Pages that link to "Item:Q5423196"

The following pages link to Mean-risk models using two risk measures: a multi-objective approach (Q5423196):

Displaying 30 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
• Single asset optimal trading strategies with stochastic dominance constraints (Q338920) (← links)
• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
• Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
• Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
• Influence of non-Gaussian noise on the coherent feed-forward loop with time delay (Q2213479) (← links)
• Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures (Q2318618) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
• An integrated approach for stock evaluation and portfolio optimization (Q2903132) (← links)
• Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
• Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
• Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)
• Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)
• Bounds for portfolio weights in decentralized asset allocation (Q5879666) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
• A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem (Q6560769) (← links)