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Periodical
European journal of operational research.
Author:
ISSN: 18726860 03772217 Year: 1977 Publisher: [Amsterdam] : Elsevier Science

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Periodical
EURO journal of transportation and logistics.
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ISSN: 21924384 21924376 Year: 2012 Publisher: [Heidelberg?] : Amsterdam : Springer, Elsevier B.V.


Periodical
Euro journal on computational optimization.
Author:
ISSN: 21924406 21924414 Year: 2013 Publisher: [Berlin] ; [Heidelberg] : Springer Berlin Heidelberg,


Periodical
EURO journal on decision processes.
Author:
ISSN: 21939446 Year: 2013 Publisher: [Berlin] ; [Heldelberg] : Springer Berlin Heidelberg,


Periodical
EURO bulletin
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ISSN: 10232621 Year: 1991 Publisher: Brussel Association of European Operational Research Societies

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Book
Second European congress on operations research : preprints.
Authors: ---
Year: 1976 Publisher: Amsterdam North-Holland

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Digital
Linear and mixed integer programming for portfolio optimization
Authors: --- --- ---
ISBN: 9783319184814 9783319184821 9783319184838 9783319386218 Year: 2015 Publisher: Cham Springer

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This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.


Book
Human centered processes : distributed decision making and man-machine cooperation : 14th mini-EURO conference : 5-7 May 2003, Luxembourg, Kirchberg, Congress centre
Authors: --- ---
Year: 2003 Publisher: Luxembourg : Centre universitaire de Luxembourg,

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