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Finding compromise solutions in project portfolio selection with multiple experts by inverse optimization
Roland, Julien; Figueira, José Rui; De Smet, Yves - In: Computers & operations research : and their … 66 (2016), pp. 12-19
Persistent link: https://www.econbiz.de/10011428981
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Optimal management of wind and solar energy resources
Thomaidis, Nikolaos S.; Santos-Alamillos, Francisco J.; … - In: Computers & operations research : and their … 66 (2016), pp. 284-291
Persistent link: https://www.econbiz.de/10011429020
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Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs
Mendes, Ronã Rinston Amaury; Paiva, A. P.; Peruchi, R. S. - In: Computers & operations research : and their … 66 (2016), pp. 434-444
Persistent link: https://www.econbiz.de/10011429147
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Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach
Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; … - In: Computers & operations research : and their … 72 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011488146
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Optimal investment and consumption under partial information
Lindensjö, Kristoffer - In: Mathematical methods of operations research 83 (2016) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N.; Mourtas, Spyridon D.; … - In: Computers & operations research : and their … 138 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013040817
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Portfolio optimization for inventory financing : copula-based approaches
Zhi, Bangdong; Wang, Xiaojun; Xu, Fangming - In: Computers & operations research : and their … 136 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012629571
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Portfolio decision analysis with a generalized balance approach
Özpeynirci, Selin; Özpeynirci, Özgür; Mousseau, Vincent - In: Computers & operations research : and their … 142 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013197704
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A combinatorial optimization approach to scenario filtering in portfolio selection
Puerto, Justo; Ricca, Federica; Rodríguez-Madrena, Moisés - In: Computers & operations research : and their … 142 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013197730
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Revisiting where are the hard knapsack problems? : via instance space analysis
Smith-Miles, Kate; Christiansen, Jeffrey; Muñoz, Mario … - In: Computers & operations research : and their … 128 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012439903