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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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Robust portfolio selection for index tracking
Chen, Chen; Kwon, Roy H. - In: Computers & operations research : and their … 39 (2012) 4, pp. 829-837
Persistent link: https://www.econbiz.de/10010217456
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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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Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N.; Mourtas, Spyridon D.; … - In: Computers & operations research : and their … 138 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013040817
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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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A two-stage approach to the UCITS-constrained index-tracking problem
Strub, O.; Trautmann, Norbert - In: Computers & operations research : and their … 103 (2019), pp. 167-183
Persistent link: https://www.econbiz.de/10011991123
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Multiperiod portfolio investment using stochastic programming with conditional value at risk
Chen, Hung-Hsin; Yang, Chang-Biau - In: Computers & operations research : and their … 81 (2017), pp. 305-321
Persistent link: https://www.econbiz.de/10011656256
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Revisiting where are the hard knapsack problems? : via instance space analysis
Smith-Miles, Kate; Christiansen, Jeffrey; Muñoz, Mario … - In: Computers & operations research : and their … 128 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012439903