Pages that link to "Item:Q319614"

The following pages link to Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614):

Displaying 48 items.

• Understanding dynamic mean variance asset allocation (Q323338) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
• A novel single-period inventory problem with uncertain random demand and its application (Q668647) (← links)
• Research on probability mean-lower semivariance-entropy portfolio model with background risk (Q783139) (← links)
• Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
• Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
• An emergency logistics distribution routing model for unexpected events (Q1730450) (← links)
• Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• The covariance of uncertain variables: definition and calculation formulae (Q1795058) (← links)
• Belief degree of optimal models for uncertain single-period supply chain problem (Q1800349) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• The skewness for uncertain random variable and application to portfolio selection problem (Q2076451) (← links)
• Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment (Q2079294) (← links)
• An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
• Portfolio selection of uncertain random returns based on value at risk (Q2099969) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
• Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
• Elliptic entropy of uncertain random variables with application to portfolio selection (Q2157024) (← links)
• Optimal control for uncertain random singular systems with multiple time-delays (Q2169678) (← links)
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
• Input-output dynamic model for optimal environmental pollution control (Q2182963) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility (Q2272422) (← links)
• Uncertain random assignment problem (Q2295196) (← links)
• Multi-swarm multi-objective optimizer based on \(p\)-optimality criteria for multi-objective portfolio management (Q2298863) (← links)
• Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
• Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
• Multistage uncertain random linear quadratic optimal control (Q2661841) (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
• Uncertain random portfolio selection with high order moments (Q2691397) (← links)
• Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
• (Q2933405) (← links)
• Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
• (Q3408234) (← links)
• Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
• Uncertain portfolio selection with mental accounts (Q5026818) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• A multiple objective stochastic portfolio selection problem with random Beta (Q5246810) (← links)
• An uncertain support vector machine with imprecise observations (Q6071636) (← links)
• Portfolio optimization using higher moments in an uncertain random environment (Q6081306) (← links)
• Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices (Q6565712) (← links)
• Uncertain random linear quadratic control with multiplicative and additive noises (Q6578636) (← links)
• Modeling of linear uncertain portfolio selection with uncertain constraint and risk index (Q6606145) (← links)