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~isPartOf:"International transactions in operational research : a journal of the International Federation of Operational Research Societies"
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Mathematical programming
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Portfolio selection
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augmented Lagrangian algorithm
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equity and liability
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Dai, Yu-Hong
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Bian, Wei
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
Les cahiers du GERAD
3
Mathematical methods of operations research : ZOR
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Asia-Pacific Journal of Operational Research (APJOR)
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Computers & operations research : an international journal
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ECONIS (ZBW)
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New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Meihua, Wang
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2640-2664
Persistent link: https://www.econbiz.de/10014261199
Saved in:
2
Preface to the special issue on data-driven optimization
Bian, Wei
;
Dai, Yu-Hong
;
Ding, Chao
;
Wang, Xiao
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 5
Persistent link: https://www.econbiz.de/10012630717
Saved in:
3
Special issue: data-driven optimization
Bian, Wei
(
ed.
);
Dai, Yu-Hong
(
ed.
);
Ding, Chao
(
ed.
); …
-
2022
Persistent link: https://www.econbiz.de/10012630776
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