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An interval portfolio selection problem based on regret function
Giove, Silvio; Funari, Stefania; Nardelli, Carla - In: European journal of operational research : EJOR 170 (2006) 1, pp. 253-264
Persistent link: https://www.econbiz.de/10006641071
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Incomplete pairwise comparison and consistency optimization
Fedrizzi, Michele; Giove, Silvio - In: European journal of operational research : EJOR 183 (2007) 1, pp. 303-313
Persistent link: https://www.econbiz.de/10007738950
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Aggregation functions with non-monotonic measures
Cardin, Marta; Giove, Silvio - In: Fuzzy economic review : the review of the International … 13 (2008) 2, pp. 3-15
Persistent link: https://www.econbiz.de/10009905890
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Searching for Fractal Structure in Agricultural Futures Markets
Corazza, Marco; Malliaris, A.G.; Nardelli, Carla - In: The journal of futures markets 17 (1997) 4, pp. 433-474
Persistent link: https://www.econbiz.de/10007373611
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On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem
Corazza, Marco; Favaretto, Daniela - In: European journal of operational research : EJOR 176 (2007) 3, pp. 1947-1960
Persistent link: https://www.econbiz.de/10007391528
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Multi-fractality in foreign currency markets
Corazza, Marco; Malliaris, A. G. - In: Multinational finance journal : MF ; quarterly … 6 (2002) 2, pp. 65-98
Persistent link: https://www.econbiz.de/10009879249