Search results for "e-portfolio"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
37	Ben De Prisco, Ian Iscoe, Alexander Y. Kreinin, Ahmed Nagi	A semi-analytical method for VaR and credit exposure analysis.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Portfolio distribution, Credit exposure, Portfolio compression, Large deviations, Value-at-Risk
35	Yuji Yoshida	A Perception-Based Portfolio Under Uncertainty: Minimization of Average Rates of Falling.	MDAI	2009	DBLP DOI BibTeX RDF
35	Harri Hämäläinen, Jouni Ikonen, Jari Porras	Developing Technical E-portfolio Construction Process.	ICALT	2009	DBLP DOI BibTeX RDF
35	Ronald Hochreiter	Evolutionary Stochastic Portfolio Optimization.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
35	Sandeep Juneja 0001	Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization.	WSC	2008	DBLP DOI BibTeX RDF
35	Dennis Kundisch, Stefan Sackmann, Markus Ruch	CRM and Customer Portfolio Management for E-Tailers.	HICSS	2008	DBLP DOI BibTeX RDF
35	Cédric Gaspoz, Yves Pigneur	Preparing a Negotiated R&D Portfolio with a Prediction Market.	HICSS	2008	DBLP DOI BibTeX RDF
35	Qiming Pan, Xiaoxia Huang	Mean-Variance Model for International Portfolio Selection.	EUC (2)	2008	DBLP DOI BibTeX RDF
35	Egon Gleisberg, Hendrik Zondag, Michel R. V. Chaudron	An Empirical Study into the State of Practice and Challenges in IT Project Portfolio Management.	EUROMICRO-SEAA	2008	DBLP DOI BibTeX RDF
35	Yuji Yoshida	A Risk-Minimizing Model Under Uncertainty in Portfolio.	IFSA (1)	2007	DBLP DOI BibTeX RDF
35	Jirawute Choungsirakulwit, Daricha Sutivong	Portfolio Management of Option-Based Investment in Technology Research and Development.	ACIS-ICIS	2007	DBLP DOI BibTeX RDF
35	Takashi Hasuike, Hideki Katagiri, Hiroaki Ishii	Portfolio Selection Problems with Random Fuzzy Variable Returns.	FUZZ-IEEE	2007	DBLP DOI BibTeX RDF
35	José D. Bermúdez, José Vicente Segura, Enriqueta Vercher	A Fuzzy Ranking Strategy for Portfolio Selection Applied to the Spanish Stock Market.	FUZZ-IEEE	2007	DBLP DOI BibTeX RDF
35	Shuo Yao, Michel Pasquier, Chai Quek	A foreign exchange portfolio management mechanism based on fuzzy neural networks.	IEEE Congress on Evolutionary Computation	2007	DBLP DOI BibTeX RDF
35	Fasheng Xu, Wei Chen, Ling Yang	Improved Particle Swarm Optimization for Realistic Portfolio Selection.	SNPD (1)	2007	DBLP DOI BibTeX RDF
35	Lin Xu, Frank Hutter, Holger H. Hoos, Kevin Leyton-Brown	: The Design and Analysis of an Algorithm Portfolio for SAT.	CP	2007	DBLP DOI BibTeX RDF
35	Wolfgang Breuer, Franziska Feilke, Marc Gürtler	Analysts' Dividend Forecasts, Portfolio Selection, and Market Risk Premia.	OR	2007	DBLP DOI BibTeX RDF
35	Diana Roman, Ken Darby-Dowman, Gautam Mitra	Portfolio construction based on stochastic dominance and target return distributions.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics subject classification(2000) 91B28, 91B06, 90B50
35	Aleksander Janicki	Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets.	International Conference on Computational Science (4)	2006	DBLP DOI BibTeX RDF
35	Yong Fang, Shouyang Wang	An Interval Semi-absolute Deviation Model For Portfolio Selection.	FSKD	2006	DBLP DOI BibTeX RDF
35	Kin Keung Lai, Lean Yu, Shouyang Wang	Mean-Variance-Skewness-Kurtosis-based Portfolio Optimization.	IMSCCS (2)	2006	DBLP DOI BibTeX RDF
35	Wei-Guo Zhang 0002, Qianqin Chen, Hai-Lin Lan	A Portfolio Selection Method Based on Possibility Theory.	AAIM	2006	DBLP DOI BibTeX RDF
