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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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Modeling supplier selection and the use of option contracts for global supply chain design
Xu, Ningxiong; Nozick, Linda K. - In: Computers & operations research : and their … 36 (2009) 10, pp. 2786-2800
Persistent link: https://www.econbiz.de/10003907009
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A decision rule for coordination of inventory and transportation in a two-stage supply chain with alternative supply sources
Çapar, Ismail; Ekşioğlu, Burak; Geunes, Joseph - In: Computers & operations research : and their … 38 (2011) 12, pp. 1696-1704
Persistent link: https://www.econbiz.de/10009155372
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Scheduling with an outsourcing option on both manufacturer and subcontractors
Mokhtari, Hadi; Abadi, Isa Nakhai Kamal - In: Computers & operations research : and their … 40 (2013) 5, pp. 1234-1242
Persistent link: https://www.econbiz.de/10009735551
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Comparing sourcing strategies in two-echelon supply chains
Sajadieh, Mohsen S.; Thorstenson, Anders - In: Computers & operations research : and their … 45 (2014), pp. 108-115
Persistent link: https://www.econbiz.de/10010251563
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Integrated cost optimization in a two-stage, automotive supply chain
Masoud, Sherif A.; Mason, Scott J. - In: Computers & operations research : and their … 67 (2016), pp. 1-11
Persistent link: https://www.econbiz.de/10011440344
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Supply chain coordination of fresh agricultural products based on consumer behavior
Yan, Bo; Chen, Xiaoxu; Cai, Congyan; Guan, Shiyan - In: Computers & operations research : and their … 123 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012286340
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Extended formulation and valid inequalities for the multi-item inventory lot-sizing problem with supplier selection
Cárdenas-Barrón, Leopoldo E.; Melo, Rafael A.; … - In: Computers & operations research : and their … 130 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012506541