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):
Displaying 34 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← 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)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← 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)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Mixed integer linear programming models for optimal crop selection (Q1652214) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← 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)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← 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)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← 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)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← 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)
- A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds (Q6607628) (← links)
