The following pages link to Optimization Methods in Finance (Q4577977):
Displaying 9 items.
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Performance indicators in multiobjective optimization (Q2030589) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Distributionally robust profit opportunities (Q2661601) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- A practical guide to robust portfolio optimization (Q5014226) (← links)
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
- Bi-objective reliability based optimization: an application to investment analysis (Q6491662) (← links)
- The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory (Q6660043) (← links)