these portfolios, allowing for tracking error restrictions in the optimization process and (iv) give the flexibility to …

simulation of interregional trade flows using a linear optimization approach. In analyzing a number of relevant scenarios, this …

When applied to public-sector planning, traditional least-cost optimization models and their offspring, contemporary … role of optimization methods should be re-thought in full recognition of these limitations and of the relevant planning … roles may require the use of several models as well as new types of optimization formulations and modified algorithms and …

this bounded-variable nonlinear optimization problem. This paper extends a method (pattern search) which was successfully … parameter value. The search procedures examined in this paper may also be used for solving other types of nonlinear optimization …

century. Chapters cover feasibility and desirability, utility maximization, constrained optimization, expected utility …

-root-of-time rule. Ignoring long-term dependence within the mean-variance portfolio optimization results in concealed risk taking … investment horizon widens. This alleviates some well-known shortcomings of conventional portfolio optimization for long …

debt obligation (CPDO) strategies, robust portfolio optimization, and hedging strategies for exotic options. …