Two nonparametric approaches to mean absolute deviation portfolio selection model-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Two nonparametric approaches to mean absolute deviation portfolio selection model

Published:2020 Issue:5 Volume:16 Page:2283-2303
ISSN:1553-166X
Container-title:Journal of Industrial & Management Optimization
language:en
Short-container-title:

Author:

Dai Zhifeng, ,Zhu Huan,Wen Fenghua, ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

Cited by 19 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

1. Portfolio optimization with mental accounts under uncertain random environment and butterfly optimization algorithm with adaptive strategies;Applied Soft Computing;2024-08

2. A Nash bargaining solution for a multi period competitive portfolio optimization problem: Co-evolutionary approach;Expert Systems with Applications;2021-12

3. Portfolio Optimization Model with and without Options under Additional Constraints;Mathematical Problems in Engineering;2020-11-26

4. Convergence of regularization methods with filter functions for a regularization parameter chosen with GSURE and mildly ill-posed inverse problems;Journal of Computational and Applied Mathematics;2020-11

5. Forecasting stock market returns: New technical indicators and two-step economic constraint method;The North American Journal of Economics and Finance;2020-07

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP