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subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The review of financial studies"
~person:"Mansini, Renata"
~subject:"USA"
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Portfolio selection
USA
Theorie
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Mathematical programming
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Mathematische Optimierung
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Vehicle routing problem
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Heuristics
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LP computable mean-risk and mean-safety models
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Lieferantenbewertung
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Linear programming
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Mansini, Renata
Liesiö, Juuso
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7
Li, Duan
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Başak, Suleyman
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Lo, Andrew W.
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Longstaff, Francis A.
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Puerto, Justo
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Bekaert, Geert
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Date, P.
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European journal of operational research : EJOR
The review of financial studies
EURO Advanced Tutorials on Operational Research
1
EURO advanced tutorials on operational research
1
New operational approaches for financial modelling
1
Omega : the international journal of management science
1
Springer eBook Collection / Business and Economics
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SpringerLink / Bücher
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
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The hierarchical mixed rural postman problem : polyhedral analysis and a branch-and-cut algorithm
Colombi, Marco
;
Corberán, Ángel
;
Mansini, Renata
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011639319
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2
Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
Saved in:
3
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
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