35	Raj Subbu, Piero P. Bonissone, Neil H. W. Eklund, Srinivas Bollapragada, Kete Charles Chalermkraivuth	Multiobjective financial portfolio design: a hybrid evolutionary approach.	Congress on Evolutionary Computation	2005	DBLP DOI BibTeX RDF
35	Dan Lin 0002, Xiaoming Li, Minqiang Li	A Genetic Algorithm for Solving Portfolio Optimization Problems with Transaction Costs and Minimum Transaction Lots.	ICNC (3)	2005	DBLP DOI BibTeX RDF
35	Chen-Chung Liu, Ping-Hsing Don, Ren-Zuo You, Baw-Jhiune Liu	Portfolio Search Engine Based on Personal Construct System.	ICALT	2005	DBLP DOI BibTeX RDF
35	Yong Fang, Shouyang Wang	A Fuzzy Index Tracking Portfolio Selection Model.	International Conference on Computational Science (3)	2005	DBLP DOI BibTeX RDF
35	Andreas Helferich, Georg Herzwurm, Sixten Schockert	QFD-PPP: Product Line Portfolio Planning Using Quality Function Deployment.	SPLC	2005	DBLP DOI BibTeX RDF
35	Jonathan E. Fieldsend, John Matatko, Ming Peng	Cardinality Constrained Portfolio Optimisation.	IDEAL	2004	DBLP DOI BibTeX RDF
35	Felix Streichert, Holger Ulmer, Andreas Zell	Comparing Discrete and Continuous Genotypes on the Constrained Portfolio Selection Problem.	GECCO (2)	2004	DBLP DOI BibTeX RDF
35	Aleksander Janicki, Jakub Zwierz	Construction of Quasi Optimal Portfolio for Stochastic Models of Financial Market.	International Conference on Computational Science	2004	DBLP DOI BibTeX RDF
35	Cesar A. Coutino-Gomez, Jose Torres-Jimenez, Brenda M. Villarreal-Antelo	Heuristic Methods for Portfolio Selection at the Mexican Stock Exchange.	IDEAL	2003	DBLP DOI BibTeX RDF
35	Hennie Daniels, Henk Noordhuis	Management of Intellectual Capital by Optimal Portfolio Selection.	PAKM	2002	DBLP DOI BibTeX RDF
34	Delbert Dueck, Brendan J. Frey, Nebojsa Jojic, Vladimir Jojic, Guri Giaever, Andrew Emili, Gabe Musso, Robert Hegele	Constructing Treatment Portfolios Using Affinity Propagation.	RECOMB	2008	DBLP DOI BibTeX RDF
34	Suleyman Serdar Kozat, Andrew C. Singer	Universal switching portfolios under transaction costs.	ICASSP	2008	DBLP DOI BibTeX RDF
34	R. Evren Baysal, Barry L. Nelson, Jeremy Staum	Response surface methodology for simulating hedging and trading strategies.	WSC	2008	DBLP DOI BibTeX RDF
34	Di Wu 0008, Gabriel Pui Cheong Fung, Jeffrey Xu Yu, Zheng Liu 0001	Mining Multiple Time Series Co-movements.	APWeb	2008	DBLP DOI BibTeX RDF
34	Michael Szydlo	Risk Assurance for Hedge Funds Using Zero Knowledge Proofs.	Financial Cryptography	2005	DBLP DOI BibTeX RDF
34	Achal Bassamboo, Sandeep Juneja 0001, Assaf Zeevi	Expected shortfall in credit portfolios with extremal dependence.	WSC	2005	DBLP DOI BibTeX RDF
34	Kai Chun Chiu, Lei Xu 0001	Optimizing Financial Portfolios from the Perspective of Mining Temporal Structures of Stock Returns.	MLDM	2003	DBLP DOI BibTeX RDF
34	George A. Christodoulakis	Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach.	Oper. Res.	2002	DBLP DOI BibTeX RDF	Investment Style Analysis, Value Style, Growth Style, Debt Style, Size Style, Prior Density, MSCI Universe, Monte Carlo Integration, inequality constraints
34	Yang Liu 0008, Xiaohui Yu 0001, Jiqing Han 0001	Sharpe Ratio-Oriented Active Trading: A Learning Approach.	MICAI	2002	DBLP DOI BibTeX RDF
33	Guido Zuccon, Leif Azzopardi, Keith van Rijsbergen	Has portfolio theory got any principles?	SIGIR	2010	DBLP DOI BibTeX RDF	interdependent document relevance, portfolio theory for IR, quantum probability ranking principle
