Search Results - subject:"Optimization problems"

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PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS

LOZZA, SERGIO ORTOBELLI; SHALIT, HAIM; FABOZZI, FRANK J. - In: International Journal of Theoretical and Applied … 16 (2013) 05, pp. 1350029-1

each problem, we propose an empirical application of several admissible portfolio optimization problems using the US stock …

Persistent link: https://www.econbiz.de/10011011290

Optimality conditions for a class of composite multiobjective nonsmooth optimization problems

Tang, Li; Zhao, Ke - In: Journal of Global Optimization 57 (2013) 2, pp. 399-414

In this paper, a class of composite multiobjective nonsmooth optimization problems with cone constraints is considered …

Persistent link: https://www.econbiz.de/10010994068

A variational approach to define robustness for parametric multiobjective optimization problems

Witting, Katrin; Ober-Blöbaum, Sina; Dellnitz, Michael - In: Journal of Global Optimization 57 (2013) 2, pp. 331-345

In contrast to classical optimization problems, in multiobjective optimization several objective functions are …-called Pareto set. In this work, we consider multiobjective optimization problems that additionally depend on an external parameter …-called parametric multiobjective optimization problems. The solution of such a problem is given by the λ-dependent Pareto set. In this …

Persistent link: https://www.econbiz.de/10010994114

An iterative algorithm for common fixed points for nonexpansive semigroups and strictly pseudo-contractive mappings with optimization problems

Katchang, Phayap; Kumam, Poom - In: Journal of Global Optimization 56 (2013) 4, pp. 1563-1589

sequence generated by the proposed iterative algorithm under some suitable conditions which solves some optimization problems …

Persistent link: https://www.econbiz.de/10010994184

A note on the Bertsimas & Sim algorithm for robust combinatorial optimization problems

Álvarez-Miranda, Eduardo; Ljubić, Ivana; Toth, Paolo - In: 4OR : a quarterly journal of operations research 11 (2013) 4, pp. 349-360

Persistent link: https://www.econbiz.de/10010228001

Portfolio selection problems consistent with given preference orderings

Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38

Persistent link: https://www.econbiz.de/10009783998

Risk measures in optimization problems via empirical estimates

Kaňková, Vlasta - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 162-177

Persistent link: https://www.econbiz.de/10010341116

A look at intraday frictions in the euro area overnight deposit market

Brousseau, Vincent; Manzanares, Andrés - 2005

This paper studies frictions in the euro area interbank deposit overnight market, making use of high frequency individual quote and trade data. The aim of the analysis is to determine, in a quantitative way, how efficient this market is. Besides a comprehensive descriptive analysis, the approach...

Persistent link: https://www.econbiz.de/10011604485

A look at intraday frictions in the euro area overnight deposit market

Brousseau, Vincent; Manzanares, Andrés - European Central Bank - 2005

Persistent link: https://www.econbiz.de/10005530846

Hybrid extragradient-like methods for generalized mixed equilibrium problems, systems of generalized equilibrium problems and optimization problems

Ceng, Lu-Chuan; Ansari, Qamrul; Schaible, Siegfried - In: Journal of Global Optimization 53 (2012) 1, pp. 69-96

Persistent link: https://www.econbiz.de/10010845831