Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 459, doi. 10.1007/s10287-009-0098-3
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- Publication type:
- Article
Works matching IS 1619697X AND DT 2009 AND VI 6 AND IP 4
Results: 7
1
2
DC programming and DCA for globally solving the value-at-risk.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 477, doi. 10.1007/s10287-009-0099-2
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- Publication type:
- Article
3
Inner and outer loop optimization in semiconductor manufacturing supply chain management.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 411, doi. 10.1007/s10287-008-0081-4
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- Publication type:
- Article
4
Persistency and matroid intersection.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 435, doi. 10.1007/s10287-007-0064-x
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- Publication type:
- Article
5
A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 399, doi. 10.1007/s10287-007-0063-y
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- Publication type:
- Article
6
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 377, doi. 10.1007/s10287-007-0062-z
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- Publication type:
- Article
7
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems.
- Published in:
- Computational Management Science, 2009, v. 6, n. 4, p. 447, doi. 10.1007/s10287-007-0052-1
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- Publication type:
- Article