Pages that link to "Item:Q5690274"

The following pages link to Portfolio Selection: A Compromise Programming Solution (Q5690274):

Displaying 28 items.

• Forecasting portfolio returns using weighted fuzzy time series methods (Q289002) (← links)
• Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188) (← links)
• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• Photovoltaic power plants: a multicriteria approach to investment decisions and a case study in western Spain (Q342797) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• On admissible efficient portfolio selection problem (Q702651) (← links)
• Financial networks with intermediation: risk management with variable weights (Q818078) (← 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)
• Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
• Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
• Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
• Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
• Revising the OWA operator for multi criteria decision making problems under uncertainty (Q1027617) (← links)
• A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
• An MCDM approach to portfolio optimization. (Q1427599) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• A model for portfolio selection with order of expected returns. (Q1974275) (← links)
• On constructing expert Betas for single-index model (Q2371378) (← links)
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
• Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
• Fuzzy compromise programming for portfolio selection (Q2489170) (← links)
• Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
• On admissible efficient portfolio selection policy (Q2572364) (← links)
• Balancing and optimizing a portfolio of R&D projects (Q2708224) (← links)
• Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
• Geometric compromise programming: application in portfolio selection (Q6079996) (← links)
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization (Q6160193) (← links)