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A surrogate similarity measure for the mean-variance frontier optimisation problem under bound and cardinality constraints
Guijarro Martinez, Francisco; Tsinaslanidis, Prodromos E. - In: Journal of the Operational Research Society 72 (2021) 3, pp. 564-579
Persistent link: https://www.econbiz.de/10012500970
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A similarity measure for the cardinality constrained frontier in the mean–variance optimization model
Guijarro Martinez, Francisco - In: Journal of the Operational Research Society 69 (2018) 6, pp. 928-945
Persistent link: https://www.econbiz.de/10012226397
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Optimizing a complex multi-objective personnel scheduling problem jointly complying with requests from customers and staff
Mansini, Renata; Zanella, Marina; Zanotti, Roberto - In: Omega : the international journal of management science 114 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10013448572
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Worst-case analysis of Omega-VaR ratio optimization model
Sehgal, Ruchika; Sharma, Amita; Mansini, Renata - In: Omega : the international journal of management science 114 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10013441559
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An optimization approach for a complex real-life container loading problem
Gajda, Mikele; Trivella, Alessio; Mansini, Renata; … - In: Omega : the international journal of management science 107 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014304683