Pages that link to "Item:Q1754091"
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The following pages link to Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091):
Displaying 12 items.
- Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463) (← links)
- DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- A one-sided Vysochanskii-Petunin inequality with financial applications (Q2239880) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Integer programming approaches in mean-risk models (Q2493230) (← links)
- VNS approach for solving a financial portfolio design problem (Q2631242) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)
