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~isPartOf:"Computational Management Science : CMS"
~subject:"Mathematical programming"
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ECONIS (ZBW)
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Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs
Takano, Yuichi
;
Nanjo, Keisuke
;
Sukegawa, Noriyoshi
; …
- In:
Computational Management Science : CMS
12
(
2015
)
2
,
pp. 319-340
Persistent link: https://www.econbiz.de/10010513407
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2
Linear vs quadratic portfolio selection models with hard real-world constraints
Cesarone, Francesco
;
Scozzari, Andrea
;
Tardella, Fabio
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10011285989
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Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
Tong, X.J.
;
Xu, H.
;
Wu, F. F.
;
Zhao, Z.
- In:
Computational Management Science : CMS
13
(
2016
)
3
,
pp. 393-422
Persistent link: https://www.econbiz.de/10011669303
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