Pages that link to "Item:Q2295230"
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The following pages link to Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230):
Displaying 27 items.
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
- Adams predictor-corrector method for solving uncertain differential equation (Q1983895) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- Numerical approach for solution to an uncertain fractional differential equation (Q2008184) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Nonlinear impulsive problems for uncertain fractional differential equations (Q2098751) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
- Uncertain bang-bang control problem for multi-stage switched systems (Q2141135) (← links)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
- European option pricing model based on uncertain fractional differential equation (Q2272429) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Control parameterization approach to time-delay optimal control problems: a survey (Q2691351) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- New results of uncertain integrals and applications (Q6056533) (← links)
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
- Asymptotic stability in \(p\) th moment of uncertain dynamical systems with time-delays (Q6108238) (← links)
- Uncertain portfolio selection with borrowing constraint and background risk (Q6534748) (← links)
- Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm (Q6636816) (← links)
