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A note on "Portfolio selection under possibilistic mean-variance utility and a SMO algorithm"
Corazza, Marco - In: European journal of operational research : EJOR 288 (2021) 1, pp. 343-345
Persistent link: https://www.econbiz.de/10012496566
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An interval portfolio selection problem based on regret function
Giove, Silvio; Funari, Stefania; Nardelli, Carla - In: European journal of operational research : EJOR 170 (2006) 1, pp. 253-264
Persistent link: https://www.econbiz.de/10006641071
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Incomplete pairwise comparison and consistency optimization
Fedrizzi, Michele; Giove, Silvio - In: European journal of operational research : EJOR 183 (2007) 1, pp. 303-313
Persistent link: https://www.econbiz.de/10007738950
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On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem
Corazza, Marco; Favaretto, Daniela - In: European journal of operational research : EJOR 176 (2007) 3, pp. 1947-1960
Persistent link: https://www.econbiz.de/10007391528