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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~person:"Speranza, Maria Grazia"
~subject:"Debt financing"
~subject:"USA"
~type:"article"
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Speranza, Maria Grazia
Liesiö, Juuso
11
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8
Li, Duan
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Journal of financial and quantitative analysis : JFQA
European journal of operational research : EJOR
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Finance : revue de l'Association Française de Finance
1
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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New operational approaches for financial modelling
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Omega : the international journal of management science
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Stochastic optimization: theory and applications
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Transportation research / E : an international journal
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ECONIS (ZBW)
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Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
Saved in:
2
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
Saved in:
3
Kernel search : an application to the index tracking problem
Guastaroba, G.
;
Speranza, Maria Grazia
- In:
European journal of operational research : EJOR
217
(
2012
)
1
,
pp. 54-68
Persistent link: https://www.econbiz.de/10009388675
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