Pages that link to "Item:Q5945201"

The following pages link to Using investment portfolio return to combine forecasts: A multiobjective approach (Q5945201):

Displaying 15 items.

• Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds (Q706894) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
• Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• Neural network-based mean-variance-skewness model for portfolio selection (Q2384581) (← links)
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
• Portfolio selection with a new definition of risk (Q2462128) (← links)
• Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
• Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)