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type:"article"
~person:"Speranza, Maria Grazia"
~subject:"Portfolio selection"
~subject:"USA"
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Portfolio selection
USA
Mathematical programming
30
Mathematische Optimierung
30
Theorie
27
Theory
27
Tourenplanung
11
Vehicle routing problem
11
Portfolio-Management
7
Heuristics
6
Heuristik
6
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5
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5
Betriebliche Standortwahl
4
Firm location choice
4
Linear programming
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Mixed integer linear programming
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Enhanced index tracking
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Fairness
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Ganzzahlige Optimierung
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Risk measure
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Congestion
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Kosten
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English
9
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Speranza, Maria Grazia
Li, Duan
9
Post, Thierry
9
Steuer, Ralph E.
9
Ben Abdelaziz, Fouad
8
Cesarone, Francesco
8
Fabozzi, Frank J.
8
Kwon, Roy H.
8
Zhang, Wei-guo
8
Chen, Zhiping
7
De Causmaecker, Patrick
7
Kim, Woo Chang
7
Mavrotas, George
7
Puerto, Justo
7
Qi, Yue
7
Rousseau, Louis-Martin
7
Scozzari, Andrea
7
Dolgui, Alexandre
6
Hassapis, Christis
6
Kim, Jang Ho
6
Korn, Ralf
6
Lejeune, Miguel A.
6
Mansini, Renata
6
Pisinger, David
6
Steffensen, Mogens
6
Tardella, Fabio
6
Vanden Berghe, Greet
6
Xidonas, Panos
6
Xu, Fengmin
6
Zagst, Rudi
6
Burke, Edmund K.
5
Consigli, Giorgio
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Gendreau, Michel
5
Gupta, Surendra M.
5
Keykhaei, Reza
5
Lee, Yongjae
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Lodi, Andrea
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European journal of operational research : EJOR
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]
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of banking & finance
1
Omega : the international journal of management science
1
Stochastic optimization: theory and applications
1
Transportation research / E : an international journal
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ECONIS (ZBW)
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Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
2
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:
3
A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.
;
Guastaroba, Gianfranco
;
Speranza, Maria Grazia
- In:
Omega : the international journal of management science
65
(
2016
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
Saved in:
4
Introducing a preliminary consists selection in the locomotive assignment problem
Piu, Francesco
;
Kumar, V. Prem
;
Bierlaire, Michel
; …
- In:
Transportation research / E : an international journal
82
(
2015
),
pp. 217-237
Persistent link: https://www.econbiz.de/10011410058
Saved in:
5
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:
6
The locomotive assignment problem : a survey on optimization models
Piu, F.
;
Speranza, Maria Grazia
- In:
International transactions in operational research : …
21
(
2014
)
3
,
pp. 327-352
Persistent link: https://www.econbiz.de/10010373867
Saved in:
7
A comparison of MAD and CVaR models with real features
Angelelli, Enrico
;
Mansini, Renata
;
Speranza, Maria Grazia
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1188-1197
Persistent link: https://www.econbiz.de/10003749162
Saved in:
8
Linear models for portfolio selection and their application to the Milano stock market
Speranza, Maria Grazia
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 320-333)
.
1994
Persistent link: https://www.econbiz.de/10001285716
Saved in:
9
Linear programming models for portfolio optimization
Speranza, Maria Grazia
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10001151808
Saved in:
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