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Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization

Rooderkerk, Robert P.; Heerde, Harald J. van - In: European journal of operational research : EJOR 250 (2016) 3, pp. 842-854

Persistent link: https://www.econbiz.de/10011445338

Portfolio optimization with quasiconvex risk measures

Mastrogiacomo, Elisabetta; Rosazza Gianin, Emanuela - In: Mathematics of operations research 40 (2015) 4, pp. 1042-1059

Persistent link: https://www.econbiz.de/10011409050

Efficient goal probabilities : a new frontier

Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of investment management : JOIM 21 (2023) 3, pp. 4-28

Persistent link: https://www.econbiz.de/10014390435

A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization

Krejić, N.; Krulikovski, E. H. M.; Raydan, Marcos - In: Operations research forum 4 (2023) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10014388587

Bacterial foraging optimization approach to portfolio optimization

Kao, Yucheng; Cheng, Hsiu-tzu - In: Computational economics 42 (2013) 4, pp. 453-470

Persistent link: https://www.econbiz.de/10010249865

Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme

Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10009769892

Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon

Yao, Haixiang; Zeng, Yan; Chen, Shumin - In: Economic modelling 30 (2013), pp. 492-500

Persistent link: https://www.econbiz.de/10009708888

On the complexity of the single machine scheduling problem minimizing total weighted delay penalty

Vásquez, Óscar C. - In: Operations research letters 42 (2014) 5, pp. 343-347

Persistent link: https://www.econbiz.de/10010404393

On numerical solution for optimal allocation of investment funds in portfolio selection problem

Yahaya, Abubakar - In: CBN journal of applied statistics 3 (2012) 2, pp. 1-15

In this article, we present a procedure for obtaining an optimal solution to the Markowitz's mean-variance portfolio selection problem based on the analytical solution developed in a previous research that lead to the emergence of an important model known as the Black Model. The procedure is...

Persistent link: https://www.econbiz.de/10011476137

A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics

Singh, Arti; Dharmaraja, Selvamuthu - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 102-119

Persistent link: https://www.econbiz.de/10011862377