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Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm
Zhang, Liwei; Zhang, Yule; Wu, Jia; Xiao, Xiantao - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2989-3006
Persistent link: https://www.econbiz.de/10014326332
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The robust multiple-choice multidimensional knapsack problem
Caserta, Marco; Voß, Stefan - In: Omega : the international journal of management science 86 (2019), pp. 16-27
Persistent link: https://www.econbiz.de/10012016288
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Goal programming for financial portfolio management : a state-of-the-art review
Colapinto, Cinzia; La Torre, Davide; Aouni, Belaïd - In: Operational research : an international journal 19 (2019) 3, pp. 717-736
Persistent link: https://www.econbiz.de/10012127674
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An integrated DEA-MODM methodology for portfolio optimization
Huang, Chun-ying; Chiou, Chuang-chun; Wu, Tai-hsi; … - In: Operational research : an international journal 15 (2015) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10011388363
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A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.; Guastaroba, Gianfranco; Speranza, Maria Grazia - In: Omega : the international journal of management science 65 (2016), pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
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A decision support approach for two-stage multi-objective index tracking using improved lagrangian decomposition
Wu, Dexiang; Wu, Desheng Dash - In: Omega : the international journal of management science 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012151704
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Evaluating the quality of solutions in project portfolio selection
Korotkov, Vladimir; Wu, Desheng Dash - In: Omega : the international journal of management science 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012151718
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A robust behavioral portfolio selection : model with investor attitudes and biases
Momen, Omid; Esfahanipour, Akbar; Seifi, Abbas - In: Operational research : an international journal 20 (2020) 1, pp. 427-446
Persistent link: https://www.econbiz.de/10012172938
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A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
Tsionas, Efthymios G. - In: Omega : the international journal of management science 77 (2018), pp. 73-79
Persistent link: https://www.econbiz.de/10011799159
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Constrained portfolio asset selection using multiobjective bacteria foraging optimization
Mishra, Sudhansu Kumar; Panda, Ganapati; Majhi, Ritanjali - In: Operational research : an international journal 14 (2014) 1, pp. 113-145
Persistent link: https://www.econbiz.de/10010258357