33	Constantin Zopounidis, Christian Hurson	Portfolio Selection and Multicriteria Analysis.	Encyclopedia of Optimization	2009	DBLP DOI BibTeX RDF	Multi-objective linear programming, Outranking relation, Additive utility functions, Finance, Portfolio management
33	William T. Ziemba	Use of stochastic and mathematical programming in portfolio theory and practice.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Portfolio theory, Mean-variance analysis, Capital growth theory, Stochastic programming, Utility function, Risk aversion
33	Ethem Çanakoglu, Süleyman Özekici	Portfolio selection in stochastic markets with exponential utility functions.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Exponential utility, Exponential frontier, Efficient frontier, Dynamic programming, Portfolio optimization
33	Claus de Castro Aranha, Hitoshi Iba	The Memetic Tree-based Genetic Algorithm and its application to Portfolio Optimization.	Memetic Comput.	2009	DBLP DOI BibTeX RDF	Representation, Memetic algorithm, Real-world application, Portfolio Optimization
33	Magno Queiroz, Antão Moura, Jacques Philippe Sauvé, Claudio Bartolini, Marianne Hickey	A model for decision support in business-driven IT service portfolio management using SLA-dependent criteria and under uncertainty.	MEDES	2009	DBLP DOI BibTeX RDF	IT service portfolio management, interval arithmetic, probability distribution, information technology infrastructure library (ITIL), balanced scorecard
33	António Gorgulho, Rui Ferreira Neves, Nuno Horta	Using GAs to balance technical indicators on stock picking for financial portfolio composition.	GECCO (Companion)	2009	DBLP DOI BibTeX RDF	portfolio, optimization, evolutionary algorithms, technical analysis
33	Jun Wang 0012, Jianhan Zhu	Portfolio theory of information retrieval.	SIGIR	2009	DBLP DOI BibTeX RDF	document ranking under uncertainty, mean-variance analysis, modern portfolio theory, the probability ranking principle, risk management
33	Mohamed Lemrabott, Serigne Gueye, Adnan Yassine, Yves Rakotondratsimba	Portfolio Selection under Piecewise Affine Transaction Costs: An Integer Quadratic Formulation.	MCO	2008	DBLP DOI BibTeX RDF	Piecewise transaction costs, Integer quadratic programming, Linearization, portfolio selection
33	Yan Chen 0008, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa	Construction of portfolio optimization system using genetic network programming with control nodes.	GECCO	2008	DBLP DOI BibTeX RDF	control node, reinforcement learning, portfolio optimization, genetic network programming
33	Vassilios Vassiliadis, Georgios Dounias	Nature Inspired Intelligence for the Constrained Portfolio Optimization Problem.	SETN	2008	DBLP DOI BibTeX RDF	Bee Colony Optimization, Nature-Inspired Intelligence, Portfolio Optimization
33	Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza	Conditional value at risk and related linear programming models for portfolio optimization.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Mean-risk models, Gini’s mean difference, Linear programming, Portfolio optimization, Conditional Value at Risk, Stochastic dominance
33	N. C. P. Edirisinghe, E. I. Patterson	Multi-period stochastic portfolio optimization: Block-separable decomposition.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Stochastic multistage programming, Nested decomposition, Block-separable recourse, Portfolio optimization
33	Takashi Hasuike, Hiroaki Ishii	Portfolio Selection Problem Based on Possibility Theory Using the Scenario Model with Ambiguous Future Returns.	IFSA (2)	2007	DBLP DOI BibTeX RDF	Portfolio selection problem, Chance constraint, Possibility and Necessity measure, Scenario model
