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Wlodzimierz Ogryczak

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper 67097, University Library of Munich, Germany.

    Cited by:

    1. Francesco Cesarone & Raffaello Cesetti & Giuseppe Orlando & Manuel Luis Martino & Jacopo Maria Ricci, 2022. "Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution," Mathematics, MDPI, vol. 11(1), pages 1-20, December.
    2. Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2020. "An optimization–diversification approach to portfolio selection," Journal of Global Optimization, Springer, vol. 76(2), pages 245-265, February.
    3. Mahdi Moeini, 2022. "Solving the index tracking problem: a continuous optimization approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 807-835, June.
    4. Strub, O. & Baumann, P., 2018. "Optimal construction and rebalancing of index-tracking portfolios," European Journal of Operational Research, Elsevier, vol. 264(1), pages 370-387.
    5. Doering, Jana & Kizys, Renatas & Juan, Angel A. & Fitó, Àngels & Polat, Onur, 2019. "Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends," Operations Research Perspectives, Elsevier, vol. 6(C).
    6. Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio, 2020. "On the stability of portfolio selection models," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 210-234.
    7. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2022. "Smart network based portfolios," Annals of Operations Research, Springer, vol. 316(2), pages 1519-1541, September.
    8. Guohui Guan & Lin He & Zongxia Liang & Litian Zhang, 2024. "Optimal VPPI strategy under Omega ratio with stochastic benchmark," Papers 2403.13388, arXiv.org.
    9. Carole Bernard & Massimiliano Caporin & Bertrand Maillet & Xiang Zhang, 2023. "Omega Compatibility: A Meta-analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 493-526, August.
    10. Li, Xuepeng & Xu, Fengmin & Jing, Kui, 2022. "Robust enhanced indexation with ESG: An empirical study in the Chinese Stock Market," Economic Modelling, Elsevier, vol. 107(C).
    11. Huang, Jinbo & Li, Yong & Yao, Haixiang, 2022. "Partial moments and indexation investment strategies," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 39-59.
    12. Gianfranco Guastaroba & Renata Mansini & Wlodzimierz Ogryczak & M. Grazia Speranza, 2020. "Enhanced index tracking with CVaR-based ratio measures," Annals of Operations Research, Springer, vol. 292(2), pages 883-931, September.
    13. F. Hooshmand & Z. Rasouli, 2023. "Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm," OPSEARCH, Springer;Operational Research Society of India, vol. 60(3), pages 1286-1311, September.
    14. Tingting Yang & Xiaoxia Huang, 2022. "A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions," Journal of Optimization Theory and Applications, Springer, vol. 195(2), pages 723-747, November.
    15. Spiridon Penev & Pavel Shevchenko & Wei Wu, 2019. "Myopic robust index tracking with Bregman divergence," Papers 1908.07659, arXiv.org, revised Jul 2021.
    16. Gnägi, M. & Strub, O., 2020. "Tracking and outperforming large stock-market indices," Omega, Elsevier, vol. 90(C).
    17. Bernard, Carole & Vanduffel, Steven & Ye, Jiang, 2019. "Optimal strategies under Omega ratio," European Journal of Operational Research, Elsevier, vol. 275(2), pages 755-767.
    18. Ruchika Sehgal & Aparna Mehra, 2023. "Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 721-742, September.
    19. Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017. "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, vol. 5(4), pages 1-16, October.
    20. Li, Helong & Huang, Qin & Wu, Baiyi, 2021. "Improving the naive diversification: An enhanced indexation approach," Finance Research Letters, Elsevier, vol. 39(C).
    21. Ruchika Sehgal & Aparna Mehra, 2019. "Enhanced indexing using weighted conditional value at risk," Annals of Operations Research, Springer, vol. 280(1), pages 211-240, September.
    22. Guan, Guohui & Liang, Zongxia & Xia, Yi, 2023. "Optimal management of DC pension fund under the relative performance ratio and VaR constraint," European Journal of Operational Research, Elsevier, vol. 305(2), pages 868-886.
    23. Patrizia Beraldi & Maria Elena Bruni, 2022. "Enhanced indexation via chance constraints," Operational Research, Springer, vol. 22(2), pages 1553-1573, April.
    24. Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018. "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 103-128.
    25. Yang, Tingting & Huang, Xiaoxia, 2022. "Two new mean–variance enhanced index tracking models based on uncertainty theory," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    26. Lorenzo Reus & Rodolfo Prado, 2022. "Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP Method," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 47-69, June.
    27. Francesco Cesarone & Justo Puerto, 2024. "New approximate stochastic dominance approaches for Enhanced Indexation models," Papers 2401.12669, arXiv.org.
    28. Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński, 2017. "Efficient optimization of the reward-risk ratio with polyhedral risk measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 625-653, December.
    29. Yu, Jing-Rung & Paul Chiou, Wan-Jiun & Hsin, Yi-Ting & Sheu, Her-Jiun, 2022. "Omega portfolio models with floating return threshold," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 743-758.
    30. Corsaro, Stefania & De Simone, Valentina & Marino, Zelda, 2021. "Split Bregman iteration for multi-period mean variance portfolio optimization," Applied Mathematics and Computation, Elsevier, vol. 392(C).
    31. Amita Sharma & Sebastian Utz & Aparna Mehra, 2017. "Omega-CVaR portfolio optimization and its worst case analysis," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(2), pages 505-539, March.

