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Sparse and robust portfolio selection via semi-definite relaxation
Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; … - In: Journal of the Operational Research Society 71 (2020) 5, pp. 687-699
Persistent link: https://www.econbiz.de/10012216744
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Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
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On nonparametric predictive inference for asset and European option trading in the binomial tree model
Chen, Junbin; Coolen, Frank P. A.; Coolen-Maturi, Tahani - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1678-1691
Persistent link: https://www.econbiz.de/10012214367
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Aggregating exponential gradient expert advice for online portfolio selection
Yang, Xingyu; He, Jin'an; Zhang, Yong - In: Journal of the Operational Research Society 73 (2022) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10013170165
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Cardinality-constrained programs with nonnegative variables and an SCA method
Jiang, Zhongyi; Wu, Baiyi; Hu, Qiying; Zheng, Xiaojin - In: Journal of the Operational Research Society 73 (2022) 3, pp. 634-652
Persistent link: https://www.econbiz.de/10013170169
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Financial modelling with multiple criteria decision making : a systematic literature review
Almeida-Filho, Adiel T. de; Silva, Diogo Ferreira de Lima; … - In: Journal of the Operational Research Society 72 (2021) 10, pp. 2161-2179
Persistent link: https://www.econbiz.de/10012653146
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Stochastic multi-attribute acceptability analysis-based heuristic algorithms for multi-attribute project portfolio selection and scheduling problem
Song, Shiling; Wei, Tingting; Yang, Feng; Xia, Qiong - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1373-1389
Persistent link: https://www.econbiz.de/10012588892
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An exact algorithm for small-cardinality constrained portfolio optimisation
Graham, David I.; Craven, Matthew J. - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1415-1431
Persistent link: https://www.econbiz.de/10012588895
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From approximate to exact probability models in dynamic portfolio decision theory
Butt, Nabeel - In: Journal of the Operational Research Society 72 (2021) 2, pp. 268-280
Persistent link: https://www.econbiz.de/10012500937
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A surrogate similarity measure for the mean-variance frontier optimisation problem under bound and cardinality constraints
Guijarro Martinez, Francisco; Tsinaslanidis, Prodromos E. - In: Journal of the Operational Research Society 72 (2021) 3, pp. 564-579
Persistent link: https://www.econbiz.de/10012500970