33	Jinli Zhang, Wansheng Tang, Cheng Wang, Ruiqing Zhao	Fuzzy Dynamic Portfolio Selection for Survival.	ICIC (1)	2007	DBLP DOI BibTeX RDF	Dynamic portfolio selection, Hybrid intelligent algorithm, Credibility theory, Consumption
33	Ronald Hochreiter	An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures.	EvoWorkshops	2007	DBLP DOI BibTeX RDF	scenario-based financial engineering, general risk measures, evolutionary computation, portfolio optimization
33	Marina Resta	Portfolio Optimization Through Elastic Maps: Some Evidence from the Italian Stock Exchange.	KES (2)	2007	DBLP DOI BibTeX RDF	Elastic Maps, Italian Stock Exchange, Portfolio Optimization
33	Miguel A. Gomez, Carmen X. Flores, Maria A. Osorio	Hybrid search for cardinality constrained portfolio optimization.	GECCO	2006	DBLP DOI BibTeX RDF	Markowitz model, mixed integer programming, portfolio selection
33	Gilles Stoltz, Gábor Lugosi	Internal Regret in On-Line Portfolio Selection.	Mach. Learn.	2005	DBLP DOI BibTeX RDF	individual sequences, internal regret, on-line investment, universal Portfolio, EG strategy
33	Georgios D. Samaras, Nikolaos F. Matsatsinis	Intelligent Investor: An intelligent decision support system for portfolio management.	Oper. Res.	2004	DBLP DOI BibTeX RDF	Multi-criteria Decision Analysis, Artificial Intelligent, Portfolio Management, Intelligent Decision Support Systems
33	Andrew Stutzman	Campus planning portfolio: using the peopleSoft portal to develop a planning website for middle states accreditation.	SIGUCCS	2004	DBLP DOI BibTeX RDF	peopleSoft enterprise portal 8.8, planning portfolio, portal, accreditation
33	Luca Chiodi, Renata Mansini, Maria Grazia Speranza	Semi-Absolute Deviation Rule for Mutual Funds Portfolio Selection.	Ann. Oper. Res.	2003	DBLP DOI BibTeX RDF	portfolio selection problem, mutual funds, heuristics
33	Eduardo Fernández 0002, Jorge Navarro 0001	A Genetic Search for Exploiting a Fuzzy Preference Model of Portfolio Problems with Public Projects.	Ann. Oper. Res.	2002	DBLP DOI BibTeX RDF	public projects, portfolio problem, multicriteria decision, evolutionary algorithm, fuzzy sets
33	Chiu-Che Tseng, Piotr J. Gmytrasiewicz	Real Time Decision Support System for Portfolio Management.	HICSS	2002	DBLP DOI BibTeX RDF	Real time system, Bayesian Network, Knowledge base, Portfolio management, Uncertainty reasoning
33	Vittorio Moriggia, Marida Bertocchi, Jitka Dupacová	Highly parallel computing in simulation on dynamic bond portfolio management.	APL	1998	DBLP DOI BibTeX RDF	bond portfolio management, term structure movements, simulation, high performance computing
31	Wei-Guo Zhang, Wei-Lin Xiao	On weighted lower and upper possibilistic means and variances of fuzzy numbers and its application in decision.	Knowl. Inf. Syst.	2009	DBLP DOI BibTeX RDF	Weighted possibilistic mean, Weighted possibilistic variance, Knowledge discovery, Portfolio selection
31	Vladimir Stantchev, Marc Roman Franke	Managing Project Landscapes in Knowledge-Based Enterprises.	WSKS (2)	2009	DBLP DOI BibTeX RDF	knowledge-based enterprises, knowledge and learning strategy, knowledge and learning process, project portfolio management, evaluation, innovation
31	Enrico Angelelli, Sergio Ortobelli Lozza	Maximum Expected Utility of Markovian Predicted Wealth.	ICCS (2)	2009	DBLP DOI BibTeX RDF	portfolio strategies, computational complexity, heuristic, Markov chains, expected utility
