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~accessRights:"restricted"
~language:"eng"
~language:"kor"
~person:"Fabozzi, Frank J."
~person:"Lodi, Andrea"
~subject:"Theory"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Lodi, Andrea
Tsionas, Efthymios G.
65
Gupta, Rangan
54
Cheng, T. C. E.
52
Laporte, Gilbert
44
Wang, Leonard F. S.
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42
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
6
Operations research
5
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4
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ECONIS (ZBW)
61
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1
An exact method for (constrained) assortment optimization problems with product costs
Leitner, Markus
;
Lodi, Andrea
;
Roberti, Roberto
;
Sole, …
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
2
,
pp. 479-494
Persistent link: https://www.econbiz.de/10014532301
Saved in:
2
Fast continuous and integer L-shaped heuristics through supervised learning
Larsen, Eric
;
Frejinger, Emma
;
Gendron, Bernard
;
Lodi, …
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014474917
Saved in:
3
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
4
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
5
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
6
Continuous cutting plane algorithms in integer programming
Chételat, Didier
;
Lodi, Andrea
- In:
Operations research letters
51
(
2023
)
4
,
pp. 439-445
Persistent link: https://www.econbiz.de/10014426587
Saved in:
7
A convex reformulation and an outer approximation for a large class of binary quadratic programs
Rostami, Borzou
;
Errico, Fausto
;
Lodi, Andrea
- In:
Operations research
71
(
2023
)
2
,
pp. 471-486
Persistent link: https://www.econbiz.de/10014308598
Saved in:
8
Cutting planes from the branch-and-bound tree : challenges and opportunities
Contardo, Claudio
;
Lodi, Andrea
;
Tramontani, Andrea
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
1
,
pp. 2-4
Persistent link: https://www.econbiz.de/10014327009
Saved in:
9
Editor's introduction for the 2023 special issue on multi-asset strategies and asset allocation
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
49
(
2023
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10014232240
Saved in:
10
Machine-learning-based arc selection for constrained shortest path problems in column generation
Morabit, Mouad
;
Desaulniers, Guy
;
Lodi, Andrea
- In:
INFORMS journal on optimization
5
(
2023
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10014290787
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