Pages that link to "Item:Q5322121"
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The following pages link to Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (Q5322121):
Displaying 25 items.
- Diversified portfolios with different entropy measures (Q279248) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Portfolio rebalancing model using multiple criteria (Q621706) (← links)
- Factor neutral portfolios (Q747746) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (Q2253396) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- Large-Scale Portfolio Optimization (Q3340464) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Short Positions in the First Principal Component Portfolio (Q4567946) (← links)
- A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (Q5031612) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
- Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (Q6635988) (← links)
