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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"IMF working paper"
~subject:"Theorie"
~subject:"Wechselkurs"
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Puerto, Justo
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Ruiz, Rubén
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Van Woensel, Tom
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Dabla-Norris, Era
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Faruqee, Hamid
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Hao, Jin-Kao
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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EconStor
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1
Approximate condorcet partitioning : solving large-scale rank aggregation problems
Akbari, Sina
;
Escobedo, Adolfo R.
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014266329
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2
Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang
;
Song, Chunyue
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
Saved in:
3
Two-stage international portfolio models with higher moment risk measures
He, Xiaolei
;
Zhang, Weiguo
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
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4
Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
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5
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
; …
- In:
Computers & operations research : and their …
138
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013040817
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6
Portfolio decision analysis with a generalized balance approach
Özpeynirci, Selin
;
Özpeynirci, Özgür
;
Mousseau, Vincent
- In:
Computers & operations research : and their …
142
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013197704
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7
A combinatorial optimization approach to scenario filtering in portfolio selection
Puerto, Justo
;
Ricca, Federica
;
Rodríguez-Madrena, Moisés
- In:
Computers & operations research : and their …
142
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013197730
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8
A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
Kizys, Renatas
;
Doering, Jana
;
Juan, Angel A.
;
Polat, Onur
- In:
Computers & operations research : and their …
139
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013342721
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9
Data-driven project portfolio selection : decision-dependent stochastic programming formulations with reliability and time to market requirements
Kettunen, Janne
;
Lejeune, Miguel A.
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013343228
Saved in:
10
An agency perspective for multi-mode project scheduling with time/cost trade-offs
Aouam, Tarik
;
Vanhoucke, Mario
- In:
Computers & operations research : and their …
105
(
2019
),
pp. 167-186
Persistent link: https://www.econbiz.de/10011997091
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