  2. W. Michalowski & W. Ogryczak, 1998. "Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion," Working Papers ir98041, International Institute for Applied Systems Analysis.

    Cited by:

    1. Diana Barro & Elio Canestrelli, 2014. "Downside risk in multiperiod tracking error models," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 263-283, June.
    2. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2022. "Robust portfolio selection problems: a comprehensive review," Operational Research, Springer, vol. 22(4), pages 3203-3264, September.
    3. James DiLellio, 2015. "A Kalman filter control technique in mean-variance portfolio management," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 235-261, April.
    4. Diana Barro & Elio Canestrelli & Fabio Lanza, 2014. "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers 2014:18, Department of Economics, University of Venice "Ca' Foscari".
    5. Ralph Steuer & Yue Qi & Markus Hirschberger, 2007. "Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection," Annals of Operations Research, Springer, vol. 152(1), pages 297-317, July.
    6. Diana Barro & Elio Canestrelli, 2012. "Dynamic tracking error with shortfall control using stochastic programming," Working Papers 2012_18, Department of Economics, University of Venice "Ca' Foscari", revised 2012.
    7. Panagiotis Xidonas & George Mavrotas & John Psarras, 2010. "Equity portfolio construction and selection using multiobjective mathematical programming," Journal of Global Optimization, Springer, vol. 47(2), pages 185-209, June.
    8. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
    9. Diana Barro & Elio Canestrelli & Giorgio Consigli, 2019. "Volatility versus downside risk: performance protection in dynamic portfolio strategies," Computational Management Science, Springer, vol. 16(3), pages 433-479, July.
    10. Shrey Jain & Siddhartha P. Chakrabarty, 2020. "Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 291-323, June.
    11. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2021. "Robust Portfolio Selection Problems: A Comprehensive Review," Papers 2103.13806, arXiv.org, revised Jan 2022.

  3. W. Ogryczak & A. Ruszczynski, 1997. "On Stochastic Dominance and Mean-Semideviation Models," Working Papers ir97043, International Institute for Applied Systems Analysis.

    Cited by:

    1. Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    2. Wojtek Michalowski & Włodzimierz Ogryczak, 2001. "Extending the MAD portfolio optimization model to incorporate downside risk aversion," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(3), pages 185-200, April.

  4. W. Ogryczak & A. Ruszczynski, 1997. "From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures," Working Papers ir97027, International Institute for Applied Systems Analysis.

    Cited by:

