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type_genre:"Article in journal"
~subject:"Mathematische Optimierung"
~isPartOf:"International transactions in operational research : a journal of the International Federation of Operational Research Societies"
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Mathematische Optimierung
Portfolio selection
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
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Quantitative finance
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Mathematics and financial economics
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Finance research letters
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Insurance / Mathematics & economics
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OR spectrum : quantitative approaches in management
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Journal of mathematical finance
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Operations research
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Operations research letters
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Journal of economic dynamics & control
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Omega : the international journal of management science
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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INFOR : information systems and operational research
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INFORMS journal on computing : JOC
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RAIRO / Operations research
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The European journal of finance
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The engineering economist : a journal devoted to the problems of capital investment
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A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints
Mousavi, Ahmad
;
Shen, Jinglai
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
Saved in:
2
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
3
Geometric compromise programming : application in portfolio selection
Salas-Molina, Francisco
;
Pla-Santamaria, David
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2571-2594
Persistent link: https://www.econbiz.de/10014260119
Saved in:
4
Portfolio selection : should investors include crypto-assets?: a multiobjective approach
Youssef, Meriem
;
Ben Naoua, Bouthaina
;
Ben Abdelaziz, Fouad
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2620-2639
Persistent link: https://www.econbiz.de/10014261172
Saved in:
5
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Meihua, Wang
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2640-2664
Persistent link: https://www.econbiz.de/10014261199
Saved in:
6
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:
7
An enhanced GRASP approach for the index tracking problem
Silva, Julio Cezar Soares
;
Silva, Diogo Ferreira de Lima
; …
- In:
International transactions in operational research : a …
31
(
2024
)
3
,
pp. 1828-1858
Persistent link: https://www.econbiz.de/10014470618
Saved in:
8
A bi-level programming framework for identifying optimal parameters in portfolio selection
Jing, Kui
;
Xu, Fengmin
;
Li, Xuepeng
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 87-112
Persistent link: https://www.econbiz.de/10012630726
Saved in:
9
A clustering-based review on project portfolio optimization methods
Saiz, Miguel
;
Lostumbo, Marisa A.
;
Juan, Angel A.
; …
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 172-199
Persistent link: https://www.econbiz.de/10012630737
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