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An alternative approach to portfolio selection problem via stochastic differential delay equations
Viaşu, Ioana - In: Review of economic studies and research Virgil Madgearu 8 (2015) 2, pp. 125-136
Persistent link: https://www.econbiz.de/10011719883
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Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
Branke, Jürgen; Scheckenbach, B.; Stein, Michael; Deb, K. - In: European journal of operational research : EJOR 199 (2009) 3, pp. 684-693
Persistent link: https://www.econbiz.de/10003900045
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Portfolio optimization with risk control by stochastic dominance constraints
Dentcheva, Darinka; Ruszczyński, Andrzej P. - In: Stochastic programming : the state of the art ; in …, (pp. 189-211). 2011
Persistent link: https://www.econbiz.de/10008798656
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Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent risk measures
Borgonovo, Emanuele; Peccati, Lorenzo - 2010
Persistent link: https://www.econbiz.de/10003964884
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Robust portfolio optimization with a hybrid heuristic algorithm
Fastrich, Björn; Winker, Peter - In: Computational Management Science : CMS 9 (2012) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10009426597
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Multi-objective portfolio optimization considering the dependence structure of asset returns
Babaei, Sadra; Sepehri, Mohammad Mehdi; Babaei, Edris - In: European journal of operational research : EJOR 244 (2015) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10010531892
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Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng - In: European journal of operational research : EJOR 245 (2015) 2, pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
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Robust multiobject optimization & applications in portfolio optimization
Fliege, Jörg; Werner, Ralf - In: European journal of operational research : EJOR 234 (2014) 2, pp. 422-433
Persistent link: https://www.econbiz.de/10010356739
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Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10010237997
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Robust asset allocation strategies : relaxed versus classical robustness
Recchia, Raffaela; Scutellà, Maria Grazia - In: IMA journal of management mathematics 25 (2014) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10010242806