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Schildbach, Georg; Morari, Manfred - In: European journal of operational research : EJOR 252 (2016) 2, pp. 540-549

Persistent link: https://www.econbiz.de/10011457711

Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast

Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34

This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...

Persistent link: https://www.econbiz.de/10012062904

A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand

Xiang, Mengyuan; Rossi, Roberto; Martin-Barragan, Belen; … - In: European journal of operational research : EJOR 304 (2023) 2, pp. 515-524

Persistent link: https://www.econbiz.de/10013534539

Stochastic search for a parametric cost function approximation : energy storage with rolling forecasts

Ghadimi, Saeed; Powell, Warren B. - In: European journal of operational research : EJOR 312 (2024) 2, pp. 641-652

Persistent link: https://www.econbiz.de/10014456310

Incorporating signals into optimal trading

Lehalle, Charles-Albert; Neuman, Eyal - In: Finance and stochastics 23 (2019) 2, pp. 275-311

Persistent link: https://www.econbiz.de/10012023738

Optimal decision making in multi-product dual sourcing procurement with demand forecast updating

Song, Hua-ming; Yang, Hui; Bensoussan, Alain; Zhang, Ding - In: Computers & operations research : and their … 41 (2014), pp. 299-308

Persistent link: https://www.econbiz.de/10010223305

Credible communication of demand forecasts : the role of two-dimensional information and capacity portfolios

Lu, Tao; Tomlin, Brian - 2023

Persistent link: https://www.econbiz.de/10014478105

Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs

Queiroz, Anderson Rodrigo de; Morton, David P. - In: Operations research letters 41 (2013) 3, pp. 311-316

Persistent link: https://www.econbiz.de/10009757327

Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258

Persistent link: https://www.econbiz.de/10011530864

An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models

Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44

Persistent link: https://www.econbiz.de/10012655014

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