SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA
6 references·1 citing·28 second hop
Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (2009)Portfolio selection under downside risk m…Portfolio selection using neural networks (2005)Portfolio selection using neu…Collusive game solutions via optimization (2005)Collusive game solutions via …Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (2001)Computational aspects of alte…Heuristics for cardinality constrained portfolio optimisation (2000)Heuristics for cardinality co…A Brief History of Downside Risk Measures (1999)A Brief History of Downside R…Safety First and the Holding of Assets (1952)Safety First and the Holding …Robust investment strategies with discrete asset choice constraints using DC programming (2010)Robust investment strategies …Portfolio Selection (1952)Specification, Estimation, and Analysis of Macroeconomic Models (1986)The Bargaining Problem (1950)Bargaining and Markets (1990)Multimarket Contact and Collusive Behavior (1990)DC programming approach for portfolio optimization under step increasing transaction costs (2009)Asymmetric Nash bargaining model for the eastern route of south-to-north water diversion supply chain cooperative operations (2012)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The Cross-Section of Expected Stock Returns (1992)The Cost of Equity in Emerging Markets: A Downside Risk Approach (Ii) (2001)Mean-semivariance behavior: Downside risk and capital asset pricing (2005)Mean-Semivariance Optimization: A Heuristic Approach (2007)Theory of games and economic behavior (2019)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)An MCDM approach to portfolio optimization (2003)Simulated annealing for complex portfolio selection problems (2003)Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem (2011)A Simplified Model for Portfolio Analysis (1963)The arbitrage theory of capital asset pricing (1976)Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (2007)An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (2009)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm (2008)Particle swarm optimization approach to portfolio optimization (2008)Twenty years of linear programming based portfolio optimization (2013)
this work references cited by second hop

References

  • 1952Safety First and the Holding of Assets2,537 cited
  • 2000Heuristics for cardinality constrained portfolio optimisation927 cited
  • 2005Portfolio selection using neural networks310 cited
  • 1999A Brief History of Downside Risk Measures308 cited
  • 2001Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints240 cited
  • 2005Collusive game solutions via optimization42 cited

Cited by

  • 2010Robust investment strategies with discrete asset choice constraints using DC programming29 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work