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Global optimization for bilevel portfolio design : economic insights from the Dow Jones Index
González-Díaz, Julio; González-Rodríguez, Brais; … - In: Omega : the international journal of management science 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012514511
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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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Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina; Ponce, Diego; Puerto, Justo - In: European journal of operational research : EJOR 284 (2020) 2, pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
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Clustering and portfolio selection problems : a unified framework
Puerto, Justo; Rodríguez-Madrena, Moisés; Scozzari, Andrea - In: Computers & operations research : and their … 117 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012175449