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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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A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
Kizys, Renatas; Doering, Jana; Juan, Angel A.; Polat, Onur - In: Computers & operations research : and their … 139 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013342721
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Robust hedging strategies
Fonseca, Raquel J.; Rustem, Berç - In: Computers & operations research : and their … 39 (2012) 11, pp. 2528-2536
Persistent link: https://www.econbiz.de/10009552435
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Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling
Chang, Kuo-Hwa; Young, Michael Nayat - In: Computers & operations research : and their … 112 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012109173
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Valuation of commodity derivatives with an unobservable convenience yield
Anh Ngoc Lai; Mellios, Constantin - In: Computers & operations research : and their … 66 (2016), pp. 402-414
Persistent link: https://www.econbiz.de/10011429130
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A novel passenger recovery approach for the integrated airline recovery problem
Maher, Stephen J. - In: Computers & operations research : and their … 57 (2015), pp. 123-137
Persistent link: https://www.econbiz.de/10010495389
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Tabu search for the cyclic bandwidth problem
Rodriguez-Tello, Eduardo; Romero-Monsivais, Hillel; … - In: Computers & operations research : and their … 57 (2015), pp. 17-32
Persistent link: https://www.econbiz.de/10010495421
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Multistart search for the cyclic cutwidth minimization problem
Cavero, Sergio; Pardo, Eduardo G.; Laguna, Manuel; … - In: Computers & operations research : and their … 126 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012425916
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Comparison of the number of nodes explored by cyclic best first search with depth contour and best first search
Zhang, Wenda; Sauppe, Jason J.; Jacobson, Sheldon H. - In: Computers & operations research : and their … 126 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012425956
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Tabu search and iterated local search for the cyclic bottleneck assignment problem
Li, Xiangyong; Zhu, Lanjian; Baki, Mohammed Fazle; … - In: Computers & operations research : and their … 96 (2018), pp. 120-130
Persistent link: https://www.econbiz.de/10011870496