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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.; Wang, S.-M.; Chen, James-C. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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Non-separation in the mean-lower-partial-moment portfolio optimization problem
Brogan, Anita J.; Stidham, Shaler - In: European journal of operational research : EJOR 184 (2008) 2, pp. 701-710
Persistent link: https://www.econbiz.de/10003768334
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Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-chun; Liu, Yi-ting - In: European journal of operational research : EJOR 185 (2008) 1, pp. 393-404
Persistent link: https://www.econbiz.de/10003768790
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Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
Branke, Jürgen; Scheckenbach, B.; Stein, Michael; Deb, K. - In: European journal of operational research : EJOR 199 (2009) 3, pp. 684-693
Persistent link: https://www.econbiz.de/10003900045
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Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Hirschberger, Markus; Qi, Yue; Steuer, Ralph E. - In: European journal of operational research : EJOR 204 (2010) 3, pp. 581-588
Persistent link: https://www.econbiz.de/10003955972
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Applying simulation optimization to the asset allocation of a property–casualty insurer
Yu, Tzu-yi; Tsai, Chenghsien; Huang, Hsiao-tzu - In: European journal of operational research : EJOR 207 (2010) 1, pp. 499-507
Persistent link: https://www.econbiz.de/10003997291
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A hybrid immune multiobjective optimization algorithm
Chen, Jianyong; Lin, Qiuzhen; Ji, Zhen - In: European journal of operational research : EJOR 204 (2010) 2, pp. 294-302
Persistent link: https://www.econbiz.de/10003947126
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Dynamic portfolio optimization with risk control for absolute deviation model
Yu, Mei; Takahashi, Satoru; Inoue, Hiroshi; Wang, Shouyang - In: European journal of operational research : EJOR 201 (2010) 2, pp. 349-364
Persistent link: https://www.econbiz.de/10003924478
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A multiobjective immune algorithm based on a multiple-affinity model
Hu, Zhi-hua - In: European journal of operational research : EJOR 202 (2010) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10003960010
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An algebraic approach to integer portfolio problems
Castro, Francisco de; Gago Vargas, Manuel Jesús; … - In: European journal of operational research : EJOR 210 (2011) 3, pp. 647-659
Persistent link: https://www.econbiz.de/10008990053