Pages that link to "Item:Q2358185"
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The following pages link to On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives (Q2358185):
Displaying 6 items.
- Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
- Project portfolio designing using data envelopment analysis and de novo optimisation (Q1989787) (← links)
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- An algorithm to solve multi-objective integer quadratic programming problem (Q6596965) (← links)
