Pages that link to "Item:Q3116770"
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The following pages link to Portfolio Optimization Under a Minimax Rule (Q3116770):
Displaying 50 items.
- A derivative-free approximate gradient sampling algorithm for finite minimax problems (Q360384) (← links)
- Substitution secant/finite difference method to large sparse minimax problems (Q380609) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Group update method for sparse minimax problems (Q493251) (← links)
- A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints (Q515950) (← links)
- On solving large-scale finite minimax problems using exponential smoothing (Q535071) (← links)
- Structure and weak sharp minimum of the Pareto solution set for piecewise linear multiobjective optimization (Q607890) (← links)
- A chance-constrained portfolio selection model with risk constraints (Q711350) (← links)
- An algorithm for portfolio selection in a frictional market (Q858833) (← links)
- Two new models for portfolio selection with stochastic returns taking fuzzy information (Q869193) (← links)
- A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- A note on a minimax rule for portfolio selection and equilibrium price system (Q1004157) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Mean-variance models for portfolio selection with fuzzy random returns (Q1031991) (← links)
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
- Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- A minimax rule for portfolio selection in frictional markets (Q1395151) (← links)
- Asymmetric \(\nu\)-tube support vector regression (Q1623610) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- A new particle swarm optimization algorithm with an application (Q1646143) (← links)
- Minimax rule for energy optimization (Q1648280) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- A portfolio optimization model based on information entropy and fuzzy time series (Q1794545) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- Portfolio optimization model with transaction costs. (Q1862932) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Convergence of inexact quasisubgradient methods with extrapolation (Q2139278) (← links)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- A globally convergent QP-free algorithm for inequality constrained minimax optimization (Q2151966) (← links)
- A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude (Q2157055) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
- Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics (Q2408894) (← links)
- A modified particle swarm optimization algorithm with applications (Q2449215) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- (Q2724502) (← links)
- A minimax portfolio selection rule with linear programming solution (Q2783965) (← links)
- Tangency portfolios in the LP solvable portfolio selection models (Q3166274) (← links)
- DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY (Q3629768) (← links)
