SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Qi Li, Guo-Hua Cao, Dan Shan, A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems, Mathematical Problems in Engineering, 2014, 2014, 1

    CrossRef

  2. 2
    Wei Chen, An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection, The Scientific World Journal, 2014, 2014, 1

    CrossRef

  3. 3
    Oscar Domenichelli, Alberto Manelli, Martina Vallesi, Learning from the financial crisis to achieve a sustainable agricultural system, RIVISTA DI STUDI SULLA SOSTENIBILITA', 2014, 1, 45

    CrossRef

  4. 4
    V. A. Pepelyaev, N. A. Golodnikova, Mathematical Methods for Crop Losses Risk Evaluation and Account for Sown Areas Planning, Cybernetics and Systems Analysis, 2014, 50, 1, 60

    CrossRef

  5. 5
    Chubing Zhang, Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary, The Scientific World Journal, 2014, 2014, 1

    CrossRef

  6. 6
    Mostafa Ekhtiari, Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran, Chinese Journal of Mathematics, 2014, 2014, 1

    CrossRef

  7. 7
    Hui Ding, Zhongbao Zhou, Helu Xiao, Chaoqun Ma, Wenbin Liu, Performance Evaluation of Portfolios with Margin Requirements, Mathematical Problems in Engineering, 2014, 2014, 1

    CrossRef

  8. 8
    Kuan-Cheng Ko, Shinn-Juh Lin, Hsiang-Ju Su, Hsing-Hua Chang, Value investing and technical analysis in Taiwan stock market, Pacific-Basin Finance Journal, 2014, 26, 14

    CrossRef

  9. 9
    Taras Bodnar, Yarema Okhrin, Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?, Applied Mathematics and Computation, 2013, 219, 10, 5440

    CrossRef

  10. 10
    Pierpaolo Pattitoni, Barbara Petracci, Marco Savioli, Lorenza Zirulia, La scelta imprenditoriale: un approccio finanziario, ECONOMIA E POLITICA INDUSTRIALE, 2013, 3, 71

    CrossRef

  11. 11
    Henry Laniado, Rosa E. Lillo, Franco Pellerey, Juan Romo, Portfolio selection through an extremality stochastic order, Insurance: Mathematics and Economics, 2012, 51, 1, 1

    CrossRef