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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
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1
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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2
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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3
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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4
Algorithmic estimation of risk factors in financial markets with stochastic drift
Hernández, Janko
;
Saunders, David M.
;
Seco, Luis
- In:
Computers & operations research : and their …
39
(
2012
)
4
,
pp. 820-828
Persistent link: https://www.econbiz.de/10010217455
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5
Hybrid methods for lot sizing on parallel machines
Fiorotto, Diego Jacinto
;
Araujo, Silvio Alexandre de
; …
- In:
Computers & operations research : and their …
63
(
2015
),
pp. 136-148
Persistent link: https://www.econbiz.de/10011344141
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6
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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7
Solving a multi-objective dynamic stochastic districting and routing problem with a co-evolutionary algorithm
Lei, Hongtao
;
Wang, Rui
;
Laporte, Gilbert
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 12-24
Persistent link: https://www.econbiz.de/10011440347
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8
The multimode covering location problem
Colombo, Fabio
;
Cordone, Roberto
;
Lulli, Guglielmo
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 25-33
Persistent link: https://www.econbiz.de/10011440392
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9
Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.
;
Garín, María Araceli
;
Unzueta …
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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10
A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty
Lei, Chao
;
Lin, Wei-Hua
;
Miao, Lixin
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 75-89
Persistent link: https://www.econbiz.de/10011441259
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