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Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem

Gaustaroba, Gianfranco; Mansini, Renata; Ogryczak, … - 2014

Modern performance measures differ from the classical ones since they assess the performance against a benchmark and usually account for asymmetry in return distributions. The Omega ratio is one of these measures. Until recently, limited research has addressed the optimization of the Omega ratio...

Persistent link: https://www.econbiz.de/10015249329

On selecting a portfolio of lease contracts in an asset-backed securitization process

Mansini, Renata - In: New operational approaches for financial modelling, (pp. 157-170). 1997

Persistent link: https://www.econbiz.de/10001299226

A real-time vehicle routing model for a courier sevice problem

Angelelli, Enrico; Mansini, Renata; Speranza, Maria Grazia - In: Distribution logistics : advanced solutions to …, (pp. 87-103). 2005

Persistent link: https://www.econbiz.de/10002262861

Comparison of policies in dynamic routing problems

Angelelli, Enrico; Bianchessi, N.; Mansini, Renata; … - In: Journal of the Operational Research Society : OR 61 (2010) 4, pp. 686-695

Persistent link: https://www.econbiz.de/10003970098

Kernel search : a general heuristic for the multi-dimensional knapsack problem

Angelelli, Enrico; Mansini, Renata; Speranza, Maria Grazia - In: Computers & operations research : and their … 37 (2010) 11, pp. 2017-2026

Persistent link: https://www.econbiz.de/10003990174

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

The distance constrained multiple vehicle traveling purchaser problem

Bianchessi, N.; Mansini, Renata; Speranza, Maria Grazia - In: European journal of operational research : EJOR 235 (2014) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10010361405

Management policies in a dynamic multi-period routing problem

Angelelli, Enrico; Bianchessi, Nicola; Mansini, Renata; … - In: Innovations in distribution logistics, (pp. 1-15). 2009

Persistent link: https://www.econbiz.de/10003841637

Modeling the pre-auction stage : the truckload case

Guastaroba, Gianfranco; Mansini, Renata; Speranza, … - In: Innovations in distribution logistics, (pp. 219-233). 2009

Persistent link: https://www.econbiz.de/10003841678

Models and simulations for portfolio rebalancing

Guastaroba, Gianfranco; Mansini, Renata; Speranza, … - In: Computational economics 33 (2009) 3, pp. 237-262

Persistent link: https://www.econbiz.de/10003828842