Stabilized column generation for the temporal knapsack problem using dual-optimal inequalities
Timo Gschwind, Stefan Irnich
| Year of publication: |
March 2017
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|---|---|
| Authors: | Gschwind, Timo ; Irnich, Stefan |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 39.2017, 2, p. 541-556
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| Subject: | Omega ratio optimization | Value-at-risk | Conditional value-at-risk | Robust portfolio optimization | Asset allocation | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-016-0463-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707141