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~subject:"Portfolio optimization"
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A NEW LP MODEL FOR ENHANCED IN...
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Portfolio optimization
Theorie
36
Theory
36
Portfolio selection
34
Portfolio-Management
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Mathematical programming
28
Mathematische Optimierung
28
Human Development
9
Risiko
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Risikomaß
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Firm location choice
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Corporate Social Responsibility
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EU enlargement
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human development
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international trade
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Dual Utility Theory
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Expected utility
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Cesarone, Francesco
6
Tardella, Fabio
4
Scozzari, Andrea
3
Bruni, Renato
2
Ricci, Jacopo Maria
2
Carleo, Alessandra
1
Gheno, Andrea
1
Mango, Fabiomassimo
1
Martino, Manuel L.
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Mottura, Carlo D.
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Puerto, Justo
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Ricca, Federica
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European journal of operational research : EJOR
3
OR spectrum : quantitative approaches in management
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
A linear risk-return model for enhanced indexation in portfolio optimization
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 735-759
Persistent link: https://www.econbiz.de/10011296700
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2
On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
Saved in:
3
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
4
Mean-Variance-VaR portfolios : MIQP formulation and performance analysis
Cesarone, Francesco
;
Martino, Manuel L.
;
Tardella, Fabio
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
3
,
pp. 1043-1069
Persistent link: https://www.econbiz.de/10014328733
Saved in:
5
Approximating exact expected utility via portfolio efficient frontiers
Carleo, Alessandra
;
Cesarone, Francesco
;
Gheno, Andrea
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 115-143
Persistent link: https://www.econbiz.de/10011997115
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6
Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization
Cesarone, Francesco
;
Puerto, Justo
- In:
European journal of operational research : EJOR
323
(
2025
)
2
,
pp. 657-670
Persistent link: https://www.econbiz.de/10015417105
Saved in:
7
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
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