Global Optimization of Multiplicative Programs
Journal of Global Optimization
Global optimization of higher order moments in portfolio selection
Journal of Global Optimization
A nonisolated optimal solution of general linear multiplicative programming problems
Computers and Operations Research
A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
Journal of Computational and Applied Mathematics
Portfolio selection problems with random fuzzy variable returns
Fuzzy Sets and Systems
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Fuzzy multi-objective portfolio selection model with transaction costs
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Multiobjective random fuzzy portfolio selection problems based on CAPM
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
Equity portfolio construction and selection using multiobjective mathematical programming
Journal of Global Optimization
Portfolio selection problems with normal mixture distributions including fuzziness
International Journal of Knowledge Engineering and Soft Data Paradigms
A new linearization method for generalized linear multiplicative programming
Computers and Operations Research
Massively parallel asset and liability management
Euro-Par 2010 Proceedings of the 2010 conference on Parallel processing
Direct solution of linear systems of size 109 arising in optimization with interior point methods
PPAM'05 Proceedings of the 6th international conference on Parallel Processing and Applied Mathematics
Application of two-stage stochastic linear program for portfolio selection problem
ICCSA'06 Proceedings of the 2006 international conference on Computational Science and Its Applications - Volume Part III
Adopting genetic algorithms for technical analysis and portfolio management
Computers & Mathematics with Applications
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Fuzzy Optimization and Decision Making
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