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Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile, (2018)
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C., (2013)
A hybrid biobjective Markov chain based optimization model for sustainable aggregate production planning
Tirkolaee, Erfan Babaee, (2024)
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping, (2020)
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe, (2020)
Multi-period risk measures and optimal investment policies
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