Pages that link to "Item:Q4464020"
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The following pages link to LP solvable models for portfolio optimization: a classification and computational comparison (Q4464020):
Displayed 21 items.
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
- A VaR Black–Litterman model for the construction of absolute return fund-of-funds (Q4911225) (← links)
- Higher moment coherent risk measures (Q5423190) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)