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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)
Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka, (1999)
Uncertainty about input data in portfolio management
Dupačová, Jitka, (1996)
Structure of risk-averse multistage stochastic programs
Dupačová, Jitka, (2015)