Pages that link to "Item:Q1975982"
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The following pages link to Portfolio selection using multistage stochastic programming (Q1975982):
Displaying 42 items.
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Investigation of multistage stochastic portfolio optimization problems (Q508563) (← links)
- Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- Multi-period asset allocation by stochastic dynamic programming (Q924425) (← links)
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- How best to flip-flop if you must: Integer dynamic stochastic programming for either-or (Q1375551) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- A stochastic approach to asset selection process (Q2910587) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)
- An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs (Q3581020) (← links)
- A Stochastic Convergence Model for Portfolio Selection (Q3635107) (← links)
- Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (Q4804021) (← links)
- (Q4887348) (← links)
- Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
- (Q5128182) (← links)
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691) (← links)
- (Q5197298) (← links)
- On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809) (← links)
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)