Pages that link to "Item:Q3161204"
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The following pages link to Optimal Portfolio Selection Models with Uncertain Returns (Q3161204):
Displaying 27 items.
- Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614) (← links)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
- Uncertain multi-objective Chinese postman problem (Q780142) (← links)
- Portfolio analysis. From probabilistic to credibilistic and uncertain approaches. (Q847614) (← links)
- Uncertain programming model for uncertain optimal assignment problem (Q1788760) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← 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)
- A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Uncertain random portfolio selection based on risk curve (Q2156519) (← links)
- Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
- A novel algorithm for uncertain portfolio selection (Q2489175) (← links)
- Optimal portfolio problem with unknown dependency structure (Q2507949) (← links)
- Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
- Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
- (Q2933405) (← 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)
- (Q4442760) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- International portfolio optimization based on uncertainty theory (Q5151535) (← links)
- Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265) (← links)
- (Q5368423) (← links)
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens (Q6160409) (← links)