Narrow search
Showing 1 - 5 of 5
Cover Image
A new and efficient algorithm for a class of portfolio selection problems
Pang, Jong-Shi - In: Operations research 28 (1980) 3,2, pp. 754-767
Persistent link: https://www.econbiz.de/10002629443
Cover Image
A parametric linear complementarity technique for optimal portfolio selection with a risk-free asset
Pang, Jong-Shi - In: Operations research 28 (1980) 4, pp. 927-941
Persistent link: https://www.econbiz.de/10002629445
Cover Image
A constructive approach to estimating pure characteristics demand models with pricing
Pang, Jong-shi; Su, Che-Lin; Lee, Yu-Ching - In: Operations research 63 (2015) 3, pp. 639-659
Persistent link: https://www.econbiz.de/10011292943
Cover Image
Exact penalization of generalized Nash equilibrium problems
Ba, Qin; Pang, Jong-shi - In: Operations research 70 (2022) 3, pp. 1448-1464
Persistent link: https://www.econbiz.de/10013366139
Cover Image
Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi; Pang, Jong-shi - In: Operations research 71 (2023) 2, pp. 397-414
Persistent link: https://www.econbiz.de/10014308587