Search Results - subject:"Real features"

Multi-period fuzzy portfolio selection model with preference-regret criterion

Liu, Yong-Jun - In: Fuzzy optimization and decision making : a journal of … 24 (2025) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10015437423

A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization

Liu, Yong-Jun; Yang, Guo-Sen; Zhang, Wei-Guo - In: Omega : the international journal of management science 126 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014533728

Fuzzy portfolio selection model with real features and different decision behaviors

Liu, Yong-Jun; Zhang, Wei-guo - In: Fuzzy optimization and decision making : a journal of … 17 (2018) 3, pp. 317-336

Persistent link: https://www.econbiz.de/10012098266

Twenty years of linear programming based portfolio optimization

Mansini, Renata; Ogryczak, Włodzimierz; Speranza, … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 518-535

Persistent link: https://www.econbiz.de/10010356709

Twenty years of linear programming based portfolio optimization

Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia - In: European Journal of Operational Research 234 (2014) 2, pp. 518-535

solvable portfolio optimization models presented in the literature, the real features that have been modeled and the solution … impact of the inclusion of the real features. …

Persistent link: https://www.econbiz.de/10010730178

Kernel Search: a new heuristic framework for portfolio selection

Angelelli, Enrico; Mansini, Renata; Speranza, M. - In: Computational Optimization and Applications 51 (2012) 1, pp. 345-361

Persistent link: https://www.econbiz.de/10010998262