Multi-Objective Portfolio Optimization by Mixed Integer Programming

SSRN Electronic Journal ◽

10.2139/ssrn.2799940 ◽

2011 ◽

Cited By ~ 2

Author(s):

Bartosz Sawik

Keyword(s):

Integer Programming ◽

Portfolio Optimization ◽

Mixed Integer Programming ◽

Mixed Integer ◽

Multi Objective

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Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization

Swarm and Evolutionary Computation ◽

10.1016/j.swevo.2021.100928 ◽

2021 ◽

pp. 100928

Author(s):

Yi Chen ◽

Aimin Zhou ◽

Swagatam Das

Keyword(s):

Integer Programming ◽

Evolutionary Algorithms ◽

Portfolio Optimization ◽

Mixed Integer Programming ◽

Mixed Integer ◽

Multi Objective

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Survey of multi-objective portfolio optimization by linear and mixed integer programming

Applications of Management Science ◽

10.1108/s0276-8976(2013)0000016007 ◽

2013 ◽

pp. 55-79 ◽

Cited By ~ 15

Author(s):

Bartosz Sawik

Keyword(s):

Integer Programming ◽

Portfolio Optimization ◽

Mixed Integer Programming ◽

Mixed Integer ◽

Multi Objective

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A Multi-Objective Mixed Integer Programming Model for Minimising Obtrusive Effects and Installation Costs of Night-time Lighting on Construction Sites

Proceedings of the 33rd International Symposium on Automation and Robotics in Construction (ISARC) ◽

10.22260/isarc2016/0061 ◽

2016 ◽

Cited By ~ 1

Author(s):

Ahmed Hammad ◽

Ali Akbarnezhad ◽

David Rey

Keyword(s):

Integer Programming ◽

Mixed Integer Programming ◽

Programming Model ◽

Mixed Integer ◽

Construction Sites ◽

Night Time ◽

Integer Programming Model ◽

Mixed Integer Programming Model ◽

Multi Objective

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Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming

Applications of Management Science - Financial Modeling Applications and Data Envelopment Applications ◽

10.1108/s0276-8976(2009)0000013003 ◽

2009 ◽

pp. 3-18 ◽

Cited By ~ 13

Author(s):

Bartosz Sawik

Keyword(s):

Integer Programming ◽

Portfolio Optimization ◽

Mixed Integer Programming ◽

Mixed Integer

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Multi-objective Mixed Integer Programming

10.1007/springerreference_72499 ◽

2012 ◽

Keyword(s):

Integer Programming ◽

Mixed Integer Programming ◽

Mixed Integer ◽

Multi Objective

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Multi-objective forest planning at tree-level combining mixed integer programming and airborne laser scanning

Forest Ecology and Management ◽

10.1016/j.foreco.2020.118714 ◽

2020 ◽

pp. 118714

Author(s):

Adrián Pascual

Keyword(s):

Integer Programming ◽

Mixed Integer Programming ◽

Laser Scanning ◽

Airborne Laser Scanning ◽

Mixed Integer ◽

Tree Level ◽

Forest Planning ◽

Multi Objective ◽

Airborne Laser

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Multi-Objective Mixed Integer Programming

Encyclopedia of Optimization ◽

10.1007/0-306-48332-7_310 ◽

2006 ◽

pp. 1556-1562

Author(s):

Maria Jo~ao Alves ◽

Jo~ao Clímaco

Keyword(s):

Integer Programming ◽

Mixed Integer Programming ◽

Mixed Integer ◽

Multi Objective

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Linear and Mixed Integer Programming for Portfolio Optimization

10.1007/978-3-319-18482-1 ◽

2015 ◽

Cited By ~ 15

Author(s):

Renata Mansini ◽

Włodzimierz Ogryczak ◽

M. Grazia Speranza

Keyword(s):

Integer Programming ◽

Portfolio Optimization ◽

Mixed Integer Programming ◽

Mixed Integer

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Enhanced index tracking in portfolio optimization with two-stage mixed integer programming model

Journal of Fundamental and Applied Sciences ◽

10.4314/jfas.v9i5s.1 ◽

2018 ◽

Vol 9 (5S) ◽

pp. 1 ◽

Cited By ~ 2

Author(s):

W.S. Lam ◽

S.H. Jaaman ◽

W.H. Lam

Keyword(s):

Integer Programming ◽

Portfolio Optimization ◽

Mixed Integer Programming ◽

Programming Model ◽

Mixed Integer ◽

Index Tracking ◽

Two Stage ◽

Integer Programming Model ◽

Mixed Integer Programming Model

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Mixed integer programming of multi-objective security-constrained hydro/thermal unit commitment

Renewable and Sustainable Energy Reviews ◽

10.1016/j.rser.2013.09.020 ◽

2014 ◽

Vol 29 ◽

pp. 911-923 ◽

Cited By ~ 61

Author(s):

Mohammad Reza Norouzi ◽

Abdollah Ahmadi ◽

Ali Esmaeel Nezhad ◽

Amir Ghaedi

Keyword(s):

Integer Programming ◽

Mixed Integer Programming ◽

Unit Commitment ◽

Mixed Integer ◽

Thermal Unit ◽

Multi Objective

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