Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference219 articles.
1. Multi-objective stochastic programming for portfolio selection;Abdelaziz;European Journal of Operational Research,2007
2. PGP for portfolio optimization: application to ESG index family;Abid;Annals of Operations Research,2023
3. Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios;Al Janabi;European Journal of Operational Research,2017
4. The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms;Anagnostopoulos;Expert Systems with Applications,2011
5. A comparison of MAD and CVaR models with real features;Angelelli;Journal of Banking & Finance,2008
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献