Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints
Journal of Global Optimization
Local Search Techniques for Constrained Portfolio SelectionProblems
Computational Economics
Neural networks and the financial markets
The Class of Polyhedral Coherent Risk Measures
Cybernetics and Systems Analysis
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost
Computational Optimization and Applications
On Extending the LP Computable Risk Measures to Account Downside Risk
Computational Optimization and Applications
Measuring Risk for Income Streams
Computational Optimization and Applications
Journal of Global Optimization
Fuzzy portfolio optimization under downside risk measures
Fuzzy Sets and Systems
Contingent Portfolio Programming for the Management of Risky Projects
Operations Research
Neural network-based mean-variance-skewness model for portfolio selection
Computers and Operations Research
Asset portfolio optimization using fuzzy mathematical programming
Information Sciences: an International Journal
Polyhedral coherent risk measures and investment portfolio optimization
Cybernetics and Systems Analysis
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
Journal of Computational and Applied Mathematics
On LP Solvable Models for Portfolio Selection
Informatica
An Algorithm for Portfolio Optimization Problem
Informatica
MATH'08 Proceedings of the American Conference on Applied Mathematics
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
Optimization Methods & Software
Expert Systems with Applications: An International Journal
Models and Simulations for Portfolio Rebalancing
Computational Economics
The optimal statistical median of a convex set of arrays
Journal of Global Optimization
Portfolio optimization problems in different risk measures using genetic algorithm
Expert Systems with Applications: An International Journal
Constructing Risk Measures from Uncertainty Sets
Operations Research
Portfolio management with minimum guarantees: some modeling and optimization issues
Proceedings of the 2009 conference on Neural Nets WIRN09: Proceedings of the 19th Italian Workshop on Neural Nets, Vietri sul Mare, Salerno, Italy, May 28--30 2009
Using genetic algorithm to support portfolio optimization for index fund management
Expert Systems with Applications: An International Journal
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Information Sciences: an International Journal
Fuzzy genetic system for modelling investment portfolio
PRICAI'06 Proceedings of the 9th Pacific Rim international conference on Artificial intelligence
A fuzzy approach to portfolio rebalancing with transaction costs
ICCS'03 Proceedings of the 2003 international conference on Computational science: PartII
Equity portfolio construction and selection using multiobjective mathematical programming
Journal of Global Optimization
Multi-step methods for choosing the best set of variables in regression analysis
Computational Optimization and Applications
Managing risks in an open computing environment using mean absolute deviation portfolio optimization
Future Generation Computer Systems
Heuristic methods for the optimal statistic median problem
Computers and Operations Research
Genetic relation algorithm with guided mutation for the large-scale portfolio optimization
Expert Systems with Applications: An International Journal
A hybrid approach for constructing suitable and optimal portfolios
Expert Systems with Applications: An International Journal
A robust mean absolute deviation model for portfolio optimization
Computers and Operations Research
Mean-VaR Portfolio Selection Under Real Constraints
Computational Economics
Nadir compromise programming: A model for optimization of multi-objective portfolio problem
Expert Systems with Applications: An International Journal
Solving portfolio optimization problem based on extension principle
IEA/AIE'10 Proceedings of the 23rd international conference on Industrial engineering and other applications of applied intelligent systems - Volume Part I
Optimization of investment options using SQL
IBERAMIA'10 Proceedings of the 12th Ibero-American conference on Advances in artificial intelligence
Construction of a portfolio with shorter downside tail and longer upside tail
Computational Optimization and Applications
The mean-absolute deviation portfolio selection problem with interval-valued returns
Journal of Computational and Applied Mathematics
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
Fuzzy Sets and Systems
An interval semi-absolute deviation model for portfolio selection
FSKD'06 Proceedings of the Third international conference on Fuzzy Systems and Knowledge Discovery
A fuzzy index tracking portfolio selection model
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
Computational asset allocation using one-sided and two-sided variability measures
ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
Fuzzy portfolio selection problems based on credibility theory
ICMLC'05 Proceedings of the 4th international conference on Advances in Machine Learning and Cybernetics
A fuzzy mixed projects and securities portfolio selection model
FSKD'05 Proceedings of the Second international conference on Fuzzy Systems and Knowledge Discovery - Volume Part II
A new Chance-Variance optimization criterion for portfolio selection in uncertain decision systems
Expert Systems with Applications: An International Journal
Exact and heuristic procedures for solving the fuzzy portfolio selection problem
Fuzzy Optimization and Decision Making
Application of two-stage stochastic linear program for portfolio selection problem
ICCSA'06 Proceedings of the 2006 international conference on Computational Science and Its Applications - Volume Part III
Hybrid Adaptive Large Neighborhood Search for the Optimal Statistic Median Problem
Computers and Operations Research
Risk Measures from Risk-Reducing Experiments
Decision Analysis
Operations Research Letters
Dynamic optimal portfolio with maximum absolute deviation model
Journal of Global Optimization
Asset portfolio optimization using support vector machines and real-coded genetic algorithm
Journal of Global Optimization
Optimizing fuzzy portfolio selection problems by parametric quadratic programming
Fuzzy Optimization and Decision Making
A local relaxation method for the cardinality constrained portfolio optimization problem
Computational Optimization and Applications
Risk-sensitive planning support for forest enterprises: The YAFO model
Computers and Electronics in Agriculture
Journal of Global Optimization
On interval portfolio selection problem
Fuzzy Optimization and Decision Making
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Fuzzy Optimization and Decision Making
Machine learning with operational costs
The Journal of Machine Learning Research
A stochastic programming approach to multicriteria portfolio optimization
Journal of Global Optimization
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