Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 5222216 - MaRDI portal

scientific article; zbMATH DE number 5222216

From MaRDI portal
Publication:5431792

zbMath1130.91337MaRDI QIDQ5431792

Xiaoxia Huang

Publication date: 2 January 2008


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (30)

Uncertain random mean–variance–skewness models for the portfolio optimization problemMean-risk model for uncertain portfolio selection with background riskA risk index model for portfolio selection with returns subject to experts' estimationsStock portfolio selection under unstable uncertainty via fuzzy mean-semivariance modelMultiobjective expected value model for portfolio selection in fuzzy environmentMinimax mean-variance models for fuzzy portfolio selectionAn expected regret minimization portfolio selection modelExpected value multiobjective portfolio rebalancing model with fuzzy parametersA risk index model for multi-period uncertain portfolio selectionPortfolio selection based on distance between fuzzy variablesPortfolio adjusting optimization with added assets and transaction costs based on credibility measuresMean-semivariance models for fuzzy portfolio selectionRisk curve and fuzzy portfolio selectionA new perspective for optimal portfolio selection with random fuzzy returnsPortfolio selection with a new definition of riskCredibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selectionMean-risk-skewness models for portfolio optimization based on uncertain measureMarkowitz portfolio optimization through pairs trading cointegrated strategy in long-term investmentAn efficient dynamic model for solving a portfolio selection with uncertain chance constraint modelsUncertain portfolio selection with background risk and liquidity constraintPortfolio adjusting optimization under credibility measuresPortfolio selection problems with Markowitz's mean-variance framework: a review of literatureA hybrid intelligent algorithm for portfolio selection problem with fuzzy returnsMean-risk model for uncertain portfolio selectionA new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithmsUnnamed ItemA review of credibilistic portfolio selectionMean-variance-skewness model for portfolio selection with fuzzy returnsPartial divergence measure of uncertain random variables and its applicationUncertain portfolio selection with mental accounts




This page was built for publication: