Pages that link to "Item:Q342781"
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The following pages link to An interactive approach to stochastic programming-based portfolio optimization (Q342781):
Displaying 16 items.
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model (Q697551) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Training trees on tails with applications to portfolio choice (Q2173122) (← links)
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
