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Solving non-linear portfolio optimization problems with interval analysis
Xu, Xiaoning; He, Feng; Rong, Chen; Zhang, Qingzhi - In: Journal of the Operational Research Society : OR 66 (2015) 6, pp. 885-893
Persistent link: https://www.econbiz.de/10011378789
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A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem
Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of the Operational Research Society : OR 67 (2016) 10, pp. 1259-1273
Persistent link: https://www.econbiz.de/10011590574
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Portfolio selection under DEA-based relative financial strength indicators : case of US industries
Edirisinghe, N. C. P.; Zhang, X. - In: Journal of the Operational Research Society : OR 59 (2008) 6, pp. 842-856
Persistent link: https://www.econbiz.de/10003726282
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A portfolio model for performance assessment : the Financial Times MBA ranking
Jessop, A. - In: Journal of the Operational Research Society : OR 61 (2010) 4, pp. 632-639
Persistent link: https://www.econbiz.de/10003970054
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Monte Carlo scenario generation for retail loan portfolios
Breeden, J. L.; Ingram, D. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 399-410
Persistent link: https://www.econbiz.de/10003945456
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Modelling credit risk of portfolio of consumer loans
Malik, M.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 411-420
Persistent link: https://www.econbiz.de/10003945457
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Optimal project portfolio selection with carryover constraint
Gurgur, C. - In: Journal of the Operational Research Society : OR 60 (2009) 12, pp. 1649-1657
Persistent link: https://www.econbiz.de/10003923224
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Mean-variance portfolio rebalancing with transaction costs and funding changes
Glen, J. J. - In: Journal of the Operational Research Society : OR 62 (2011) 4, pp. 667-676
Persistent link: https://www.econbiz.de/10008987991
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A portfolio approach to managing procurement risk using multi-stage stochastic programming
Shi, Y.; Wu, F.; Chu, L. K.; Sculli, D.; Xu, Y. H. - In: Journal of the Operational Research Society : OR 62 (2011) 11, pp. 1958-1970
Persistent link: https://www.econbiz.de/10009377772
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Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu; Li, Duan; Yan, Jia-an - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708