Pages that link to "Item:Q1313166"
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The following pages link to Computation of mean-semivariance efficient sets by the critical line algorithm (Q1313166):
Displaying 31 items.
- Multiobjective expected value model for portfolio selection in fuzzy environment (Q395845) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Mean-semivariance models for fuzzy portfolio selection (Q929900) (← links)
- Risk curve and fuzzy portfolio selection (Q931739) (← links)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
- Variance vs downside risk: Is there really that much difference? (Q1296359) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (Q1615819) (← links)
- Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315) (← links)
- Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← links)
- A new perspective for optimal portfolio selection with random fuzzy returns (Q2456498) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
- Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts (Q2926480) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
- Multi-stage stochastic model in portfolio selection problem (Q5023481) (← links)
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning (Q5870485) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
- Mean-semivariance portfolio optimization using minimum average partial (Q6547044) (← links)