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~isPartOf:"Operations research letters"
~subject:"Portfolio selection"
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Portfolio selection
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Lim, Andrew E. B.
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Operations research letters
European journal of operational research : EJOR
122
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of the Operational Research Society
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Operational research : an international journal
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Mathematics of operations research
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Applied mathematical finance
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Computational methods in decision-making, economics and finance
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Economic modelling
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Mathematical methods of operations research
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Optimizing optimization : the next generation of optimization applications and theory
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Risks : open access journal
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Annals of finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society : OR
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Operations research perspectives
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International journal of financial engineering
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ECONIS (ZBW)
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1
Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
Debnath, Amit Kumar
;
Ghosh, Debdas
- In:
Operations research letters
50
(
2022
)
5
,
pp. 602-609
Persistent link: https://www.econbiz.de/10013449454
Saved in:
2
An optimal stocking problem to minimize the expected time to sellout
Ross, Sheldon M.
;
Seshadri, Sridhar
- In:
Operations research letters
49
(
2021
)
1
,
pp. 69-75
Persistent link: https://www.econbiz.de/10012486227
Saved in:
3
Robust empirical optimization is almost the same as mean-variance optimization
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research letters
46
(
2018
)
4
,
pp. 448-452
Persistent link: https://www.econbiz.de/10011916169
Saved in:
4
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
5
A single-level reformulation of mixed integer bilevel programming problems
Li, Chuanjia
;
Guo, Lei
- In:
Operations research letters
45
(
2017
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011687042
Saved in:
6
Improving the Approximated Projected Perspective Reformulation by dual information
Frangioni, Antonio
;
Furini, Fabio
;
Gentile, Claudio
- In:
Operations research letters
45
(
2017
)
5
,
pp. 519-524
Persistent link: https://www.econbiz.de/10011774742
Saved in:
7
Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
;
Xu, Zuo Quan
- In:
Operations research letters
44
(
2016
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
Saved in:
8
Multi-period portfolio optimization : translation of autocorrelation risk to excess variance
Choi, Byung-Geun
;
Rujeerapaiboon, Napat
;
Jiang, Ruiwei
- In:
Operations research letters
44
(
2016
)
6
,
pp. 801-807
Persistent link: https://www.econbiz.de/10011622383
Saved in:
9
Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
- In:
Operations research letters
44
(
2016
)
4
,
pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
Saved in:
10
DEA models equivalent to general imageth order stochastic dominance efficiency tests
Branda, Martin
;
Kopa, Miloš
- In:
Operations research letters
44
(
2016
)
2
,
pp. 285-289
Persistent link: https://www.econbiz.de/10011457629
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