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Robust multiperiod portfolio management in the presence of transaction costs
Bertsimas, Dimitris; Pachamanova, Dessislava A. - In: Computers & operations research : and their … 35 (2008) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10003665715
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Quadratic programming with transaction costs
Best, Michael J.; Hlouskova, Jaroslava - In: Computers & operations research : and their … 35 (2008) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10003665718
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Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi; … - In: Computers & operations research : and their … 104 (2019), pp. 239-255
Persistent link: https://www.econbiz.de/10011991228
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A tabu search approach for the livestock collection problem
Oppen, Johan; Løkketangen, Arne - In: Computers & operations research : and their … 35 (2008) 10, pp. 3213-3229
Persistent link: https://www.econbiz.de/10003713043
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Computation of approximate α-points for large scale single machine scheduling problem
Gu, Han Yu - In: Computers & operations research : and their … 35 (2008) 10, pp. 3262-3275
Persistent link: https://www.econbiz.de/10003713054
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Approximate dynamic programming for link scheduling in wireless mesh networks
Papadaki, Katerina; Friderikos, Vasilis - In: Computers & operations research : and their … 35 (2008) 12, pp. 3848-3859
Persistent link: https://www.econbiz.de/10003732047
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A heuristic manipulation technique for the sequential ordering problem
Montemanni, Roberto; Smith, D. H.; Gambardella, L. M. - In: Computers & operations research : and their … 35 (2008) 12, pp. 3931-3944
Persistent link: https://www.econbiz.de/10003732179
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A path-relinking approach for a bi-criteria disassembly sequencing problem
Adenso-Díaz, Belarmino; García-Carbajal, Santiago; … - In: Computers & operations research : and their … 35 (2008) 12, pp. 3989-3997
Persistent link: https://www.econbiz.de/10003732228
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Algorithms for a realistic variant of flowshop scheduling
Naderi, Bahman; Ruiz, Rubén; Zandieh, M. - In: Computers & operations research : and their … 37 (2010) 2, pp. 236-246
Persistent link: https://www.econbiz.de/10003898982
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The best-fit heuristic for the rectangular strip packing problem : an efficient implementation and the worst-case approximation ratio
Imahori, Shinji; Yagiura, Mutsunori - In: Computers & operations research : and their … 37 (2010) 2, pp. 325-333
Persistent link: https://www.econbiz.de/10003899024