (Q2489174) (← links)
- A novel algorithm for uncertain portfolio selection (Q2489175) (← links)
- Recurrent neural network for dynamic portfolio selection (Q2493694) (← links)
- On admissible efficient portfolio selection: models and algorithms (Q2493766) (← links)
- Improving portfolio efficiency: a genetic algorithm approach (Q2509059) (← links)
- A novel hybrid model for portfolio selection (Q2571969) (← links)
- On admissible efficient portfolio selection policy (Q2572364) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET (Q3126235) (← links)
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479) (← links)
- A variable dimension algorithm with the Dantzig-Wolfe decomposition for structured stationary point problems (Q4000924) (← links)
- A REVISED GEOMETRY OF MEAN‐VARIANCE EFFICIENT PORTFOLIOS (Q4282824) (← links)
- A specially structured nonlinear integer resource allocation problem (Q4456095) (← links)
- Insurability of catastrophic risks: the stochastic optimization model (Q4484944) (← links)
- Insurability of catastrophic risks: the stochastic optimization model (Q4484945) (← links)
- Investment diversification and investment specialization and the assumed holding period (Q4541524) (← links)
- Extensions of Stein's Lemma for the Skew-Normal Distribution (Q5421527) (← links)