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Multi-horizon Markowitz portfolio performance appraisals : a general approach
Briec, Walter; Kerstens, Kristiaan - In: Omega : the international journal of management science 37 (2009) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10003767274
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Use of stochastic and mathematical programming in portfolio theory and practice
Ziemba, William T. - 2009
Persistent link: https://www.econbiz.de/10003811723
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A reactive greedy randomized adaptive search procedure for a mixed integer portfolio optimization problem
Anagnostopoulos, K. P.; Chatzoglou, P. D.; Katsavounis, S. - In: Managerial finance 36 (2010) 12, pp. 1057-1065
Persistent link: https://www.econbiz.de/10008778145
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SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
Yang, Feng; Song, Shiling; Huang, Wei; Xia, Qiong - In: Mathematics in business management : [International …, (pp. 535-547). 2015
Persistent link: https://www.econbiz.de/10011488544
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Using compromise programming in a stock market pricing model
Ballestero, Enrique - In: Research and practice in multiple criteria decision …, (pp. 388-399). 2000
Persistent link: https://www.econbiz.de/10001498022
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Programming languages and systems in computational economics and finance
Nielsen, Søren S. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001691760
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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan (ed.) - 2000
Persistent link: https://www.econbiz.de/10001510446
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Applying Particle Swarm Optimization : New Solutions and Cases for Optimized Portfolios
Adıgüzel Mercangöz, Burcu (ed.) - 2021 - 1st ed. 2021.
Part I: Applying Particle Swarm Optimization to Portfolio Optimization -- 1. Utility: Theories and Models -- 2. Portfolio Optimization -- 3. Behavioral Portfolio Theory -- 4. A Comparative Study on PSO with Other Metaheuristic Methods -- 5. Mathematical Model of Particle Swarm Optimization:...
Persistent link: https://www.econbiz.de/10012519945
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M♮-convexity and its applications in operations
Chen, Xin; Li, Menglong - In: Operations research 69 (2021) 5, pp. 1396-1408
Persistent link: https://www.econbiz.de/10012660187
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An exact algorithm for small-cardinality constrained portfolio optimisation
Graham, David I.; Craven, Matthew J. - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1415-1431
Persistent link: https://www.econbiz.de/10012588895