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A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm

Bashiri, Mahdi; Nikzad, Erfaneh; Eberhard, Andrew; … - In: Omega : the international journal of management science 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012648548

A stochastic model and algorithms for determining efficient time-cost tradeoffs for a project activity

Godinho, Pedro; Costa, João Paulo - In: Operational research : an international journal 20 (2020) 1, pp. 319-348

Persistent link: https://www.econbiz.de/10012172874

An efficient global optimal method for cardinality constrained portfolio optimization

Xu, Wei; Tang, Jie; Yiu, Ka Fai Cedric; Peng, Jian Wen - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 690-704

Persistent link: https://www.econbiz.de/10014532319

Declarative modeling for production order portfolio scheduling

Banaszak, Zbigniew; Bocewicz, Grzegorz - In: Foundations of Management : the journal of Warsaw … 6 (2014) 3, pp. 7-24

A declarative framework enabling to determine conditions as well as to develop decision-making software supporting small- and medium-sized enterprises aimed at unique, multi-project-like and mass customized oriented production is discussed. A set of unique production orders grouped into...

Persistent link: https://www.econbiz.de/10011855396

Optimal portfolio choice with benchmarks

Bernard, Carole; De Staelen, Rob H.; Vanduffel, Steven - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1600-1621

Persistent link: https://www.econbiz.de/10012214351

Selecting algorithms for large berth allocation problems

Wawrzyniak, Jakub; Drozdowski, Maciej; Sanlaville, Eric - In: European journal of operational research : EJOR 283 (2020) 3, pp. 844-862

Persistent link: https://www.econbiz.de/10012171660

Stochastic multi-attribute acceptability analysis-based heuristic algorithms for multi-attribute project portfolio selection and scheduling problem

Song, Shiling; Wei, Tingting; Yang, Feng; Xia, Qiong - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1373-1389

Persistent link: https://www.econbiz.de/10012588892

An algorithm for international portfolio selection and optimal currency hedging

Rudolf, Markus; Zimmermann, Heinz - 1994

Persistent link: https://www.econbiz.de/10000151201

An investigation of portfolio optimization using modified NSGA-II algorithm

Mahapatra, Biplab; Mohapatra, Sanjay; Samanta, Biswajit; … - In: South Asian journal of management : SAJM 26 (2019) 4, pp. 133-150

Persistent link: https://www.econbiz.de/10012256011

Construction of currency portfolios by means of an optimized investment strategy

Chandrinos, Spyros K.; Lagaros, Nikos D. - In: Operations research perspectives 5 (2018), pp. 32-44

This work focuses on the development of a technical breakout trading strategy based on the Donchian Channel approach, aiming to the construction of profitable portfolios. In this direction, the Modified Renko Bars (MRBs) were developed first; that proved to be a useful trading tool that...

Persistent link: https://www.econbiz.de/10011956914