Pages that link to "Item:Q1717666"
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The following pages link to Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666):
Displaying 4 items.
- On the application of an augmented Lagrangian algorithm to some portfolio problems (Q285925) (← links)
- (Q3381572) (← links)
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
- A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem (Q6560769) (← links)