Zhang, Min; Hou, Liangshao; Sun, Jie; Yan, Ailing A model of multistage risk-averse stochastic optimization and its solution by scenario-based decomposition algorithms. (English) Zbl 1459.90139 Asia-Pac. J. Oper. Res. 37, No. 4, Article ID 2040004, 21 p. (2020). MSC: 90C15 PDF BibTeX XML Cite \textit{M. Zhang} et al., Asia-Pac. J. Oper. Res. 37, No. 4, Article ID 2040004, 21 p. (2020; Zbl 1459.90139) Full Text: DOI OpenURL
Ling, Aifan; Tang, Le A numerical study for robust active portfolio management with worst-case downside risk measure. (English) Zbl 1407.91227 Math. Probl. Eng. 2014, Article ID 912389, 13 p. (2014). MSC: 91G10 90C90 PDF BibTeX XML Cite \textit{A. Ling} and \textit{L. Tang}, Math. Probl. Eng. 2014, Article ID 912389, 13 p. (2014; Zbl 1407.91227) Full Text: DOI OpenURL
Ling, Aifan; Sun, Jie; Yang, Xiaoguang Robust tracking error portfolio selection with worst-case downside risk measures. (English) Zbl 1402.91713 J. Econ. Dyn. Control 39, 178-207 (2014). MSC: 91G10 90C22 91G80 90C20 PDF BibTeX XML Cite \textit{A. Ling} et al., J. Econ. Dyn. Control 39, 178--207 (2014; Zbl 1402.91713) Full Text: DOI OpenURL
Scozzari, Andrea; Tardella, Fabio; Paterlini, Sandra; Krink, Thiemo Exact and heuristic approaches for the index tracking problem with UCITS constraints. (English) Zbl 1269.91080 Ann. Oper. Res. 205, 235-250 (2013). MSC: 91G10 90C11 90C20 PDF BibTeX XML Cite \textit{A. Scozzari} et al., Ann. Oper. Res. 205, 235--250 (2013; Zbl 1269.91080) Full Text: DOI OpenURL
Canakgoz, N. A.; Beasley, J. E. Mixed-integer programming approaches for index tracking and enhanced indexation. (English) Zbl 1159.91464 Eur. J. Oper. Res. 196, No. 1, 384-399 (2009). MSC: 91B84 91B82 91B28 90C11 PDF BibTeX XML Cite \textit{N. A. Canakgoz} and \textit{J. E. Beasley}, Eur. J. Oper. Res. 196, No. 1, 384--399 (2009; Zbl 1159.91464) Full Text: DOI OpenURL