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Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.; Gabl, Markus; Maggioni, Francesca; … - In: European journal of operational research : EJOR 299 (2022) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
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Bounds for probabilistic programming with application to a blend planning problem
Peng, Shen; Maggioni, Francesca; Lisser, Abdel - In: European journal of operational research : EJOR 297 (2022) 3, pp. 964-976
Persistent link: https://www.econbiz.de/10013261798
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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu; Gao, Jianjun; Shi, Yun; Zhu, Shushang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
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Stochastic optimization models for a bike-sharing problem with transshipment
Maggioni, Francesca; Cagnolari, Matteo; Bertazzi, Luca; … - In: European journal of operational research : EJOR 276 (2019) 1, pp. 272-283
Persistent link: https://www.econbiz.de/10011997882
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A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
Cavagnini, Rossana; Bertazzi, Luca; Maggioni, Francesca - In: European journal of operational research : EJOR 301 (2022) 3, pp. 912-922
Persistent link: https://www.econbiz.de/10013267796