Pages that link to "Item:Q2354180"
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The following pages link to Linear and mixed integer programming for portfolio optimization (Q2354180):
Displaying 31 items.
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies (Q398224) (← links)
- Nonlinear optimization problem of interdependent investment projects portfolio (Q507118) (← links)
- Uncertain portfolio optimization (Q514412) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Practical integer-to-binary mapping for quantum annealers (Q670020) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Solving a mixed-integer multiobjective bond portfolio model involving logical conditions (Q1265910) (← links)
- Mixed integer linear programming models for optimal crop selection (Q1652214) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)
- A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Benchmarking the performance of portfolio optimization with QAOA (Q2686165) (← links)
- Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk (Q3297800) (← links)
- (Q4459984) (← links)
- Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
- (Q5188276) (← links)
- Portfolio construction as linearly constrained separable optimization (Q6050367) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- Optimization of a quadratic programming problem over an Integer efficient set (Q6145182) (← links)
- Mathematical Portfolio Theory and Analysis (Q6488248) (← links)