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International portfolio choice and political instability risk : a multi-objective approach
Smimou, Kamal - In: European journal of operational research : EJOR 234 (2014) 2, pp. 546-560
Persistent link: https://www.econbiz.de/10010358426
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Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization
Rooderkerk, Robert P.; Heerde, Harald J. van - In: European journal of operational research : EJOR 250 (2016) 3, pp. 842-854
Persistent link: https://www.econbiz.de/10011445338
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Portfolio selection in a multi-moment setting : a simple Monte-Carlo-FDH algorithm
Nalpas, Nicolas; Simar, Léopold; Vanhems, Anne - In: European journal of operational research : EJOR 263 (2017) 1, pp. 308-320
Persistent link: https://www.econbiz.de/10011793859
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Optimal benchmarking for active portfolio managers
Lioui, Abraham; Poncet, Patrice - In: European journal of operational research : EJOR 226 (2013) 2, pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
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Good deals and benchmarks in robust portfolio selection
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 250 (2016) 2, pp. 666-678
Persistent link: https://www.econbiz.de/10011441733
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Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van; Forsyth, Peter A.; Li, Yuying - In: European journal of operational research : EJOR 313 (2024) 2, pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
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An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo; Wang, Ying-luo - In: European journal of operational research : EJOR 184 (2008) 1, pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
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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