Pages that link to "Item:Q4661229"
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The following pages link to Minimax portfolio optimization: empirical numerical study (Q4661229):
Displaying 6 items.
- On a local-search heuristic for a class of tracking error minimization problems in portfolio management (Q702711) (← links)
- A new particle swarm optimization algorithm with an application (Q1646143) (← links)
- A modified particle swarm optimization algorithm with applications (Q2449215) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- (Q2724502) (← links)
- Optimality and robustness of a minimax portfolio (Q3768643) (← links)