Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs.
- Published in:
- Computational Management Science, 2015, v. 12, n. 2, p. 319, doi. 10.1007/s10287-014-0209-7
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2015 AND VI 12 AND IP 2
Results: 7
1
2
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions.
- Published in:
- Computational Management Science, 2015, v. 12, n. 2, p. 243, doi. 10.1007/s10287-014-0221-y
- By:
- Publication type:
- Article
3
Erratum to: A copula-based heuristic for scenario generation.
- Published in:
- 2015
- By:
- Publication type:
- Erratum
4
On variance reduction of mean-CVaR Monte Carlo estimators.
- Published in:
- Computational Management Science, 2015, v. 12, n. 2, p. 221, doi. 10.1007/s10287-014-0225-7
- By:
- Publication type:
- Article
5
Multi-period forecasting and scenario generation with limited data.
- Published in:
- Computational Management Science, 2015, v. 12, n. 2, p. 267, doi. 10.1007/s10287-015-0230-5
- By:
- Publication type:
- Article
6
Computations in stochastic programming.
- Published in:
- Computational Management Science, 2015, v. 12, n. 2, p. 219, doi. 10.1007/s10287-015-0233-2
- By:
- Publication type:
- Article
7
A column generation mathematical programming approach for a class-faculty assignment problem with preferences.
- Published in:
- Computational Management Science, 2015, v. 12, n. 2, p. 297, doi. 10.1007/s10287-013-0163-9
- By:
- Publication type:
- Article