Pages that link to "Item:Q2571969"
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The following pages link to A novel hybrid model for portfolio selection (Q2571969):
Displaying 16 items.
- A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
- Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- A novel methodology for perception-based portfolio management (Q2171342) (← links)
- Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model (Q2241326) (← links)
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips (Q2393349) (← links)
- Using genetic algorithms grey theory to forecast high technology industrial output (Q2467421) (← links)
- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case (Q3019208) (← links)
- (Q3023113) (← links)
- A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection (Q4596233) (← links)
- Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
- (Q5456193) (← links)
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
- Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach (Q6160277) (← links)
