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Research article

First published 2013-2

A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result

S.C.P. Yam, S.P. Yung, J.H. Zhou

Risk and Decision Analysis

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Research article

First published 2017-5-23

Uncertain mean-variance model for project portfolio selection problem with divisibility

Xingmei Li, Zhiming Zhong, Youzhong Zhang [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2019-12-23

A novel mean-variance-maverick DEA prospect cross-efficiency approach for fuzzy portfolio selection

Xue Deng, Wen Fang

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2013-5

Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches

Fathi Abid, Mourad Mroua, Wing Keung Wong

Risk and Decision Analysis

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Research article

First published 2018-4-19

Portfolio selection of the defined contribution pension fund with uncertain return and salary: A multi-period mean-variance model

Yali Liu, Meiying Yang, Jia Zhai [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2009-2

On the Markowitz mean–variance analysis of self-financing portfolios

Zhidong Bai, Huixia Liu, Wing-Keung Wong

Risk and Decision Analysis

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Research article

First published 2014-8

Extended mean–variance model for reliable evolutionary portfolio optimization

Sandra García, David Quintana, Inés M. Galván [...]

The European Journal on Artificial Intelligence

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Research article

First published 2006-7

Mean-Variance Approach in Portfolio Selection: A Test of Optimization under Different Economic Conditions

Raj S. Dhankar, Rakesh Kumar

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2015-9

Naïve versus Mean-Variance Diversification in Indian Capital Markets

Mohit Gupta, Navdeep Aggarwal

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2020-8

Optimal selection of financial risk investment portfolio based on random matrix method

Jie Tian, Kun Zhao

Journal of Computational Methods in Sciences and Engineering

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