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Portfolio optimization und dif...
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1
Expected shortfall :
heuristics
and certificates
Ramponi, Federico Alessandro
;
Campi, Marco C.
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1003-1013
Persistent link: https://www.econbiz.de/10011812858
Saved in:
2
Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure
Hooshmand, F.
;
Anoushirvani, Z.
;
MirHassani, S. A.
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2665-2690
Persistent link: https://www.econbiz.de/10014261204
Saved in:
3
A global optimization heuristic for portfolio choice with VaR and expected shortfall
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Computational methods in decision-making, economics and …
,
(pp. 167-183)
.
2010
Persistent link: https://www.econbiz.de/10009153089
Saved in:
4
Evolutionäre Metaheuristiken als Problemlösungsmethoden für kombinatorische Optimierungsprobleme : dargestellt am Beispiel des Standardproblems der Tourenplanung mit Zeitfensterres...
Homberger, Jörg
-
1998
Persistent link: https://www.econbiz.de/10013409117
Saved in:
5
Algorithms for optimization of value-at-risk
Larsen, Nicklas
;
Mausser, Helmut
;
Uryasev, Stanislav
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 19-46)
.
2002
Persistent link: https://www.econbiz.de/10001746916
Saved in:
6
A vehicle routing problem with distribution uncertainty in deadlines
Zhang, Dali
;
Li, Dong
;
Sun, Hailin
;
Hou, Liwen
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012495440
Saved in:
7
Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
Specht, Katja
;
Winker, Peter
- In:
Computational methods in financial engineering : essays …
,
(pp. 73-94)
.
2008
Persistent link: https://www.econbiz.de/10003669449
Saved in:
8
The hidden risks of optimising bond portfolios under VaR
Winker, Peter
(
contributor
);
Maringer, Dietmar
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002243451
Saved in:
9
Does risk propensity of investors affect the heuristic choice of sri portfolio selection? : a comparison between a market portfolio and SRI portfolio
Panja, Soma
- In:
Global business review
23
(
2022
)
6
,
pp. 1481-1491
Persistent link: https://www.econbiz.de/10013479692
Saved in:
10
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz
- In:
International journal of logistics systems and management
25
(
2016
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
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