Pages that link to "Item:Q2404340"
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The following pages link to A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340):
Displaying 11 items.
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming (Q1291759) (← links)
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- A chance constrained recourse approach for the portfolio selection problem (Q2404345) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems (Q4634316) (← links)
- Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
