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Robust optimization and portfolio selection : the cost of robustness
Gregory, Christine; Darby-Dowman, Ken; Mitra, Gautam - In: European journal of operational research : EJOR 212 (2011) 2, pp. 417-428
Persistent link: https://www.econbiz.de/10009010065
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Enhanced indexation based on second-order stochastic dominance
Roman, Diana; Mitra, Gautam; Zverovich, Victor - In: European journal of operational research : EJOR 228 (2013) 1, pp. 273-281
Persistent link: https://www.econbiz.de/10009734111
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An enumerative method for the solution of linear complementarity problems
Júdice, J. J. - In: European journal of operational research : EJOR 1 (1988), pp. 122-128
Persistent link: https://www.econbiz.de/10001065823
Cover Image
Enhanced indexation based on second-order stochastic dominance
Roman, Diana; Mitra, Gautam; Zverovich, Victor - In: European journal of operational research : EJOR 228 (2013) 1, pp. 273-281
Persistent link: https://www.econbiz.de/10010092339
Cover Image
Robust optimization and portfolio selection: The cost of robustness
Gregory, Christine; Darby-Dowman, Ken; Mitra, Gautam - In: European journal of operational research : EJOR 212 (2011) 2, pp. 417-429
Persistent link: https://www.econbiz.de/10008927224