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Financial modelling with multiple criteria decision making : a systematic literature review
Almeida-Filho, Adiel T. de; Silva, Diogo Ferreira de Lima; … - In: Journal of the Operational Research Society 72 (2021) 10, pp. 2161-2179
Persistent link: https://www.econbiz.de/10012653146
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Minimum risk versus capital and risk diversification strategies for portfolio construction
Cesarone, Francesco; Colucci, Stefano - In: Journal of the Operational Research Society 69 (2018) 2, pp. 183-200
Persistent link: https://www.econbiz.de/10012224472
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A similarity measure for the cardinality constrained frontier in the mean–variance optimization model
Guijarro Martinez, Francisco - In: Journal of the Operational Research Society 69 (2018) 6, pp. 928-945
Persistent link: https://www.econbiz.de/10012226397
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Optimal trading under non-negativity constraints using approximate dynamic programming
Abbaszadeh, Shahin; Tri-Dung Nguyen; Wu, Yue - In: Journal of the Operational Research Society 69 (2018) 9, pp. 1406-1422
Persistent link: https://www.econbiz.de/10012227870
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Controlling risk through diversification in portfolio selection with non-historical information
Calvo, Clara; Ivorra, C.; Liern, Vicente - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1543-1548
Persistent link: https://www.econbiz.de/10012228239
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An evolutionary strategy for multiobjective reinsurance optimization
Román, Sebastián; Villegas, Andrés M.; Villegas, Juan G. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1661-1677
Persistent link: https://www.econbiz.de/10012229185
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A sparse enhanced indexation model with l 1/2 norm and its alternating quadratic penalty method
Zhao, Zhihua; Xu, Fengmin; Wang, Meihua; Zhang, Cheng-yi - In: Journal of the Operational Research Society 70 (2019) 3, pp. 433-445
Persistent link: https://www.econbiz.de/10012212406
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Debtor level collection operations using Bayesian dynamic programming
So, Mee Chi; Mues, Christophe; Almeida-Filho, Adiel T. de; … - In: Journal of the Operational Research Society 70 (2019) 8, pp. 1332-1348
Persistent link: https://www.econbiz.de/10012214217
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Matching Kollo measures
Alexander, Carol; Wei, Wei; Chen, Xi - In: Journal of the Operational Research Society 75 (2024) 7, pp. 1279-1293
Persistent link: https://www.econbiz.de/10014555909
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The use of stock market data to define a corporate social responsibility measure based on the Choquet integral
Girerd-Potin, Isabelle; Jimenez-Garcès, Sonia; Louvet, … - In: Journal of the Operational Research Society 74 (2023) 10, pp. 2124-2142
Persistent link: https://www.econbiz.de/10014446056