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Portfolio Theory, which is mainly focused on portfolio risk, introduced a new idea for asset diversification in portfolio …
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In this paper second-order necessary optimality conditions for nonsmooth vector optimization problems are given by smooth approximations. We extend to the vector case the approach introduced by Ermoliev, Norkin and Wets to define generalized derivatives for discontinuous functions as limit of...
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In a two-sided matching market when agents on both sides have preferences the stability of the solution is typically the most important requirement. However, we may also face some distributional constraints with regard to the minimum number of assignees or the distribution of the assignees...
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In this paper we present an algorithm to assign proctors to exams. This NP-hard problem is related to the generalized assignment problem with multiple objectives. The problem consists of assigning teaching assistants to proctor final exams at a university. We formulate this problem as a...
Persistent link: https://www.econbiz.de/10014129361
This paper extends the socially responsible multiobjective problem to (i) estimating optimal portfolios via reward/risk maximization, (ii) including dependence structure between asset returns using vine copulas, and (iii) incorporating enhanced indexation utilizing cumulative zero-order...
Persistent link: https://www.econbiz.de/10014030772
This article exclusively formulates and presents three innovative hypotheses related to the execution of share buybacks, employing Genetic Algorithms (GAs) and mathematical optimization techniques. Drawing on the foundational contributions of scholars such as Osterrieder, Seigne, Masters, and...
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