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A multi-period fuzzy portfolio optimization model with minimum transaction lots

Liu, Yong-Jun; Zhang, Wei-guo - In: European journal of operational research : EJOR 242 (2015) 3, pp. 933-941

Persistent link: https://www.econbiz.de/10010492358

Multi-choice stochastic bi-level programming problem in cooperative nature via fuzzy programming approach

Maiti, Sumit Kumar; Roy, Sankar Kumar - In: Journal of industrial engineering international 12 (2016), pp. 287-298

In this paper, a Multi-Choice Stochastic Bi-Level Programming Problem (MCSBLPP) is considered where all the parameters of constraints are followed by normal distribution. The cost coefficients of the objective functions are multi-choice types. At first, all the probabilistic constraints are...

Persistent link: https://www.econbiz.de/10011563652

Portfolio selection problems with Markowitz's mean-variance framework : a review of literature

Zhang, Yuanyuan; Li, Xiang; Guo, Sini - In: Fuzzy optimization and decision making : a journal of … 17 (2018) 2, pp. 125-158

Persistent link: https://www.econbiz.de/10012098236

Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models

Craven, Bruce D.; Islam, Sardar M. N. - 2005

Persistent link: https://www.econbiz.de/10002610512

Optimisation of allocated portfolio using multi-objective stochastic programming

Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169

Persistent link: https://www.econbiz.de/10010237997

A two-phase multi criteria dynamic programming approach for personnel selection process

Özdemir, Asli - In: Problems and perspectives in management : PPM ; … 11 (2013) 2, pp. 98-108

Persistent link: https://www.econbiz.de/10010209763

Dynamic programming algorithms for the bi-objective integer knapsack problem

Rong, Aiying; Figueira, José Rui - In: European journal of operational research : EJOR 236 (2014) 1, pp. 85-99

Persistent link: https://www.econbiz.de/10010361770

Round-based public transit routing

Delling, Daniel; Pajor, Thomas; Werneck, Renato F. - In: Transportation science : a journal of the Institute for … 49 (2015) 3, pp. 591-604

Persistent link: https://www.econbiz.de/10011338633

A graph-based algorithm for the multi-objective optimization of gene regulatory networks

Nghe, Philippe; Mulder, Bela M.; Tans, Sander J. - In: European journal of operational research : EJOR 270 (2018) 2, pp. 784-793

Persistent link: https://www.econbiz.de/10011869456

A unified approach to uncertain optimization

Klamroth, Kathrin; Köbis, Elisabeth; Schöbel, Anita; … - In: European journal of operational research : EJOR 260 (2017) 2, pp. 403-420

Persistent link: https://www.econbiz.de/10011698569