By assuming that the expected return and risk vary within a bounded interval, this paper uses interval analysis to extend the classical mean-variance portfolio ...
May 7, 2014 · This paper proposes a new approach to treating uncertainty. By assuming that the expected return and risk vary within a bounded interval, this ...
By assuming that the expected return and risk vary within a bounded interval, this paper uses interval analysis to extend the classical mean-variance portfolio ...
This paper proposes a new approach to treating uncertainty. By assuming that the expected return and risk vary within a bounded interval, this paper uses ...
A new general interval quadratic programming model for portfolio selection is established by introducing the linear transaction costs and liquidity of the ...
By assuming that the expected return and risk vary within a bounded interval, this paper uses interval analysis to extend the classical mean-variance portfolio ...
In this chapter, we provide an overview of such techniques to solve NLIOP including nature inspired swarm algorithms.
This chapter provides an overview of the different approaches to dealing with uncertainty in nonlinear optimization problems using interval analysis.
Jan 5, 2021 · This article has focused on nonlinear enhanced interval optimization problem. Here, a methodology is derived to determine the efficient solutions of this ...
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Xu X. et al. Solving non-linear portfolio optimization problems with interval analysis // Journal of the Operational Research Society. 2015. Vol. 66. No. 6. pp.