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~subject:"Portfolio selection"
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Nonlinear programming
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Portfolio selection
Mathematische Optimierung
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Korn, Ralf
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9
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Mavrotas, George
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Qi, Yue
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Satchell, Stephen
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Schied, Alexander
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Speranza, Maria Grazia
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Takahashi, Akihiko
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Topaloglou, Nikolas
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Zenios, Stauros Andrea
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Zopounidis, Constantin
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Best, Michael J.
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Cajas, Dany
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Chen, Jingnan
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Consigli, Giorgio
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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European journal of operational research : EJOR
122
Finance and stochastics
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International journal of theoretical and applied finance
28
Computational economics
26
Computers & operations research : and their applications to problems of world concern ; an international journal
26
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26
Research paper series / Swiss Finance Institute
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Finance research letters
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Journal of the Operational Research Society
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Mathematics and financial economics
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research
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OR spectrum : quantitative approaches in management
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Swiss Finance Institute Research Paper
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Journal of banking & finance
15
Journal of mathematical finance
15
Operations research letters
15
The journal of asset management
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
Computational Management Science : CMS
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Omega : the international journal of management science
12
INFOR : information systems and operational research
11
Mathematics of operations research
11
Risks : open access journal
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Economic modelling
10
International transactions in operational research : a journal of the International Federation of Operational Research Societies
10
Mathematical methods of operations research
10
Operations research perspectives
10
Optimizing optimization : the next generation of optimization applications and theory
10
Annals of finance
9
International journal of financial engineering
9
Journal of the Operational Research Society : OR
9
Working papers
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Journal of risk and financial management : JRFM
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The engineering economist : a journal devoted to the problems of capital investment
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ECONIS (ZBW)
1,801
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1
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
2
Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben
;
Nordfang, Maj-Britt
;
Steffensen, Mogens
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
Saved in:
3
Quadratic convex reformulation for quadratic
programming
with linear on-off constraints
Wu, Baiyi
;
Li, Duan
;
Jiang, Rujun
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Saved in:
4
Index fund optimization using a hybrid model : genetic algorithm and mixed-integer nonlinear
programming
Díaz, Juan
;
Cortés, María
;
Hernández, Juan
; …
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 298-309
Persistent link: https://www.econbiz.de/10012195813
Saved in:
5
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
6
On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Fakhar, Majid
;
Mahyarinia, Mohammad Reza
;
Zafarani, Jafar
- In:
European journal of operational research : EJOR
265
(
2018
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10011805297
Saved in:
7
Cardinality-constrained programs with nonnegative variables and an SCA method
Jiang, Zhongyi
;
Wu, Baiyi
;
Hu, Qiying
;
Zheng, Xiaojin
- In:
Journal of the Operational Research Society
73
(
2022
)
3
,
pp. 634-652
Persistent link: https://www.econbiz.de/10013170169
Saved in:
8
Global optimization for bilevel portfolio design : economic insights from the Dow Jones Index
González-Díaz, Julio
;
González-Rodríguez, Brais
; …
- In:
Omega : the international journal of management science
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012514511
Saved in:
9
A risk-gain dominance maximization approach to enhanced index tracking
Cesarone, Francesco
;
Lampariello, Lorenzo
;
Sagratella, …
- In:
Finance research letters
29
(
2019
),
pp. 231-238
Persistent link: https://www.econbiz.de/10012418767
Saved in:
10
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
Songkomkrit Chaiyakan
;
Thipwiwatpotjana, Phantipa
- In:
Computational management science
18
(
2021
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10012543394
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