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A decision-making framework for justifying a portfolio of IT projects
Pendharkar, Parag C. - In: International journal of project management : the … 32 (2014) 4, pp. 625-639
Persistent link: https://www.econbiz.de/10010374448
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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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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
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Discrete conditional-expectation-based simulation optimization : methodology and applications
Chang, Kuo-Hao; Cuckler, Robert; Lee, Song-Lin; Lee, Loo Hay - In: European journal of operational research : EJOR 298 (2022) 1, pp. 213-228
Persistent link: https://www.econbiz.de/10013206835
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Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths
Qi, Yue; Liao, Kezhi; Liu, Tongyang; Zhang, Yu - In: Operations research perspectives 9 (2022), pp. 1-16
The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics. Therefore, it is naturally crucial and inviting to utilize portfolio selection in order to counter COVID-19 in stock markets. We...
Persistent link: https://www.econbiz.de/10014447642