Pages that link to "Item:Q1628291"
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The following pages link to Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291):
Displaying 4 items.
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- Optimality and duality for \(E\)-minimax fractional programming: application to multiobjective optimization (Q6138350) (← links)