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2005, ISBN 9781402081101, xvii, 261
Book
2010, Quantitative finance series, ISBN 0123749522, xvi, 306
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about... 
Data processing | Portfolio management | Mathematical models | Finance & Accounting
Book
2007, Mathematics, finance, and risk, ISBN 0521861705, xii, 345
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in... 
Mathematical optimization | Finance | Mathematical models
Book
2008, 1. Aufl., Lecture notes in economics and mathematical systems, ISBN 3540765921, Volume 605, xiv, 136
The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author... 
Portfolio management | Bonds | Mathematical models | Mathematical optimization | Economics/Management Science | Finance /Banking | Quantitative Finance | Operations Research/Decision Theory | Optimization
Book
2009, The Wiley Finance Series, ISBN 9781405133715, xviii, 177 pages
ANDREA CONSIGLIO is professor of Mathematical Finance at the University of Palermo, Italy. He has held positions at the University of Calabria and at the... 
Mathematical models | Mathematical optimization | Finance | Financial engineering | Business & Economics | Math & Science | Investment analysis
Book
2000, Nonconvex optimization and its applications, ISBN 9780792366447, Volume 49., xii, 307
Book
2007, Chapman & Hall/CRC financial mathematics series, ISBN 1584885785, xvi, 434
Book
Expert Systems With Applications, ISSN 0957-4174, 2011, Volume 38, Issue 8, pp. 10161 - 10169
Journal Article
Operations Research Letters, ISSN 0167-6377, 07/2018, Volume 46, Issue 4, pp. 448 - 452
Journal Article
2011, ISBN 0123756626, xv, 584
This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives... 
Finance | Mathematical methods | Economics | Finance & Economics | Mathematical optimization
Book
European Journal of Operational Research, ISSN 0377-2217, 06/2014, Volume 235, Issue 3, pp. 471 - 483
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 05/2016, Volume 250, Issue 3, pp. 842 - 854
•Demand for products in retail assortments is stochastic.•Our robust retail assortment optimization problem balances risk and return.•We propose a novel and... 
Assortments | Retailing | Robust optimization | Efficient Frontier | Risk-return | Knapsack problem | MANAGEMENT | MODEL | PRODUCT PORTFOLIO | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | DECISION-MAKING | UNCERTAINTY | SUPPLY CHAIN | FIRM | Risk management | Analysis | Robust statistics | Retail industry
Journal Article
2007, Wiley finance, ISBN 9780471921226, xvi, 495
Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios,... 
Portfolio management | Robust optimization | Business & Economics | Finance
Book
2005, Advances in computational management science, ISBN 9780387258522, Volume 8, xiv, 222
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its... 
Investment analysis | Portfolio management | Finance & Accounting | Finance | Economics/Management Science | Computing Methodologies | Finance /Banking | Quantitative Finance | Optimization
Book
European Journal of Operational Research, ISSN 0377-2217, 04/2014, Volume 234, Issue 2, pp. 422 - 433
•Multiobjective optimization problems with uncertainty can easily be robustified.•The concept of the robust Pareto front is introduced.•Applications to... 
Multiobjective | Uncertainty | Markowitz | Robustification | CHOICE | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EFFICIENT PORTFOLIOS | PROGRAMS | SELECTION | Multivariate analysis | Mathematical optimization | Analysis | Methods | Formulations | Pareto optimality | Operational research | Standards | Optimization
Journal Article
Nonlinear Analysis: Real World Applications, ISSN 1468-1218, 2009, Volume 10, Issue 4, pp. 2396 - 2406
The survey of the relevant literature showed that there have been many studies for portfolio optimization problem and that the number of studies which have... 
Portfolio optimization | Efficient frontier | Particle swarm optimization | SUPPORT | MATHEMATICS, APPLIED | MANAGEMENT | MARKET | ALGORITHM | TRACKING ERROR MINIMIZATION | SELECTION | Investment analysis | Algorithms | Mathematical optimization | Analysis
Journal Article