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A model for portfolio selection with order of expected returns · Study

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ArticleA model for portfolio selection with order of expected returns

Yusen Xia2000

Article2000

A model for portfolio selection with order of expected returns

Yusen Xia · Baoding Liu · Shouyang Wang · Kin Keung Lai

187 citations·0/0 files stored·Computers & Operations Research

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Risk and Portfolio Optimization Financial Risk and Volatility Modeling Optimization and Mathematical Programming

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References

1959Portfolio Selection: Efficient Diversification of Investments 1952Portfolio Selection 1982Modern Portfolio Theory and Investment Analysis.1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1975BETAS AND THEIR REGRESSION TENDENCIES 1973A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS 1996THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS

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2019A comprehensive review of deterministic models and applications for mean-variance portfolio optimization 2004Using genetic algorithm to support portfolio optimization for index fund management 2012A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs 2008Fuzzy portfolio selection using fuzzy analytic hierarchy process 2020Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization 2008Portfolio selection based on fuzzy cross-entropy

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Year2000

Typearticle

Published2000-04-01

VenueComputers & Operations Research

ISSN-L0305-0548

Languageen

Citations187

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/s0305-0548(99)00059-3

openalex_workW2166580574

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2020

Portfolio selection: a fuzzy-ANP approach

2004A minimax portfolio selection strategy with equilibrium