A Linear Programming Formulation of the General Portfolio Selection Problem

Journal of Financial and Quantitative Analysis ◽

10.2307/2329828 ◽

1973 ◽

Vol 8 (4) ◽

pp. 621 ◽

Author(s):

Bernell K. Stone

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Selection Problem ◽

Programming Formulation ◽

Portfolio Selection Problem ◽

Linear Programming Formulation

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Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem

Fuzzy Sets and Systems ◽

10.1016/s0165-0114(98)00449-7 ◽

2000 ◽

Vol 111 (1) ◽

pp. 3-28 ◽

Author(s):

Masahiro Inuiguchi ◽

Jaroslav Ramı́k

Keyword(s):

Linear Programming ◽

Mathematical Programming ◽

Stochastic Programming ◽

Portfolio Selection ◽

Selection Problem ◽

Fuzzy Mathematical Programming ◽

Portfolio Selection Problem ◽

Possibilistic Linear Programming

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A Linear Programming Model of Fuzzy Portfolio Selection Problem

2007 IEEE International Conference on Control and Automation ◽

10.1109/icca.2007.4376935 ◽

2007 ◽

Author(s):

Yuping Lan ◽

Xuanli Lv ◽

Weiguo Zhang

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Programming Model ◽

Selection Problem ◽

Linear Programming Model ◽

Portfolio Selection Problem ◽

Fuzzy Portfolio Selection

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Binary linear programming formulation of the access selection problem in multi-service and heterogeneous network environments

2013 IFIP Wireless Days (WD) ◽

10.1109/wd.2013.6686484 ◽

2013 ◽

Author(s):

Ramon Aguero ◽

Johnny Choque ◽

Luis-Francisco Diez ◽

Luis Munoz

Keyword(s):

Linear Programming ◽

Heterogeneous Network ◽

Selection Problem ◽

Programming Formulation ◽

Binary Linear Programming ◽

Access Selection ◽

Linear Programming Formulation ◽

Network Environments

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Fuzzy bi-objective linear programming for portfolio selection problem with magnitude ranking function

10.1063/1.4980948 ◽

2017 ◽

Author(s):

Rosita Kusumawati ◽

Retno Subekti

Keyword(s):

Linear Programming ◽

Portfolio Selection ◽

Ranking Function ◽

Selection Problem ◽

Portfolio Selection Problem

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A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.2004.01.04 ◽

2004 ◽

Vol 09 (01) ◽

Author(s):

Teresa León ◽

Vicente Liern ◽

Paulina Marco ◽

Enriqueta Vercher ◽

José Vicente Segura

Keyword(s):

Portfolio Selection ◽

Downside Risk ◽

Selection Problem ◽

Portfolio Selection Problem ◽

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Cooperative Search Using Agents for Cardinality Constrained Portfolio Selection Problem

IEEE Transactions on Systems Man and Cybernetics Part C (Applications and Reviews) ◽

10.1109/tsmcc.2012.2197388 ◽

2012 ◽

Vol 42 (6) ◽

pp. 1510-1518 ◽

Author(s):

Ritesh Kumar ◽

Subir Bhattacharya

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Cooperative Search ◽

Portfolio Selection Problem

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A linear programming formulation for incremental contact analysis

International Journal for Numerical Methods in Engineering ◽

10.1002/nme.1620381604 ◽

1995 ◽

Vol 38 (16) ◽

pp. 2703-2725 ◽

Author(s):

Srdan Šimunović ◽

Sunil Saigal

Keyword(s):

Linear Programming ◽

Contact Analysis ◽

Programming Formulation ◽

Linear Programming Formulation

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A new particle swarm optimisation based on MATLAB for portfolio selection problem

International Journal of Modelling Identification and Control ◽

10.1504/ijmic.2010.032380 ◽

2010 ◽

Vol 9 (1/2) ◽

pp. 206 ◽

Author(s):

Jianwei Gao ◽

Zhonghua Chu

Keyword(s):

Portfolio Selection ◽

Particle Swarm ◽

Particle Swarm Optimisation ◽

Selection Problem ◽

Portfolio Selection Problem

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An Integer Linear Programming Formulation and Branch-and-Cut Algorithm for the Capacitated m-Ring-Star Problem

Electronic Notes in Discrete Mathematics ◽

10.1016/j.endm.2011.05.047 ◽

2011 ◽

Vol 37 ◽

pp. 273-278 ◽

Author(s):

Hernán Berinsky ◽

Paula Zabala

Keyword(s):

Linear Programming ◽

Integer Linear Programming ◽

Branch And Cut ◽

Programming Formulation ◽

Linear Programming Formulation ◽

Ring Star Problem ◽

Integer Linear Programming Formulation

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The mean-absolute deviation portfolio selection problem with interval-valued returns

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2011.03.008 ◽

2011 ◽

Vol 235 (14) ◽

pp. 4149-4157 ◽

Author(s):

Shiang-Tai Liu

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Mean Absolute Deviation ◽

Absolute Deviation ◽

Portfolio Selection Problem ◽

The Mean ◽

Interval Valued

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