Pages that link to "Item:Q632664"

The following pages link to A robust mean absolute deviation model for portfolio optimization (Q632664):

Displaying 23 items.

• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
• Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) (← links)
• Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
• Robust multi-product newsvendor model with uncertain demand and substitution (Q2030518) (← links)
• Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
• Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
• Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
• A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
• A portfolio choice model based on the modified mean-absolute deviation (Q2876853) (← links)
• A Brief Overview of Interdiction and Robust Optimization (Q3299227) (← links)
• Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model (Q4282290) (← links)
• Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets (Q5084616) (← links)
• Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
• PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL (Q5696859) (← links)
• A Study on Portfolio Selection Based on Fuzzy Linear Programming (Q5877182) (← links)
• Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
• Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)