Reference health
Dynamic portfolio management under competing representations
2 of 49 checkable references need attention · checked 2026-07-26
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
22 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/1391940
does not resolve to a known work10.2307/1391432
The 47 checked references that resolve
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Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
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Portfolio selection in downside risk optimization approach: application to the Hong Kong stock market
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A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems
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Exact inference in the inequality constrained normal linear regression model
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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
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HEURISTICS FOR INTEGER PROGRAMMING USING SURROGATE CONSTRAINTS
resolves10.1287/mnsc.37.5.519
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
resolves10.1016/S0169-2070(99)00048-5
Forecasting stock indices: a comparison of classification and level estimation models
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A Conditional Variance Model for Daily Deviations of an Exchange Rate
resolves10.1016/0377-2217(91)90190-7
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
resolves10.1023/A:1008621308348
Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm
resolves10.1016/S0305-0548(98)00035-5
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm
resolves10.1016/S0165-0114(98)00057-8
A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups
resolves10.1108/03684920210417319
Designing a superstructure for parametric search for optimal search spaces in non‐trivial optimization problems
resolves10.1007/BF00436483
Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets
resolves10.1002/(SICI)1099-1158(199707)2:3<249::AID-IJFE47>3.0.CO;2-4
Multivariate EGARCHX-modelling of the international asset return signal response mechanism
resolves10.1287/mnsc.43.10.1437
Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation Model
resolves10.1109/TSMC.1985.6313399
Fuzzy identification of systems and its applications to modeling and control
resolves10.1016/S0098-1354(97)00000-8
An extended cutting plane method for a class of non-convex MINLP problems
resolves10.15807/jorsj.39.99
THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
resolves10.1016/S0305-0548(99)00034-9
A flexible multicomputer algorithm for elementary matrix operations
resolves10.1007/BF00436583
Solving a linear multiperiod portfolio problem by interior-point methodology
The 22 references without a DOI — listed, not checked
no DOI — not checkedAlexander, S.S. (1964), “Price movements in speculative markets: trends or random walks”, The Random Character of Stock Market Prices, MIT Press, Vol. 2, pp. 338‐72.
no DOI — not checkedAoki, M. (1988), “State space models for vector‐valued time series with random walk components”, paper presented at the The Eighth International Symposium on Forecasting, Amsterdam, June.
no DOI — not checkedBerndt, E.B., Hall, R., Hall, R. and Hausman, J. (1974), “Estimation and inference in non‐linear structural models”, Annals of Economic and Social Measurement, Vol. 3, pp. 653‐65.
no DOI — not checkedBloomfield, P. (1976), Fourier Analysis of Time Series. An Introduction, Wiley, New York, NY.
no DOI — not checkedGoldfeld, S.M. and Quandt, R.E. (1972), Nonlinear Methods in Econometrics, North Holland Publ. Co, Amsterdam, pp. 5‐9.
no DOI — not checkedHagerud, G.E. (1997), “Specification tests for asymmetric GARCH”, working paper, Stockholm School of Economics.
no DOI — not checkedHolland, J.H. (1975), Adaptation in Natural and Artificial Systems, The University of Michigan Press, Ann Arbor, MI.
no DOI — not checkedIMSL STAT/Library (1987), FORTRAN Subroutines for Statistical Analysis, IMSL Inc.
no DOI — not checkedJoines, J. and Houck, C. (1994), “On the use of non‐stationary penalty functions to solve non‐linear constrained optimisation functions with GA's”, Proceedings of the Evolutionary Computation Conference, Poster Sessions, IEEE World Congress on Computational Intelligence. Orlando, FL, pp. 579‐84.
no DOI — not checkedKodogiannis, V.S. (2000), “Comparison of advanced learning algorithms for short term load forecasting”, Journal of Intelligent and Fuzzy Systems, Vol. 8, pp. 243‐89.
no DOI — not checkedLawrence, C., Zhou, J. and Tits, A. (1997), User's Guide for CFSQP Version 2.5: A Code for Solving (Large Scale) Constrained Non‐linear (Minimal) optimisation Problems, Generating Iterations Satisfying All Inequality Constraints, Institute for Systems Research, university of Maryland, College Park, MD.
no DOI — not checkedManderick, B., de Weger, M. and Spiessens, P. (1991), “The genetic algorithm and the structure of the fitness landscape”, Proceedings of the Fourth International Conference on Genetic Algorithms, Morgan Kaufmann, La Jolla, CA.
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no DOI — not checkedÖstermark, R. (2000b), “A flexible genetic hybrid algorithm for non‐linear mixed‐integer programming problems”, Evolutionary Optimisation, Vol. 1 Nos. 1, pp. 41‐52.
no DOI — not checkedPettersson, F. (1994), “Mixed integer non‐linear programming applied on pump configurations”, Dissertation, Process Design Laboratory, Faculty of Chemical Engineering, Åbo Akademi University, Åbo.
no DOI — not checkedPfaffenberger, R. and Walker, D. (1976), Mathematical Programming for Economics and Business, Iowa State University Press.
no DOI — not checkedPotter, M.A. and De Jong, K.A. (1995), “Evolving neural networks with collaborative species”, Proceedings of the 1995 Summer Computer Simulation Conference, Ottawa, 24‐26 July.
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