Multi-objective optimization models in finance and investments.
- Published in:
- 2020
- By:
- Publication type:
- Editorial
Works matching IS 09255001 AND DT 2020 AND VI 76 AND IP 2
Results: 10
1
2
Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 383, doi. 10.1007/s10898-019-00861-3
- By:
- Publication type:
- Article
3
Global minimum variance portfolios under uncertainty: a robust optimization approach.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 267, doi. 10.1007/s10898-019-00859-x
- By:
- Publication type:
- Article
4
The joint replenishment problem with trade credits.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 347, doi. 10.1007/s10898-019-00851-5
- By:
- Publication type:
- Article
5
A stochastic goal programming model to derive stable cash management policies.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 333, doi. 10.1007/s10898-019-00770-5
- By:
- Publication type:
- Article
6
Convergence analysis of a projection algorithm for variational inequality problems.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 433, doi. 10.1007/s10898-019-00848-0
- By:
- Publication type:
- Article
7
An optimization–diversification approach to portfolio selection.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 245, doi. 10.1007/s10898-019-00809-7
- By:
- Publication type:
- Article
8
Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 295, doi. 10.1007/s10898-019-00782-1
- By:
- Publication type:
- Article
9
Tailor-made thematic portfolios: a core satellite optimization.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 317, doi. 10.1007/s10898-019-00781-2
- By:
- Publication type:
- Article
10
Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimization.
- Published in:
- Journal of Global Optimization, 2020, v. 76, n. 2, p. 407, doi. 10.1007/s10898-019-00847-1
- By:
- Publication type:
- Article