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Papers matching “portfolio optimization” 34

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Thinking beyond the monetary objectives of modern portfolio theory : a tri-dimensional optimization model for thematic investments leading to practical advice
2020 dissertation Decision Sciences Risk and Portfolio Optimization Open access

Florian Methling

0

citations
Quick Introduction into the General Framework of Portfolio Theory
2024 Risks article Decision Sciences Risk and Portfolio Optimization Open access

Philipp Kreins, Stanislaus Maier‐Paape, Qiji Jim Zhu

0

citations
Scalar and Vector Risk in the General Framework of Portfolio Theory
2023 CMS/CAIMS books in mathematics book Decision Sciences Risk and Portfolio Optimization

Stanislaus Maier‐Paape, Pedro Júdice, Andreas Platen, Qiji Jim Zhu

2

citations
Application of Portfolio Theory to Optimize Power Plant Mixes in Classroom Teaching
2025 Lecture notes in operations research conference-paper Decision Sciences Risk and Portfolio Optimization

Barbara Glensk, Qinghan Yu, Reinhard Madlener

0

citations
A robust multicriteria clustering methodology for portfolio decision analysis
2022 Computers & Industrial Engineering article Decision Sciences Multi-Criteria Decision Making

Makbule Kandakoglu, Grit Walther, Sarah Ben Amor

17

citations
A branch and bound algorithm for robust binary optimization with budget uncertainty
2023 Mathematical Programming Computation article Decision Sciences Risk and Portfolio Optimization Open access

Christina Büsing, Timo Gersing, Arie M. C. A. Koster

9

citations
Computational Results: Algorithms for Robust Combinatorial Optimization with Budgeted Uncertainty
2024 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing

0

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

0

citations
Computational Results: Algorithms for Robust Combinatorial Optimization with Budgeted Uncertainty
2024 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing

0

citations
A Note on Piecewise Affine Decision Rules for Robust, Stochastic, and Data-Driven Optimization
2026 Operations Research article Decision Sciences Risk and Portfolio Optimization Open access

Simon Thomä, Maximilian Schiffer, Wolfram Wiesemann

0

citations
Designing tractable piecewise affine policies for multi-stage adjustable robust optimization
2024 Mathematical Programming article Decision Sciences Risk and Portfolio Optimization Open access

Simon Thomä, Grit Walther, Maximilian Schiffer

14

citations
Designing Tractable Piecewise Affine Policies for Multi-Stage Adjustable Robust Optimization
2022 arXiv (Cornell University) preprint Decision Sciences Risk and Portfolio Optimization Open access

Simon Thomä, Grit Walther, Maximilian Schiffer

4

citations
Oracle-based algorithms for binary two-stage robust optimization
2020 Computational Optimization and Applications article Decision Sciences Risk and Portfolio Optimization Open access

Nicolas Kämmerling, Jannis Kurtz

19

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

3

citations
Recycling valid inequalities for robust combinatorial optimization with budgeted uncertainty
2024 Mathematical Programming article Decision Sciences Risk and Portfolio Optimization Open access

Christina Büsing, Timo Gersing, Arie M. C. A. Koster

1

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

0

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

0

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

0

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

0

citations
Benchmark Instances for Robust Combinatorial Optimization with Budgeted Uncertainty
2022 Zenodo (CERN European Organization for Nuclear Research) dataset Decision Sciences Risk and Portfolio Optimization Open access

Timo Gersing, Christina Büsing, Arie M. C. A. Koster

0

citations
Satisfaction of path chance constraints in dynamic optimization problems
2022 Computers & Chemical Engineering article Decision Sciences Risk and Portfolio Optimization

Eduardo S. Schultz, Simon Olofsson, Adel Mhamdi, Alexander Mitsos

3

citations
A Systematic Approach to Analyze the Computational Cost of Robustness in Model-Assisted Robust Optimization
2022 Lecture notes in computer science conference-paper Decision Sciences Risk and Portfolio Optimization

Sibghat Ullah, Hao Wang, Stefan Menzel, Bernhard Sendhoff, Thomas Bäck

0

citations
Recycling Inequalities for Robust Combinatorial Optimization with Budget Uncertainty
2023 Lecture notes in computer science conference-paper Decision Sciences Risk and Portfolio Optimization

Christina Büsing, Timo Gersing, Arie M. C. A. Koster

2

citations
Open problem: Fast and optimal online portfolio selection
2020 Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands conference-paper Decision Sciences Advanced Bandit Algorithms Research Open access

Tim van Erven, Dirk van der Hoeven, Wojciech Kotłowski, Wouter M. Koolen

5

citations
Deep Learning for Stock Performance Prediction: A Sharpe Ratio-Optimized Approach
2025 Asia Pacific Economic and Management Review article Decision Sciences Stock Market Forecasting Methods Open access

Thomas Müller

4

citations