A portfolio selection model based on the knapsack problem under uncertainty-Reference-Cited by-同舟云学术

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A portfolio selection model based on the knapsack problem under uncertainty

Published:2019-05-01 Issue:5 Volume:14 Page:e0213652
ISSN:1932-6203
Container-title:PLOS ONE
language:en
Short-container-title:PLoS ONE

Author:

Vaezi Fereshteh^ORCID,Sadjadi Seyed Jafar,Makui Ahmad

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference55 articles.

1. Portfolio selection;H Markowitz;The journal of finance,1952

2. Portfolio selection: Efficient diversification of investment;HM Markowitz,1959

3. 60 Years of portfolio optimization: Practical challenges and current trends;PN Kolm;European Journal of Operational Research,2014

4. Mean-variance-skewness model for portfolio selection with transaction costs;S Liu;International Journal of Systems Science,2003

5. Multistage stochastic mean-variance portfolio analysis with transaction costs;N Gülpınar;Innov Financ Econ Netw,2003

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4. A Minimum Principle for Stochastic Optimal Control Problem with Interval Cost Function;Taiwanese Journal of Mathematics;2023-03-20

5. Financial Network Analysis on the Performance of Companies Using Integrated Entropy–DEMATEL–TOPSIS Model;Entropy;2022-07-31

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