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Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
Khodamoradi, Tahereh; Salahi, Maziar; Najafi, Ali Reza - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 197-214
Persistent link: https://www.econbiz.de/10012587836
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Stochastic p-robust approach to two-stage network DEA model
Shakouri, Rita; Salahi, Maziar; Kordrostami, Sohrab - In: Quantitative finance and economics 3 (2019) 2, pp. 315-346
Persistent link: https://www.econbiz.de/10012176472
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A new robust optimization approach to common weights formulation in DEA
Salahi, Maziar; Toloo, Mehdi; Torabi, Narges - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1390-1402
Persistent link: https://www.econbiz.de/10012588893
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Robust index-tracking and enhanced index-tracking in portfolio optimization
Khoshabar, Nazanin Ansari; Salahi, Maziar; Lotfi, Somayyeh - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 1, pp. 155-166
Persistent link: https://www.econbiz.de/10012308023
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Robust optimization and its duality in data envelopment analysis
Toloo, Mehdi; Mensah, Emmanuel Kwasi; Salahi, Maziar - In: Omega : the international journal of management science 108 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10014304712