Pages that link to "Item:Q2217040"
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The following pages link to Portfolio optimization model with and without options under additional constraints (Q2217040):
Displaying 5 items.
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Mean-absolute deviation portfolio models with discrete choice constraints (Q2865875) (← links)
- A portfolio choice model based on the modified mean-absolute deviation (Q2876853) (← links)
- OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)