The following pages link to (Q5698115):
Displaying 7 items.
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
- Multi-period semi-variance portfolio selection: model and numerical solution (Q990653) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- A new multi-period portfolio selection model under the factor model (Q2917049) (← links)
- A class of multi-period semi-variance portfolio for petroleum exploration and development (Q2935086) (← links)
- Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (Q4804021) (← links)
