Pages that link to "Item:Q4860011"

The following pages link to A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (Q4860011):

Displaying 48 items.

• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• Comments on: Multicriteria decision systems for financial problems (Q356510) (← links)
• Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• Increases in skewness and three-moment preferences (Q633345) (← links)
• Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
• Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
• Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
• A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
• Global optimization of higher order moments in portfolio selection (Q1029685) (← links)
• Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
• Mean-variance-skewness model for portfolio selection with fuzzy returns (Q1038405) (← links)
• Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
• Heuristics for cardinality constrained portfolio optimization (Q1582684) (← links)
• Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
• Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties (Q1694953) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
• A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
• CVaR-based robust models for portfolio selection (Q2190316) (← links)
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
• A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
• Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
• Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
• An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
• Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
• Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model (Q6102764) (← links)
• Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)
• A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)
• Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)