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Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
Kaucic, Massimiliano - In: Computers & operations research : and their … 109 (2019), pp. 300-316
Persistent link: https://www.econbiz.de/10012065063
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Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression : a multi-stage stochastic integer programming approach
Maier, Sebastian; Polak, John W.; Gann, David M. - In: Computers & operations research : and their … 115 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012162625
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Minimizing the tracking error of cardinality constrained portfolios
Mutunge, Purity; Haugland, Dag - In: Computers & operations research : and their … 90 (2018), pp. 33-41
Persistent link: https://www.econbiz.de/10011775221
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Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao; Shen, Siqian; Song, Yongjia - In: Computers & operations research : and their … 90 (2018), pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
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An optimization portfolio decision model of life cycle activity-based costing with carbon footprint constraints for hybrid green power strategies
Yang, Chih Hao - In: Computers & operations research : and their … 96 (2018), pp. 256-271
Persistent link: https://www.econbiz.de/10011870566
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Solving a comprehensive model for multiobjective project portfolio selection
Carazo, A. F.; Gómez, Trinidad; Molina, Julián; … - In: Computers & operations research : and their … 37 (2010) 4, pp. 630-639
Persistent link: https://www.econbiz.de/10003944408
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A portfolio optimization model with three objectives and discrete variables
Anagnostopoulos, K. P.; Mamanis, G. - In: Computers & operations research : and their … 37 (2010) 7, pp. 1285-1297
Persistent link: https://www.econbiz.de/10003945048
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A model of portfolio optimization using time adapting genetic network programming
Chen, Yan; Mabu, Shingo; Hirasawa, Kotaro - In: Computers & operations research : and their … 37 (2010) 10, pp. 1697-1707
Persistent link: https://www.econbiz.de/10003963093
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A robust mean absolute deviation model for portfolio optimization
Moon, Yongma; Yao, Tao - In: Computers & operations research : and their … 38 (2011) 9, pp. 1251-1258
Persistent link: https://www.econbiz.de/10008907192
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A novel micro-population immune multiobjective optimization algorithm
Lin, Qiuzhen; Chen, Jianyong - In: Computers & operations research : and their … 40 (2013) 6, pp. 1590-1601
Persistent link: https://www.econbiz.de/10009751547