Pages that link to "Item:Q2572835"
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The following pages link to An interval portfolio selection problem based on regret function (Q2572835):
Displaying 39 items.
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
- Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients (Q301052) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
- Portfolio adjusting optimization with added assets and transaction costs based on credibility measures (Q654810) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- New efficiency conditions for multiobjective interval-valued programming problems (Q780957) (← links)
- Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model (Q861159) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
- Fuzzy portfolio selection using fuzzy analytic hierarchy process (Q1007851) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Multiobjective efficient portfolio selection with bounded parameters (Q1640634) (← links)
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
- On interval portfolio selection problem (Q1794342) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Fuzzy portfolio optimization model under real constraints (Q2015637) (← links)
- Robust pricing for airlines with partial information (Q2115756) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- A new approach for worst-case regret portfolio optimization problem (Q2321628) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
- Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
- Some new results on value ranges of risks for mean-variance portfolio models (Q2446404) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
- A multiobjective optimization framework for optimal selection of supplier portfolio (Q2926474) (← links)
- The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds (Q5070616) (← links)
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)
- Internal regret in on-line portfolio selection (Q5916205) (← links)
- Internal regret in on-line portfolio selection (Q5921688) (← links)
- Newton's method for interval-valued multiobjective optimization problem (Q6189860) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)