Pages that link to "Item:Q456449"

The following pages link to A risk index model for multi-period uncertain portfolio selection (Q456449):

Displaying 28 items.

• Project selection and scheduling with uncertain net income and investment cost (Q297680) (← links)
• Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
• Reduction methods of type-2 uncertain variables and their applications to solid transportation problem (Q508811) (← links)
• Uncertain portfolio selection with background risk (Q671017) (← links)
• The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk (Q1037391) (← links)
• Minimax rule for energy optimization (Q1648280) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
• Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
• A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
• A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
• An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
• Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
• Uncertain portfolio adjusting model using semiabsolute deviation (Q2403316) (← links)
• Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
• Mean-chance model for portfolio selection based on uncertain measure (Q2514624) (← links)
• A risk index model for uncertain portfolio selection with background risk (Q2668763) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• (Q4980273) (← links)
• Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739) (← links)
• (Q5368423) (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
• Uncertain portfolio selection with borrowing constraint and background risk (Q6534748) (← links)