Pages that link to "Item:Q5960176"

The following pages link to Portfolio selection and asset pricing (Q5960176):

Displaying 17 items.

• Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem (Q545598) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
• A model for portfolio selection with order of expected returns. (Q1974275) (← links)
• How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237) (← links)
• Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences (Q2301191) (← 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)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
• Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
• Risk analysis of a pay to delay capacity reservation contract (Q5481689) (← links)
• Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)