Pages that link to "Item:Q2301189"
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The following pages link to An optimization-diversification approach to portfolio selection (Q2301189):
Displaying 17 items.
- Portfolio selection: an alternative approach (Q1663968) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Nonmonotone trust region algorithm for solving the unconstrained multiobjective optimization problems (Q2114830) (← links)
- The DTC (difference of tangentially convex functions) programming: optimality conditions (Q2146366) (← links)
- Elliptic entropy of uncertain random variables with application to portfolio selection (Q2157024) (← links)
- Generalized risk parity portfolio optimization: an ADMM approach (Q2200091) (← links)
- Optimising portfolio diversification and dimensionality (Q2679246) (← links)
- (Q2933449) (← links)
- A method for portfolio choice (Q4455498) (← links)
- (Q4524248) (← links)
- The Application of Two-Stage Diversification to Portfolios from the WSE (Q5240118) (← links)
- Investor preferences and portfolio selection: is diversification an appropriate strategy? (Q5484650) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (Q6090171) (← links)
- Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
- MAD risk parity portfolios (Q6549614) (← links)