Pages that link to "Item:Q1313178"
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The following pages link to Mean-absolute deviation portfolio optimization for mortgage-backed securities (Q1313178):
Displaying 23 items.
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- Robust optimization models for managing callable bond portfolios (Q1278208) (← links)
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
- Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
- An integrated stock-bond portfolio optimization model (Q1391444) (← links)
- Viability of infeasible portfolio selection problems: A fuzzy approach (Q1600964) (← 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)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (Q1915960) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Internationally Diversified Investment Using an Integrated Portfolio Model (Q4216103) (← links)
- Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions (Q4558850) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions (Q4709730) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- (Q5121460) (← links)
- PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)