Volume 76, Issue 2

Search all Journal of Global Optimization articles

February 2020

Special Issue: Multi-objective optimization models in finance and investments

Issue Editors:

Michalis Doumpos,
Constantin Zopounidis

10 articles in this issue

Multi-objective optimization models in finance and investments
Michalis Doumpos
Constantin Zopounidis
Editorial 06 January 2020 Pages: 243 - 244
An optimization–diversification approach to portfolio selection
Francesco Cesarone
Andrea Scozzari
Fabio Tardella
OriginalPaper 25 July 2019 Pages: 245 - 265
Global minimum variance portfolios under uncertainty: a robust optimization approach
Sandra Caçador
Joana Matos Dias
Pedro Godinho
OriginalPaper 03 February 2020 Pages: 267 - 293
Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences
Ana B. Ruiz
Rubén Saborido
Enriqueta Vercher
OriginalPaper 09 May 2019 Pages: 295 - 315
Tailor-made thematic portfolios: a core satellite optimization
Florian Methling
Rüdiger von Nitzsch
OriginalPaper 14 May 2019 Pages: 317 - 331
A stochastic goal programming model to derive stable cash management policies
Francisco Salas-Molina
Juan A. Rodriguez-Aguilar
David Pla-Santamaria
OriginalPaper 10 April 2019 Pages: 333 - 346
The joint replenishment problem with trade credits
Jen-Yen Lin
Ming-Jong Yao
OriginalPaper 11 November 2019 Pages: 347 - 382
Inner approximating the completely positive cone via the cone of scaled diagonally dominant matrices
João Gouveia
Ting Kei Pong
Mina Saee
OriginalPaper 03 December 2019 Pages: 383 - 405
Characterization of generalized FJ and KKT conditions in nonsmooth nonconvex optimization
Javad Koushki
Majid Soleimani-damaneh
OriginalPaper 02 November 2019 Pages: 407 - 431
Convergence analysis of a projection algorithm for variational inequality problems
Biao Qu
Changyu Wang
Fanwen Meng
OriginalPaper 25 October 2019 Pages: 433 - 452

Volume 76, Issue 2

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