The following pages link to (Q4228005):
Displaying 29 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
- Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- The optimal portfolios based on a modified safety-first rule with risk-free saving (Q2515269) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- The Multiple-Family ELSP with Safety Stocks (Q3392000) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- Safety-first portfolio selection (Q5891856) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
