Pages that link to "Item:Q2570740"
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The following pages link to On multiobjective optimization in portfolio management (Q2570740):
Displaying 10 items.
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- On globally convergent multi-objective optimization (Q864759) (← links)
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study (Q973438) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Pruning Pareto optimal solutions for multi-objective portfolio asset management (Q2242207) (← links)
- Multi-Portfolio Optimization: A Potential Game Approach (Q4578804) (← links)
- (Q4586028) (← links)
- A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization (Q4931919) (← links)