Pages that link to "Item:Q2351284"
From MaRDI portal
The following pages link to Portfolio optimization using a new probabilistic risk measure (Q2351284):
Displaying 18 items.
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals (Q1296022) (← links)
- Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios (Q1375552) (← links)
- An improvement of the parameter certainty equivalence method in portfolio selection (Q1415422) (← links)
- A new portfolio selection model with interval-typed random variables and the empirical analysis (Q1797766) (← links)
- Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- An efficient method of evaluating portfolio risk and return (Q2255933) (← links)
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096) (← links)
- Critical Interactive Risks in Project Portfolios from the Life Cycle Perspective (Q5888382) (← links)
- A note on calculating the optimal risky portfolio (Q5950468) (← links)
- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm (Q6567284) (← links)
