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Linear models for portfolio selection and their application to the Milano stock market
Speranza, Maria Grazia - In: Financial modelling : recent research ; [selection of …, (pp. 320-333). 1994
Persistent link: https://www.econbiz.de/10001285716
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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
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Linear programming models for portfolio optimization
Speranza, Maria Grazia - In: Finance : revue de l'Association Française de Finance 14 (1993) 1, pp. 107-123
Persistent link: https://www.econbiz.de/10001151808
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Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, … - In: European journal of operational research : EJOR 251 (2016) 3, pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
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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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Clustering and portfolio selection problems : a unified framework
Puerto, Justo; Rodríguez-Madrena, Moisés; Scozzari, Andrea - In: Computers & operations research : and their … 117 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012175449
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Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina; Ponce, Diego; Puerto, Justo - In: European journal of operational research : EJOR 284 (2020) 2, pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
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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
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An algebraic approach to integer portfolio problems
Castro, Francisco de; Gago Vargas, Manuel Jesús; … - In: European journal of operational research : EJOR 210 (2011) 3, pp. 647-659
Persistent link: https://www.econbiz.de/10008990053
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Global optimization for bilevel portfolio design : economic insights from the Dow Jones Index
González-Díaz, Julio; González-Rodríguez, Brais; … - In: Omega : the international journal of management science 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012514511