Pages that link to "Item:Q4698071"
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The following pages link to The general mean-variance portfolio selection problem (Q4698071):
Displaying 9 items.
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety (Q1923816) (← links)
- A study on sequential minimal optimization methods for standard quadratic problems (Q2095525) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
- (Q4519487) (← links)
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems (Q5058409) (← links)