31	Diresh Jewan, Renkuan G. Guo, Gareth Witten	Expected Tail Loss Efficient Frontiers for CDOS of Bespoke Portfolios Under One-Factor Copula Marginal Distributions.	World Congress on Engineering (Selected Papers)	2008	DBLP DOI BibTeX RDF	Collateralized Debt Obligations, Expected Tail Loss, Efficient Frontiers, Bespoke Portfolio, One-Factor Copula Marginal Distribution
31	Ghada Hassan	Non-linear factor model for asset selection using multi objective genetic programming.	GECCO (Companion)	2008	DBLP DOI BibTeX RDF	factor models, multiobjective optimization, finance, portfolio optimization, GP
31	Sunita Chulani, Padmanabhan Santhanam, Brent Hodges, Kelley Blacksten Anders	Metrics-Based Management of Software Product Portfolios.	IEEE Softw.	2007	DBLP DOI BibTeX RDF	software product portfolio, software product and process metrics, software measurement frameworks, knowledge management, software quality management
31	Novica Zarvic, Maya Daneva, Roel J. Wieringa	Value-Based Requirements Engineering for Value Webs.	REFSQ	2007	DBLP DOI BibTeX RDF	information systems planning, requirements engineering, portfolio management, value modeling
31	Yi Peng 0001, Gang Kou, Zhengxin Chen, Yong Shi 0001	Cross-Validation and Ensemble Analyses on Multiple-Criteria Linear Programming Classification for Credit Cardholder Behavior.	International Conference on Computational Science	2004	DBLP DOI BibTeX RDF	Credit Card Portfolio Management, Multi-criteria Linear Programming, Cross-Validation and Ensemble, Data Mining, Classification
29	Christian Urhahn, Patrick Spieth	Governing the Portfolio Management Process for Product Innovation - A Quantitative Analysis on the Relationship Between Portfolio Management Governance, Portfolio Innovativeness, and Firm Performance.	IEEE Trans. Engineering Management	2014	DBLP DOI BibTeX RDF
29	Ruocong Zhang	Apprentissage statistique en gestion de portefeuille : prédiction, gestion du risque et optimisation de portefeuille. (Statistical learning for portfolio management / Statistical learning for portfolio management : prediction, risk management, and portfolio optimization).		2014	RDF
29	Toshiyuki Yamamoto	Paradigm Shift in Education with the Use of e-Portfolio: Showcases of e-Portfolio at Work at the Various Levels of Education - Introduction and Showcase I: K-12 e-Portfolio Involving All Stakeholders.	Edutainment	2011	DBLP DOI BibTeX RDF
29	Anna Nagurney	Financial Equilibrium.	Encyclopedia of Optimization	2009	DBLP DOI BibTeX RDF	Efficient frontier, Risk-free asset, Market portfolio, Portfolio optimization, Option, Variational inequality formulation, Perfect competition
29	Adam Kalai, Santosh S. Vempala	Efficient Algorithms for Universal Portfolios.	FOCS	2000	DBLP DOI BibTeX RDF	universal portfolios, constant rebalanced portfolio, wealth, best constant rebalanced portfolio, Universal algorithm, non-uniform random walks, non-financial applications, language modelin, data compression, data compression, stock markets, performance guarantees, investment, competitive algorithms, competitive algorithm, investment strategy
26	Dietmar Maringer, Panos Parpas	Global optimization of higher order moments in portfolio selection.	J. Glob. Optim.	2009	DBLP DOI BibTeX RDF	G11, Jel Classification C61
26	Feijoo Colomine Duran, Carlos Cotta, Antonio J. Fernández 0001	Evolutionary Optimization for Multiobjective Portfolio Selection under Markowitz's Model with Application to the Caracas Stock Exchange.	Nature-Inspired Algorithms for Optimisation	2009	DBLP DOI BibTeX RDF
