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Robust goal programming for multi-objective portfolio selection problem
Ghahtarani, Alireza; Najafi, Amir Abbas - In: Economic modelling 33 (2013), pp. 588-592
Persistent link: https://www.econbiz.de/10010193313
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Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi; Jawadi, Fredj; Jawadi, Nabila; … - In: Economic modelling 88 (2020), pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
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Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations
Huang, Xiaoxia; Ying, Haiyao - In: Economic modelling 30 (2013), pp. 61-66
Persistent link: https://www.econbiz.de/10009702264
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Dynamic optimal capital growth with risk constraints
Yong, Luo; Zhu, Bo; Yong, Tang - In: Economic modelling 30 (2013), pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
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Multi-period portfolio optimization under possibility measures
Zhang, Xili; Zhang, Weiguo; Xiao, Weilin - In: Economic modelling 35 (2013), pp. 401-408
Persistent link: https://www.econbiz.de/10010259788
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Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling; Zeng, Yan; Yao, Haixiang - In: Economic modelling 36 (2014), pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
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Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang; Li, Zhongfei; Chen, Shumin - In: Economic modelling 36 (2014), pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao - In: Economic modelling 51 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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A multi-period portfolio selection optimization model by using interval analysis
Liu, Yong-jun; Zhang, Wei-guo; Zhang, Pu - In: Economic modelling 33 (2013), pp. 113-119
Persistent link: https://www.econbiz.de/10010192031
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Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei; Lu, Jiejun; Ching, Wai Ki; Siu, Tak Kuen - In: Economic modelling 66 (2017), pp. 223-232
Persistent link: https://www.econbiz.de/10011813727