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In this paper, we propose a new portfolio selection model with the maximum utility based on the inte...
Decision-making, maximum minimum criterion, portfolio selection, uncertainty, maximum loss risk,
For investment managers through to the individual the task of solving their particular portfolio pro...
In this paper, we carry out the empirical numerical study of the l ∞ portfolio selection model where...
本文提出一個新的混合整數線性規劃模型建立投資組合。這個模型所採用的風險函數為最大損失的絕對值，而不是一般常用的損失變異數。在給定的報酬水準下，模型尋找在觀測期間中最小的最大損失的投資組合，即為大中取小...
The mathematical techniques are applicable to most of the field of studies including investment or p...
The classical Quadratic Programming formulation of the well known portfolio selection problem, is cu...
The portfolio selection problem is usually considered as a bicriteria optimization problem where a r...
Starting with the seminal work by Markowitz, a large number of optimization models have been propos...
Portfolio selection problem was first formulated in a paper written by Markowitz, where investment d...
(Journal cited in: MathSciNet, n. MR1940218)In standard mean-variance portfolio selection, several s...
Portfolio selection problem was first formulated in a paper written by Markowitz, where investment d...
A branch-and-bound algorithm for the solution of a class of mixed-integer nonlinear programming prob...
Optimization techniques have been used in this paper to obtain an optimal investment in a selected p...
The 'Portfolio Selection Problem' is traditionally viewed as selecting a mix of investment opportuni...
In this paper, we propose a new portfolio selection model with the maximum utility based on the inte...
Decision-making, maximum minimum criterion, portfolio selection, uncertainty, maximum loss risk,
For investment managers through to the individual the task of solving their particular portfolio pro...
In this paper, we carry out the empirical numerical study of the l ∞ portfolio selection model where...
本文提出一個新的混合整數線性規劃模型建立投資組合。這個模型所採用的風險函數為最大損失的絕對值，而不是一般常用的損失變異數。在給定的報酬水準下，模型尋找在觀測期間中最小的最大損失的投資組合，即為大中取小...
The mathematical techniques are applicable to most of the field of studies including investment or p...
The classical Quadratic Programming formulation of the well known portfolio selection problem, is cu...
The portfolio selection problem is usually considered as a bicriteria optimization problem where a r...
Starting with the seminal work by Markowitz, a large number of optimization models have been propos...
Portfolio selection problem was first formulated in a paper written by Markowitz, where investment d...
(Journal cited in: MathSciNet, n. MR1940218)In standard mean-variance portfolio selection, several s...
Portfolio selection problem was first formulated in a paper written by Markowitz, where investment d...
A branch-and-bound algorithm for the solution of a class of mixed-integer nonlinear programming prob...
Optimization techniques have been used in this paper to obtain an optimal investment in a selected p...
The 'Portfolio Selection Problem' is traditionally viewed as selecting a mix of investment opportuni...
In this paper, we propose a new portfolio selection model with the maximum utility based on the inte...
Decision-making, maximum minimum criterion, portfolio selection, uncertainty, maximum loss risk,
For investment managers through to the individual the task of solving their particular portfolio pro...