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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
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1
Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach
Ranković, Vladimir
;
Drenovak, Mikica
;
Urosevic, Branko
; …
- In:
Computers & operations research : and their …
72
(
2016
),
pp. 83-92
Persistent link: https://www.econbiz.de/10011488146
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2
Clustering and portfolio selection problems : a unified framework
Puerto, Justo
;
Rodríguez-Madrena, Moisés
;
Scozzari, Andrea
- In:
Computers & operations research : and their …
117
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012175449
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3
Minimizing the tracking error of cardinality constrained portfolios
Mutunge, Purity
;
Haugland, Dag
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011775221
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4
Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao
;
Shen, Siqian
;
Song, Yongjia
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
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5
Risk shaping of optimal electricity portfolios in the stochastic LCOE
theory
Lucheroni, Carlo
;
Mari, Carlo
- In:
Computers & operations research : and their …
96
(
2018
),
pp. 374-385
Persistent link: https://www.econbiz.de/10011870584
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6
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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7
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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8
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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9
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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10
A PROMETHEE-based approach to portfolio selection problems
Vetschera, Rudolf
;
Almeida, Adiel Teixeira de
- In:
Computers & operations research : and their …
39
(
2012
)
5
,
pp. 1010-1020
Persistent link: https://www.econbiz.de/10009407011
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