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Cardinality-constrained programs with nonnegative variables and an SCA method
Jiang, Zhongyi; Wu, Baiyi; Hu, Qiying; Zheng, Xiaojin - In: Journal of the Operational Research Society 73 (2022) 3, pp. 634-652
Persistent link: https://www.econbiz.de/10013170169
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Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems
Wang, Guoxin; Zhang, Jin; Zeng, Bo; Lin, Gui-Hua - In: European journal of operational research : EJOR 265 (2018) 2, pp. 437-447
Persistent link: https://www.econbiz.de/10011811394
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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan (ed.) - 2000
Persistent link: https://www.econbiz.de/10001510446
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On multiobjective combinatorial optimization and dynamic interim jedging of efficient portfolios
Dash, Gordon H.; Kajiji, Nina - In: International transactions in operational research : … 21 (2014) 6, pp. 899-918
Persistent link: https://www.econbiz.de/10010440694
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A statistical learning approach to pasture, rangeland, forage (PRF) insurance coverage selection
Zapata, Samuel D.; Villavicencio, Xavier; Xicay, Anderson - In: Applied economic perspectives and policy 46 (2024) 4, pp. 1429-1449
Persistent link: https://www.econbiz.de/10015135227
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New reformulations for probabilistically constrained quadratic programs
Hsia, Yong; Wu, Baiyi; Li, Duan - In: European journal of operational research : EJOR 233 (2014) 3, pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
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Producing the tangency portfolio as a corner portfolio
Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO 47 (2013) 3, pp. 311-320
Persistent link: https://www.econbiz.de/10010493375
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RAROC in portfolio optimization
Xidonas, Panagiotis; Kountzakis, Christos E.; Hassapis, … - In: International journal of financial engineering 3 (2016) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011588136
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On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Fakhar, Majid; Mahyarinia, Mohammad Reza; Zafarani, Jafar - In: European journal of operational research : EJOR 265 (2018) 1, pp. 39-48
Persistent link: https://www.econbiz.de/10011805297
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Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via Beetle Antennae Search algorithm (BAS)
Katsikis, Vasilios N.; Mourtas, Spyridon D.; … - In: Operations research forum 2 (2021) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012499184