Pages that link to "Item:Q5301119"
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The following pages link to Computing the Nondominated Surface in Tri-Criterion Portfolio Selection (Q5301119):
Displaying 24 items.
- Tri-criterion modeling for constructing more-sustainable mutual funds (Q319768) (← links)
- Sustainable operations (Q323159) (← links)
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach (Q1615957) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria (Q1650398) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Markowitz revisited: social portfolio engineering (Q1751765) (← links)
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- An a posteriori decision support methodology for solving the multi-criteria supplier selection problem (Q1991156) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- Multicriteria investment problem with Savage's risk criteria: theoretical aspects of stability and case study (Q2190268) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Tailor-made thematic portfolios: a core satellite optimization (Q2301193) (← links)
- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721) (← links)
- An optimal combination of risk-return and naive hedging (Q2517099) (← links)
- On solving parametric multiobjective quadratic programs with parameters in general locations (Q2678592) (← links)
- Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing (Q6106497) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- Multicriteria security evaluation: does it cost to be traditional? (Q6115570) (← links)
