A model for portfolio selection with order of expected returns.

From MaRDI portal
Publication:1974275

DOI10.1016/S0305-0548(99)00059-3zbMath1063.91519OpenAlexW2166580574MaRDI QIDQ1974275

Yanyan Li

Publication date: 19 July 2000

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(99)00059-3




Related Items (40)

Portfolio selection problem: a review of deterministic and stochastic multiple objective programming modelsDiversified portfolios with different entropy measuresMulti-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costsAdopting genetic algorithms for technical analysis and portfolio managementAn analytic derivation of admissible efficient frontier with borrowingA resource portfolio planning model using sampling-based stochastic programming and genetic algorithmPortfolio selection using neural networksTime-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS)Expected value model for optimizing the multiple bus headwaysA possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costsA class of on-line portfolio selection algorithms based on linear learningAdaptive evolutionary algorithms for portfolio selection problemsPerformance effects of analytics capability, disruption orientation, and resilience in the supply chain under environmental uncertaintyMean-risk model for uncertain portfolio selection with background risk and realistic constraintsPortfolio selection based on distance between fuzzy variablesMean-absolute deviation portfolio optimization problemRisk curve and fuzzy portfolio selectionA new perspective for optimal portfolio selection with random fuzzy returnsPortfolio selection with a new definition of riskA new index for bond management in an uncertain environmentAsset allocation using reliability methodOn admissible efficient portfolio selection problemFuzzy compromise programming for portfolio selectionA model of portfolio optimization using time adapting genetic network programmingFuzzy portfolio optimization model under real constraintsOn admissible efficient portfolio selection: models and algorithmsA minimax portfolio selection strategy with equilibriumIndex Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficients of DeterminationA compromise solution to mutual funds portfolio selection with transaction costsUncertain programming models for portfolio selection with uncertain returnsStock market prediction and portfolio selection models: a surveyOn interval portfolio selection problemA hybrid intelligent algorithm for portfolio selection problem with fuzzy returnsFuzzy portfolio selection using fuzzy analytic hierarchy processPortfolio selection under possibilistic mean-variance utility and a SMO algorithmPortfolio selection based on fuzzy cross-entropyReliability based assignment in stochastic-flow freight networkOn admissible efficient portfolio selection policyA possibilistic approach to selecting portfolios with highest utility scorePortfolio selection models based on Cross-entropy of uncertain variables


Uses Software


Cites Work


This page was built for publication: A model for portfolio selection with order of expected returns.