Pages that link to "Item:Q4931919"
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The following pages link to A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization (Q4931919):
Displaying 6 items.
- Mean-variance-CVaR model of multiportfolio optimization via linear weighted sum method (Q1717666) (← links)
- A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
- A bi-objective portfolio optimization with conditional value-at-risk (Q2902361) (← links)
- A dynamic decision model for portfolio investment and assets management (Q3367450) (← links)
- Downside Risk Approach for Multi-Objective Portfolio Optimization (Q5176298) (← links)
- On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809) (← links)