Pages that link to "Item:Q3340464"
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The following pages link to Large-Scale Portfolio Optimization (Q3340464):
Displaying 13 items.
- Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
- Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (Q5322121) (← links)
- PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)
- Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)
- A fuzzy goal programming approach to portfolio selection (Q5946144) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)
- Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints (Q6644844) (← links)