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~isPartOf:"European journal of operational research : EJOR"
~person:"Gao, Jianjun"
~person:"Mehrotra, Sanjay"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Portfolio selection
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Gao, Jianjun
Mehrotra, Sanjay
Laporte, Gilbert
31
Gendreau, Michel
30
Lim, Andrew
25
Cheng, T. C. E.
23
Vanhoucke, Mario
22
Zhu, Joe
22
Kao, Chiang
20
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Teunter, Ruud H.
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14
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Escudero, Laureano F.
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Ruiz, Rubén
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Savelsbergh, Martin W. P.
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11
Pinedo, Michael
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European journal of operational research : EJOR
INFORMS journal on computing : JOC
2
Operations research
2
INFORMS journal on optimization
1
Journal of economic dynamics & control
1
Operational research : an international journal
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ECONIS (ZBW)
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1
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
Saved in:
2
Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Hu, Jian
;
Homem-de-Mello, Tito
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
232
(
2014
)
3
,
pp. 572-583
Persistent link: https://www.econbiz.de/10010224961
Saved in:
3
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
Saved in:
4
Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
Luo, Fengqiao
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
278
(
2019
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10012102588
Saved in:
5
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
Saved in:
6
On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
279
(
2019
)
2
,
pp. 296-307
Persistent link: https://www.econbiz.de/10012110699
Saved in:
7
Robust decision making using a general utility set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
8
An algorithm for stochastic convex-concave fractional programs with applications to production efficiency and equitable resource allocation
Dey, Shibshankar
;
Kim, Cheolmin
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
315
(
2024
)
3
,
pp. 980-990
Persistent link: https://www.econbiz.de/10014566055
Saved in:
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