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Worst-case portfolio optimization in discrete time
Chen, Lihua; Korn, Ralf - In: Mathematical methods of operations research 90 (2019) 2, pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
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Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel; Ṥikić, Mario - In: Mathematical methods of operations research 90 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
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On f-domination : polyhedral and algorithmic results
Dell'Amico, Mauro; Neto, José - In: Mathematical methods of operations research 90 (2019) 1
Persistent link: https://www.econbiz.de/10012116611
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FEMOEA : a fast and efficient multi-objective evolutionary algorithm
Redondo, J. L.; Fernández, J.; Ortigosa, P. M. - In: Mathematical methods of operations research 85 (2017) 1, pp. 113-135
Persistent link: https://www.econbiz.de/10011714346
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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An optimal subgradient algorithm for large-scale bound-constrained convex optimzation
Ahookhosh, Masoud; Neumaier, Arnold - In: Mathematical methods of operations research 86 (2017) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10011714390
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun; Li, Xun; Cui, Xiangyu - In: Mathematical methods of operations research 85 (2017) 3, pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
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Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian; Xiao, Qingxian - In: Mathematical methods of operations research 85 (2017) 3, pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
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Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz; Przyłuski, Michał; … - In: Mathematical methods of operations research 86 (2017) 3, pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
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A generalized approximation framework for fractional network flow and packing problems
Holzhauser, Michael; Krumke, Sven O. - In: Mathematical methods of operations research 87 (2018) 1, pp. 19-50
Persistent link: https://www.econbiz.de/10011873713