Pages that link to "Item:Q4860011"
From MaRDI portal
The following pages link to A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL (Q4860011):
Displayed 20 items.
- 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)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← 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)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)