Sage Journals: Discover world-class research

Retricted access

Research article

First published 2022-06-01

Multiple strategies grey wolf optimizer for constrained portfolio optimization

Xiaobing Yu, Zhenjie Liu

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Retricted access

Research article

First published 2005-01

Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power Sector

Paul R. Kleindorfer, Lide Li

The Energy Journal

Retricted access

Research article

First published 2012-11

A decomposition method for optimal portfolios with regime-switching and risk constraint

Jingzhen Liu, Ka-Fai Cedric Yiu, Tak Kuen Siu

Risk and Decision Analysis

Retricted access

Research article

First published 2020-8

Optimal Allocation of Research Funds under a Budget Constraint

Michael Fairley, Lauren E. Cipriano, Jeremy D. Goldhaber-Fiebert

Medical Decision Making

Retricted access

Other

First published 2016-8

Application of Net Cash Flow at Risk in Project Portfolio Selection

Masoud Mohammad Sharifi, Mojtaba Safari

Project Management Journal

Retricted access

Research article

First published 2019-12-23

Resource constrained portfolio scheduling problem (RCPoSP): A hybrid approach

Jarosław Wikarek, Paweł Sitek, Grzegorz Bocewicz

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Retricted access

Research article

First published 2009-2

VaR constrained hedging of fixed price load-following obligations in competitive electricity markets

Yumi Oum, Shmuel Oren

Risk and Decision Analysis

Retricted access

Research article

First published 1989-10

Two-Stage Optimization,Tax Rates,and Saving: Some Time Series Evidence

Timothy P. Roth

Public Finance Review

Open access

Research article

First published 2018-12

An actor-critic-based portfolio investment method inspired by benefit-risk optimization

Lili Tang

Journal of Algorithms & Computational Technology

Retricted access

Research article

First published 2017-11

Risk control of mean-reversion time in statistical arbitrage

Joongyeub Yeo, George Papanicolaou

Risk and Decision Analysis

Search results