Pages that link to "Item:Q1593560"
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The following pages link to Multiple criteria linear programming model for portfolio selection (Q1593560):
Displaying 11 items.
- Generalisation of <i>A</i>-equitable preference in multiobjective optimisation problems (Q5162588) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)
- Downside Risk Approach for Multi-Objective Portfolio Optimization (Q5176298) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809) (← links)
- Mean-risk models using two risk measures: a multi-objective approach (Q5423196) (← links)
- OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
- Portfolio Selection: A Compromise Programming Solution (Q5690274) (← links)
- A Portfolio Selection Methodology Based on Data Envelopment Analysis (Q6160197) (← links)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
- Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)