Pages that link to "Item:Q2792187"
From MaRDI portal
The following pages link to Uncertain programming models for portfolio selection with uncertain returns (Q2792187):
Displaying 24 items.
- Uncertainty theory as a basis for belief reliability (Q781850) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
- A risk index to find the optimal uncertain random portfolio (Q2100248) (← links)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- Reliability analysis of general systems with bi-uncertain variables (Q2153588) (← links)
- Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility (Q2272422) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
- Mean-chance model for portfolio selection based on uncertain measure (Q2514624) (← links)
- Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Diversified models for portfolio selection based on uncertain semivariance (Q2974213) (← links)
- Mean-Entropy Model of Uncertain Portfolio Selection Problem (Q3122284) (← links)
- Optimal Portfolio Selection Models with Uncertain Returns (Q3161204) (← links)
- Optimal Programming Models for Portfolio Selection with Uncertain Chance Constraint (Q3185234) (← links)
- Chance-constrained Programming Model for Portfolio Selection in Uncertain Environment (Q3655422) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- Uncertain portfolio selection with mental accounts (Q5026818) (← links)
- Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
- A Stochastic Programming Model with Decision Dependent Uncertainty Realizations for Technology Portfolio Management (Q5391880) (← links)
- Uncertain portfolio selection with borrowing constraint and background risk (Q6534748) (← 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)