26	Paolo Pisciella, Josip Zoric, Alexei A. Gaivoronski	Business Model Evaluation for an Advanced Multimedia Service Portfolio.	MOBILWARE Workshops	2009	DBLP DOI BibTeX RDF	Multi Follower, Video on Demand, Business Models, Stochastic Programming, User Generated Content, IPTV, Service Platforms
26	Duan Xinyu, Li Min	Design of Teacher E-portfolio System for Teacher Professional Development.	WKDD	2009	DBLP DOI BibTeX RDF
26	Tomasz Kajdanowicz, Przemyslaw Kazienko	Hybrid Repayment Prediction for Debt Portfolio.	ICCCI	2009	DBLP DOI BibTeX RDF	hybrid information system, repayment prediction, claim appraisal, competence regions modeling, prediction
26	Xiaoxia Huang	Mean-Entropy Models for Fuzzy Portfolio Selection.	IEEE Trans. Fuzzy Syst.	2008	DBLP DOI BibTeX RDF
26	Darius Plikynas	Multiagent-Based Portfolio Simulation Using Neural Networks.	MICAI	2008	DBLP DOI BibTeX RDF	Agent-Based Computational Finance, Artificial Stock Markets, Neural Networks, Social Simulation
26	Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner	Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.	CDC	2008	DBLP DOI BibTeX RDF
26	Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner	Growth optimal portfolio under proportional transaction costs with obligatory diversification.	CDC	2008	DBLP DOI BibTeX RDF
26	Hanqing Jin, Xun Yu Zhou	Continuous-time behavioral portfolio selection.	CDC	2008	DBLP DOI BibTeX RDF
26	Mehdi Fasanghari, Gholam Ali Montazer	A Stock Portfolio Selection Method through Fuzzy Delphi.	ISNN (2)	2008	DBLP DOI BibTeX RDF	Tehran Stock Exchange (TSE), Fuzzy Delphi, Intelligent agent, Fuzzy system, Fuzzy number
26	Yanwu Liu, Zhongzhen Zhang, Feng Xiong, Liu Fang	A Parametric Algorithm for Long-Short Portfolio Optimization.	WKDD	2008	DBLP DOI BibTeX RDF
26	Yuji Yoshida	A Risk-Sensitive Portfolio with Mean and Variance of Fuzzy Random Variables.	ICIC (2)	2008	DBLP DOI BibTeX RDF
26	Maria A. Osorio, Ana Ballinas, Erika Jiminez, Abraham Sánchez López	A Decision Support System for Portfolio Optimization in the Mexican Market.	ENC	2008	DBLP DOI BibTeX RDF
26	Jan Christian Lang, Thomas Widjaja, Peter Buxmann, Wolfgang Domschke, Thomas Hess	Optimizing the Supplier Selection and Service Portfolio of a SOA Service Integrator.	HICSS	2008	DBLP DOI BibTeX RDF
26	Claus de Castro Aranha, Hitoshi Iba	Application of a Memetic Algorithm to the Portfolio Optimization Problem.	Australasian Conference on Artificial Intelligence	2008	DBLP DOI BibTeX RDF
26	Andrea Beltratti, Paolo Colla	A portfolio-based evaluation of affine term structure models.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Active asset allocation, Dynamic optimization, Affine models
26	Swee Chiang Chiam, Abdullah Al Mamun 0002, Y. L. Low	A realistic approach to evolutionary multiobjective portfolio optimization.	IEEE Congress on Evolutionary Computation	2007	DBLP DOI BibTeX RDF
26	Zhiyong Chen, Paul Glasserman	Approximations and control variates for pricing portfolio credit derivatives.	WSC	2007	DBLP DOI BibTeX RDF
26	Liping Liu, Catherine Shenoy, Prakash P. Shenoy	Knowledge representation and integration for portfolio evaluation using linear belief functions.	IEEE Trans. Syst. Man Cybern. Part A	2006	DBLP DOI BibTeX RDF
26	R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin	Optimality conditions in portfolio analysis with general deviation measures.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (1991) 20E28, 20G40, 20C20