Pages that link to "Item:Q1890889"

The following pages link to On the use of optimization models for portfolio selection: A review and some computational results (Q1890889):

Displaying 32 items.

• On the application of an augmented Lagrangian algorithm to some portfolio problems (Q285925) (← links)
• Asset portfolio optimization using support vector machines and real-coded genetic algorithm (Q454264) (← links)
• Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
• \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
• A multicriteria methodology for equity selection using financial analysis (Q833537) (← links)
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
• A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
• Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
• Mathematical models and a tabu search for the portfolio management problem in the Kuwait stock exchange (Q969376) (← links)
• Equity portfolio construction and selection using multiobjective mathematical programming (Q975768) (← links)
• Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
• A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals (Q1296022) (← links)
• An integrated stock-bond portfolio optimization model (Q1391444) (← links)
• An MCDM approach to portfolio optimization. (Q1427599) (← links)
• Robust min-max portfolio strategies for rival forecast and risk scenarios (Q1583147) (← links)
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
• A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
• A novel approach to Markowitz portfolio model without using Lagrange multipliers (Q1786212) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Using linear programming to seek the optimum combination of investment (Q1805271) (← links)
• Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
• Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
• Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
• Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
• A distributed computation algorithm for solving portfolio problems with integer variables (Q2462177) (← links)
• Application of the procedure of stochastic optimization to the problem of finding optimal portfolio (Q2850851) (← links)
• Portfolio selection using R (Q3388813) (← links)
• Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective (Q3635071) (← links)
• Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502) (← links)
• First-Order Algorithms for a Class of Fractional Optimization Problems (Q5026841) (← links)
• Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals (Q6586285) (← links)