Pages that link to "Item:Q4804021"
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The following pages link to Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (Q4804021):
Displaying 13 items.
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
- Markowitz strategies revised (Q979477) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
- Portfolio selection using multistage stochastic programming (Q1975982) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← 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)
- Markowitz revisited: mean-variance models in financial portfolio analysis (Q2706425) (← links)
- Local optimality in the multi-dimensional multi-period mean-variance portfolio problem (Q2741123) (← links)
- A new multi-period portfolio selection model under the factor model (Q2917049) (← links)
- Markowitz principles for multi-period portfolio selection problems with moments of any order (Q5454654) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)
