Pages that link to "Item:Q377738"
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The following pages link to A stochastic programming approach to multicriteria portfolio optimization (Q377738):
Displaying 15 items.
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model (Q697551) (← links)
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study (Q973438) (← links)
- Multi-criteria optimal stopping methods applied to the portfolio optimisation problem (Q1615933) (← 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)
- Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- A multiple stochastic goal programming approach for the agent portfolio selection problem (Q2404340) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- (Q4586028) (← links)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
