Pages that link to "Item:Q1313156"
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The following pages link to A mean-absolute deviation-skewness portfolio optimization model (Q1313156):
Displaying 34 items.
- Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)
- Genetic algorithms for portfolio selection problems with minimum transaction lots (Q2456434) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments (Q2512336) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (Q3505796) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model (Q4282290) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- A branch and bound algorithm for solving mean-risk-skewness portfolio models (Q4946710) (← links)
- Modeling and solving portfolio selection problems based on PVaR (Q4957247) (← links)
- (Q4999391) (← links)
- Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
- Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)
- Mean-risk models using two risk measures: a multi-objective approach (Q5423196) (← links)
- A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699) (← links)
- PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)
- Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)
- A Study on Portfolio Selection Based on Fuzzy Linear Programming (Q5877182) (← links)
- Linearity properties of a three-moments portfolio model (Q5944944) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)
- Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
- Concentrated portfolio selection models based on historical data (Q6574663) (← links)
- An efficient branch-and-bound algorithm using an adaptive branching rule with quadratic convex relaxation for globally solving general linear multiplicative programs (Q6581973) (← links)
- A self-adjustable branch-and-bound algorithm for solving linear multiplicative programming (Q6601128) (← links)
- Sectoral portfolio optimization by judicious selection of financial ratios via PCA (Q6640167) (← links)