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A risk index model for uncertain portfolio selection with background risk
Huang, Xiaoxia; Jiang, Guowei; Gupta, Pankaj; Mehlawat, … - In: Computers & operations research : and their … 132 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012595736
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Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
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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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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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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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Neural network-based mean-variance-skewness model for portfolio selection
Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Computers & operations research : and their … 35 (2008) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10003665721
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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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Finding compromise solutions in project portfolio selection with multiple experts by inverse optimization
Roland, Julien; Figueira, José Rui; De Smet, Yves - In: Computers & operations research : and their … 66 (2016), pp. 12-19
Persistent link: https://www.econbiz.de/10011428981