The following pages link to (Q4001511):
Displaying 50 items.
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- Financial applications of bivariate Markov processes (Q410357) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- A portfolio selection model using fuzzy returns (Q540671) (← links)
- Simulation-based optimization of social security systems under uncertainty (Q555928) (← links)
- Optimal insurance strategies in a risk process with restrictions on policyholder risks (Q612168) (← links)
- Degeneracy resolution for bilinear utility functions (Q650206) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- On admissible efficient portfolio selection problem (Q702651) (← links)
- Resilience analysis for project scheduling with renewable resource constraint and uncertain activity durations (Q747041) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- Sustainability and its relation to efficiency under uncertainty (Q836881) (← links)
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- Modeling attitude to risk in human decision processes: an application of fuzzy measures (Q869134) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Entropy model of the investment portfolio (Q885757) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- Gradually tolerant constraint method for fuzzy portfolio based on possibility theory (Q903560) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- Bruno de Finetti and the case of the critical line's last segment (Q939373) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- Manufacturer cooperation in supplier development under risk (Q992592) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Models for robust tactical planning in multi-stage production systems with uncertain demands (Q1046703) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Two-factor model for bond selection (Q1189357) (← links)
- Utilizing risk minimization for portfolio management (Q1197075) (← links)
- An integrated evaluation of facility location, capacity aquisition, and technology selection for designing global manufacturing strategies (Q1198290) (← links)
- Computing efficient frontiers using estimated parameters (Q1313140) (← links)
- The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting (Q1313146) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- Computation of mean-semivariance efficient sets by the critical line algorithm (Q1313166) (← links)
- On the number of securities which constitute an efficient portfolio (Q1313170) (← links)
- A system approach to management of catastrophic risks. (Q1582218) (← links)
- Effective return, risk aversion and drawdowns (Q1588869) (← links)
- From stochastic dominance to mean-risk models: Semideviations as risk measures (Q1610125) (← links)
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
- Optimizing the fractional power in a model with stochastic PDE constraints (Q1632058) (← links)
- Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (Q1675836) (← links)
- Level-set methods for convex optimization (Q1739042) (← links)
- On interval portfolio selection problem (Q1794342) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
