Instruct: Given the title of a scientific paper, retrieve paper titles that are cited by the given paper
Query: Robust multiobjective portfolio optimization: A minimax regret approach
Robust portfolios: contributions from operations research and finance
Extensions of black-litterman portfolio optimization model with downside risk measure
Lifetime Portfolio Selection by Dynamic Stochastic Programming
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
Algorithms for portfolio management based on the Newton method
MODIFIED BREGMAN ITERATION FOR PORTFOLIO OPTIMIZATION
Markowitz revisited: mean-variance models in financial portfolio analysis
Solving portfolio optimization problem through differential evolution
Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem
Inverse Optimization : A New Perspective on the Black-Litterman Model
Machine Learning and Portfolio Optimization
Portfolio Choice Based on Third-Degree Stochastic Dominance
Simulated annealing for complex portfolio selection problems
Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation
Robust Median Reversion Strategy for Online Portfolio Selection
The Intuition Behind Black-Litterman Model Portfolios
Better than pre-commitment mean-variance portfolio allocation 1 strategies : a semi-self-financing
Surveying stock market portfolio optimization techniques
optimal portfolio selection using regularization marine carrasco and neree noumon .
Hybrid distribution transformer: Concept development and field demonstration
Robust solutions of uncertain linear programs
Menu Positioning on Web Pages. Does it Matter
Distributed and decentralized multi-camera tracking: a survey
Learning Semantic Maps from Natural Language Descriptions