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  • Search: subject:"Mean-semivariance"
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Subject
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Portfolio selection 7 Portfolio-Management 7 Fuzzy sets 4 Fuzzy-Set-Theorie 4 Mean-semivariance 3 Dynamic programming 2 Dynamische Optimierung 2 Finance 2 Genetic algorithm 2 Minimum transaction lots 2 Multi-period portfolio selection 2 Risikoaversion 2 Risikomanagement 2 Risk 2 Risk aversion 2 Risk management 2 Theorie 2 Theory 2 Algorithm 1 Algorithmus 1 Benders decomposition 1 Carry trade 1 China 1 Currency derivative 1 Currency futures 1 Currency speculation 1 Decision 1 Decision behaviors 1 Decision under uncertainty 1 Decomposition method 1 Dekompositionsverfahren 1 Devisenmarkt 1 Diversification 1 Diversifikation 1 Dynamic pricing 1 Emerging economies 1 Entscheidung 1 Entscheidung unter Unsicherheit 1 Erdölindustrie 1 Evolutionary algorithm 1
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Undetermined 8
Type of publication
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Article 9
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Conference paper 1 Konferenzbeitrag 1
Language
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English 8 Undetermined 1
Author
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Liu, Yong-Jun 4 Zhang, Wei-guo 3 Babat, Onur 1 Borovička, Adam 1 Duc Hong Vo 1 Gönsch, Jochen 1 Medaglia, Andrés L. 1 Mulvey, John M. 1 Méndez, Carlos Y. 1 Reus, Lorenzo 1 Schlosser, Rainer 1 Sefair, Jorge A. 1 Zhang, Wei-Guo 1 Zuluaga, Luis F. 1
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Published in...
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European journal of operational research : EJOR 3 Central European journal of operations research 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 European Journal of Operational Research 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 Journal of the Operational Research Society 1 Omega : the international journal of management science 1
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Source
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ECONIS (ZBW) 8 RePEc 1
Showing 1 - 9 of 9
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Risk-averse dynamic pricing using mean-semivariance optimization
Schlosser, Rainer; Gönsch, Jochen - In: European journal of operational research : EJOR 310 (2023) 3, pp. 1151-1163
Persistent link: https://www.econbiz.de/10014471124
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Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model
Borovička, Adam - In: Central European journal of operations research 30 (2022) 2, pp. 595-616
Persistent link: https://www.econbiz.de/10013185344
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Portfolio optimization and diversification in China : policy implications for Vietnam and other emerging markets
Duc Hong Vo - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 1, pp. 223-238
Persistent link: https://www.econbiz.de/10012423718
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Fuzzy multi-period portfolio selection model with time-varying loss aversion
Liu, Yong-Jun; Zhang, Wei-guo - In: Journal of the Operational Research Society 72 (2021) 4, pp. 935-949
Persistent link: https://www.econbiz.de/10012501004
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Fuzzy portfolio selection model with real features and different decision behaviors
Liu, Yong-Jun; Zhang, Wei-guo - In: Fuzzy optimization and decision making : a journal of … 17 (2018) 3, pp. 317-336
Persistent link: https://www.econbiz.de/10012098266
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Linear solution schemes for mean-semivariance project portfolio selection problems : an application in the oil and gas industry
Sefair, Jorge A.; Méndez, Carlos Y.; Babat, Onur; … - In: Omega : the international journal of management science 68 (2017), pp. 39-48
Persistent link: https://www.econbiz.de/10011686735
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Dynamic allocations for currency futures under switching regimes signals
Reus, Lorenzo; Mulvey, John M. - In: European journal of operational research : EJOR 253 (2016) 1, pp. 85-93
Persistent link: https://www.econbiz.de/10011477369
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A multi-period fuzzy portfolio optimization model with minimum transaction lots
Liu, Yong-Jun; Zhang, Wei-Guo - In: European Journal of Operational Research 242 (2015) 3, pp. 933-941
possibility theory, we formulate a mean-semivariance portfolio selection model with the objectives of maximizing the terminal …
Persistent link: https://www.econbiz.de/10011190791
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A multi-period fuzzy portfolio optimization model with minimum transaction lots
Liu, Yong-Jun; Zhang, Wei-guo - In: European journal of operational research : EJOR 242 (2015) 3, pp. 933-941
Persistent link: https://www.econbiz.de/10010492358
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