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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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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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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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Two-stage international portfolio models with higher moment risk measures
He, Xiaolei; Zhang, Weiguo - In: Computers & operations research : and their … 154 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
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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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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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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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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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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