Pages that link to "Item:Q3340464"

The following pages link to Large-Scale Portfolio Optimization (Q3340464):

Displaying 50 items.

• On the application of an augmented Lagrangian algorithm to some portfolio problems (Q285925) (← links)
• A fuzzy portfolio selection model with background risk (Q299669) (← links)
• A Krylov subspace approach to large portfolio optimization (Q311020) (← links)
• Weighted portfolio selection models based on possibility theory (Q376652) (← links)
• The piecewise linear optimization polytope: new inequalities and intersection with semi-continuous constraints (Q378090) (← links)
• A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
• The mean-absolute deviation portfolio selection problem with interval-valued returns (Q548313) (← links)
• The explicit derivation of the efficient portfolio frontier in the case of degeneracy and general singularity (Q580154) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• On admissible efficient portfolio selection problem (Q702651) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
• Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
• Stochastic network optimization models for investment planning (Q917418) (← links)
• Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
• A special ordered set approach for optimizing a discontinuous separable piecewise linear function (Q935235) (← links)
• A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
• Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
• Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
• Penalty algorithm based on conjugate gradient method for solving portfolio management problem (Q1035576) (← links)
• Epsilon-dominating solutions in mean-variance portfolio analysis (Q1291760) (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
• A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
• An interior point algorithm for large scale portfolio optimization (Q1313173) (← links)
• Simulated annealing for complex portfolio selection problems. (Q1406489) (← links)
• The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
• Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
• Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
• DC programming and DCA for solving Brugnano-Casulli piecewise linear systems (Q1652418) (← links)
• Portfolio selection based on distance between fuzzy variables (Q1718279) (← links)
• An open-source implementation of the critical-line algorithm for portfolio optimization (Q1736552) (← links)
• Algorithm for constructing the efficient frontier of an investment portfolio (Q1745856) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• Portfolio replication: its forward-dual decomposition (Q1778991) (← links)
• Large portfolio allocation using high-frequency financial data (Q1782099) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Computational study of a family of mixed-integer quadratic programming problems (Q1814787) (← links)
• Portfolio optimization model with transaction costs. (Q1862932) (← links)
• Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
• On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
• An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
• Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
• A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
• Branch-and-cut for separable piecewise linear optimization and intersection with semi-continuous constraints (Q1947201) (← links)
• A mean-variance portfolio selection model with interval-valued possibility measures (Q2007097) (← links)
• Large scale portfolio selection with synergies (Q2017642) (← links)
• Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
• A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification (Q2137225) (← links)