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Robust multiperiod portfolio management in the presence of transaction costs
Bertsimas, Dimitris; Pachamanova, Dessislava A. - In: Computers & operations research : and their … 35 (2008) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10003665715
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Quadratic programming with transaction costs
Best, Michael J.; Hlouskova, Jaroslava - In: Computers & operations research : and their … 35 (2008) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10003665718
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Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi; … - In: Computers & operations research : and their … 104 (2019), pp. 239-255
Persistent link: https://www.econbiz.de/10011991228
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Coordinated dispatch of regional transmission organizations : theory and example
Baldick, Ross; Chatterjee, Dhiman - In: Computers & operations research : and their … 41 (2014), pp. 319-332
Persistent link: https://www.econbiz.de/10010223303
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Integrated cost optimization in a two-stage, automotive supply chain
Masoud, Sherif A.; Mason, Scott J. - In: Computers & operations research : and their … 67 (2016), pp. 1-11
Persistent link: https://www.econbiz.de/10011440344
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Solving a multi-objective dynamic stochastic districting and routing problem with a co-evolutionary algorithm
Lei, Hongtao; Wang, Rui; Laporte, Gilbert - In: Computers & operations research : and their … 67 (2016), pp. 12-24
Persistent link: https://www.econbiz.de/10011440347
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The multimode covering location problem
Colombo, Fabio; Cordone, Roberto; Lulli, Guglielmo - In: Computers & operations research : and their … 67 (2016), pp. 25-33
Persistent link: https://www.econbiz.de/10011440392
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Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 67 (2016), pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty
Lei, Chao; Lin, Wei-Hua; Miao, Lixin - In: Computers & operations research : and their … 67 (2016), pp. 75-89
Persistent link: https://www.econbiz.de/10011441259
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Multi-class, multi-resource advance scheduling with no-shows, cancellations and overbooking
Parizi, Mahshid Salemi; Ghate, Archis - In: Computers & operations research : and their … 67 (2016), pp. 90-101
Persistent link: https://www.econbiz.de/10011441270