Linear vs. quadratic portfolio selection models with hard real-world constraints Francesco CesaroneAndrea ScozzariFabio Tardella Original Paper 30 May 2014 Pages: 345 - 370
A heuristic algorithm to solve the single-facility location routing problem on Riemannian surfaces Emre TokgözSamir Alwazzi Theodore B. Trafalis Original Paper 23 December 2014 Pages: 397 - 415
Constructing optimal sparse portfolios using regularization methods B. FastrichS. PaterliniP. Winker Original Paper 13 December 2014 Pages: 417 - 434
Probabilistic constraints via SQP solver: application to a renewable energy management problem I. BremerR. HenrionA. Möller Original Paper 12 February 2015 Pages: 435 - 459
Optimal annuity portfolio under inflation risk Agnieszka Karolina KoniczDavid PisingerAlex Weissensteiner Original Paper 03 May 2015 Pages: 461 - 488