The following pages link to (Q4519487):
Displaying 10 items.
- An algebraic approach to integer portfolio problems (Q541725) (← links)
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
- Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Portfolio selection with divisible and indivisible assets: mathematical algorithm and economic analysis (Q2480249) (← links)
- An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (Q3100374) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
