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Operations research letters
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Portfolio selection with parameter uncertainty under maxmin mean-variance criterion
Yu, Xingying
;
Shen, Yang
;
Li, Xiang
;
Fan, Kun
- In:
Operations research letters
48
(
2020
)
6
,
pp. 720-724
Persistent link: https://www.econbiz.de/10012430078
Saved in:
2
Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
;
Xu, Zuo Quan
- In:
Operations research letters
44
(
2016
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
Saved in:
3
On the complexity of the single machine scheduling problem minimizing total weighted delay penalty
Vásquez, Óscar C.
- In:
Operations research letters
42
(
2014
)
5
,
pp. 343-347
Persistent link: https://www.econbiz.de/10010404393
Saved in:
4
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
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