Pages that link to "Item:Q5054739"
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The following pages link to Uncertain random mean–variance–skewness models for the portfolio optimization problem (Q5054739):
Displaying 6 items.
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
- Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
- Optimal control for uncertain random continuous-time systems (Q6106319) (← links)