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Dual inequalities for stabilized column generation revisited

Gschwind, Timo; Irnich, Stefan - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 175-194

Persistent link: https://www.econbiz.de/10011453820

On redundancy in systems of linear inequalities

Telgen, J. - 1977

Persistent link: https://www.econbiz.de/10001563009

A comparison between goal programming and regression analysis for portfolio selection

Tamiz, Mehrdad - In: Multiple criteria decision making : proceedings of the …, (pp. 421-432). 1997

Persistent link: https://www.econbiz.de/10001320327

Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models

Kukush, Alexander (contributor); Malenko, Andrii (contributor) - 2006

Persistent link: https://www.econbiz.de/10003395315

Robust Portfolio Optimization Under Sampling Error : Estimation of Sampling Error in Small Eigen Value by Semidefinite Programming

Minami, Seiji - 2013

The optimized portfolio that is calculated by a covariance matrix has large sensitivities to small eigen values of the covariance matrix. Estimation of sampling errors for small eigen values is quite important for fund managers who construct their portfolios from estimated covariance matrixes....

Persistent link: https://www.econbiz.de/10013079251

A new approach for data editing and imputation

Delgado-Quintero, Sergio; Salazar-González, Juan-José - In: Mathematical methods of operations research 68 (2008) 3, pp. 407-428

Persistent link: https://www.econbiz.de/10003816217

Numerical policy error bounds for -concave stochastic dynamic programming with non-interior solutions

Li, Huiyu - In: Computational economics 46 (2015) 2, pp. 171-187

Persistent link: https://www.econbiz.de/10011478449

Robust tracking error portfolio selection with worst-case downside risk measures

Ling, Aifan; Sun, Jie; Yang, Xiaoguang - In: Journal of economic dynamics & control 39 (2014), pp. 178-207

Persistent link: https://www.econbiz.de/10010388754

Asset pricing models with measurement error problems : a new framework with Compact Genetic Algorithms

Diyarbakirlioglu, Erkin; Desban, Marc; Lajili Jarjir, Souad - In: Finance : revue de l'Association Française de Finance 43 (2022) 2, pp. 1-78

Persistent link: https://www.econbiz.de/10014253276

On safe tractable approximations of chance-constrained linear matrix inequalities

Ben-Tal, Aharon; Nemirovski, Arkadi - In: Mathematics of operations research 34 (2009) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10003869885

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