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Single criterion vs. multi-criteria optimal stopping methods for portfolio management
Ben Abdelaziz, Fouad; Mallek, Ray Saadaoui; Masmoudi, Meryem - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1557-1567
Persistent link: https://www.econbiz.de/10012228252
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Optimal portfolio choice with benchmarks
Bernard, Carole; De Staelen, Rob H.; Vanduffel, Steven - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1600-1621
Persistent link: https://www.econbiz.de/10012214351
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A multiobjective interval portfolio framework for supporting investor's preferences under different risk assumptions
Henriques, Carla Oliveira; Neves, Elisabete Duarte - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1639-1661
Persistent link: https://www.econbiz.de/10012214353
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Data-driven satisficing measure and ranking
Huang, Wenjie - In: Journal of the Operational Research Society 71 (2020) 3, pp. 456-474
Persistent link: https://www.econbiz.de/10012216628
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Sparse and robust portfolio selection via semi-definite relaxation
Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; … - In: Journal of the Operational Research Society 71 (2020) 5, pp. 687-699
Persistent link: https://www.econbiz.de/10012216744
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Examining the effect of different configuration issues of the multiobjective evolutionary algorithms on the efficient frontier formulation for the constrained portfolio optimizatio...
Liagkouras, Konstantinos; Metaxiotis, Konstantinos - In: Journal of the Operational Research Society 69 (2018) 3, pp. 416-438
Persistent link: https://www.econbiz.de/10012225118
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Optimization of Value-at-Risk : computational aspects of MIP formulations
Pavlikov, Konstantin; Veremyev, Alexander; Pasiliao, … - In: Journal of the Operational Research Society 69 (2018) 5, pp. 676-690
Persistent link: https://www.econbiz.de/10012225846
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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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On the increasing importance of multiple criteria decision aid methods for portfolio selection
Aouni, Belaïd; Doumpos, Michalis; Pérez-Gladish, Blanca; … - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1525-1542
Persistent link: https://www.econbiz.de/10012228234
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A Shariah-compliant portfolio selection model
Masri, Hatem - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1568-1575
Persistent link: https://www.econbiz.de/10012228259