    1. Matmoura, Yassine & Penev, Spiridon, 2013. "Multistage optimization of option portfolio using higher order coherent risk measures," European Journal of Operational Research, Elsevier, vol. 227(1), pages 190-198.
    2. Trine Kristoffersen, 2005. "Deviation Measures in Linear Two-Stage Stochastic Programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(2), pages 255-274, November.
    3. Fong, Wai Mun, 2016. "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, vol. 17(C), pages 7-9.
    4. Marcelo Brutti Righi & Fernanda Maria Muller & Marlon Ruoso Moresco, 2017. "On a robust risk measurement approach for capital determination errors minimization," Papers 1707.09829, arXiv.org, revised Oct 2020.
    5. Eduard Gabriel Ceptureanu & Sebastian Ceptureanu & Claudiu Herteliu, 2021. "Evidence regarding external financing in manufacturing MSEs using partial least squares regression," Annals of Operations Research, Springer, vol. 299(1), pages 1189-1202, April.
    6. Francesco Cesarone & Raffaello Cesetti & Giuseppe Orlando & Manuel Luis Martino & Jacopo Maria Ricci, 2022. "Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution," Mathematics, MDPI, vol. 11(1), pages 1-20, December.
    7. Y.M. Ermoliev & T.Y. Ermolieva & G.J. MacDonald & V.I. Norkin, 1998. "On the Design of Catastrophic Risk Portfolios," Working Papers ir98056, International Institute for Applied Systems Analysis.
    8. Dipankar Mondal & N. Selvaraju, 2022. "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 225-248, March.
    9. Trzaskalik, Tadeusz & Sitarz, Sebastian, 2007. "Discrete dynamic programming with outcomes in random variable structures," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1535-1548, March.
    10. N. Edirisinghe & E. Patterson, 2007. "Multi-period stochastic portfolio optimization: Block-separable decomposition," Annals of Operations Research, Springer, vol. 152(1), pages 367-394, July.
    11. Barbara Glensk & Reinhard Madlener, 2018. "Fuzzy Portfolio Optimization of Power Generation Assets," Energies, MDPI, vol. 11(11), pages 1-22, November.
    12. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    13. Alois Pichler, 2024. "Higher order measures of risk and stochastic dominance," Papers 2402.15387, arXiv.org.
    14. Wojtek Michalowski & Włodzimierz Ogryczak, 2001. "Extending the MAD portfolio optimization model to incorporate downside risk aversion," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(3), pages 185-200, April.
    15. Andreas H Hamel, 2018. "Monetary Measures of Risk," Papers 1812.04354, arXiv.org.
    16. Lamb, John D. & Tee, Kai-Hong, 2012. "Resampling DEA estimates of investment fund performance," European Journal of Operational Research, Elsevier, vol. 223(3), pages 834-841.
    17. Laetitia Andrieu & Michel de Lara & Babacar Seck, 2008. "Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions," Working Papers hal-00390836, HAL.
    18. De Giorgi, Enrico, 2005. "Reward-risk portfolio selection and stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 895-926, April.
    19. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Optimization of Convex Risk Functions," Risk and Insurance 0404001, University Library of Munich, Germany, revised 08 Oct 2005.
    20. Mauricio Gallardo, 2021. "Measuring vulnerability to multidimensional poverty with Bayesian network classifiers," Asociación Argentina de Economía Política: Working Papers 4475, Asociación Argentina de Economía Política.
    21. Wu, Xing, 2015. "Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach," Transportation Research Part B: Methodological, Elsevier, vol. 80(C), pages 275-290.
    22. Li, Jie & Huang, Huaxia & Xiao, Xiao, 2012. "The sovereign property of foreign reserve investment in China: A CVaR approach," Economic Modelling, Elsevier, vol. 29(5), pages 1524-1536.
    23. Miguel A. Lejeune & John Turner, 2019. "Planning Online Advertising Using Gini Indices," Operations Research, INFORMS, vol. 67(5), pages 1222-1245, September.
    24. Albrecht, Peter, 2003. "Risk measures," Papers 03-01, Sonderforschungsbreich 504.
    25. Andrey Lizyayev, 2012. "Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements," Annals of Operations Research, Springer, vol. 196(1), pages 391-410, July.
    26. Mert Gürbüzbalaban & Andrzej Ruszczyński & Landi Zhu, 2022. "A Stochastic Subgradient Method for Distributionally Robust Non-convex and Non-smooth Learning," Journal of Optimization Theory and Applications, Springer, vol. 194(3), pages 1014-1041, September.
    27. Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2009. "On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty," Computational Management Science, Springer, vol. 6(3), pages 307-327, August.
    28. Renata Mansini & Włodzimierz Ogryczak & M. Speranza, 2007. "Conditional value at risk and related linear programming models for portfolio optimization," Annals of Operations Research, Springer, vol. 152(1), pages 227-256, July.
    29. Sergio Ortobelli Lozza, 2001. "The classification of parametric choices under uncertainty: analysis of the portfolio choice problem," Theory and Decision, Springer, vol. 51(2), pages 297-328, December.
    30. Mei Yu & Shouyang Wang, 2012. "Dynamic optimal portfolio with maximum absolute deviation model," Journal of Global Optimization, Springer, vol. 53(2), pages 363-380, June.
    31. Hoai An Le Thi & Mahdi Moeini, 2014. "Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm," Journal of Optimization Theory and Applications, Springer, vol. 161(1), pages 199-224, April.
    32. Hlafo Alfie Mimun & Matteo Quattropani & Marco Scarsini, 2022. "Best-Response dynamics in two-person random games with correlated payoffs," Papers 2209.12967, arXiv.org, revised Jan 2024.
    33. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017. "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper 82737, University Library of Munich, Germany.
    34. Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2011. "Stable solutions for optimal reinsurance problems involving risk measures," European Journal of Operational Research, Elsevier, vol. 214(3), pages 796-804, November.
    35. Walter Gutjahr & Alois Pichler, 2016. "Stochastic multi-objective optimization: a survey on non-scalarizing methods," Annals of Operations Research, Springer, vol. 236(2), pages 475-499, January.
    36. Roman, Diana & Mitra, Gautam & Zverovich, Victor, 2013. "Enhanced indexation based on second-order stochastic dominance," European Journal of Operational Research, Elsevier, vol. 228(1), pages 273-281.
    37. Christopher W. Miller & Insoon Yang, 2015. "Optimal Control of Conditional Value-at-Risk in Continuous Time," Papers 1512.05015, arXiv.org, revised Jan 2017.
    38. Philippe Delquié, 2012. "Risk Measures from Risk-Reducing Experiments," Decision Analysis, INFORMS, vol. 9(2), pages 96-102, June.
    39. Walkshäusl, Christian & Lobe, Sebastian, 2012. "Islamic investing," Review of Financial Economics, Elsevier, vol. 21(2), pages 53-62.
    40. Branda, Martin, 2013. "Diversification-consistent data envelopment analysis with general deviation measures," European Journal of Operational Research, Elsevier, vol. 226(3), pages 626-635.
    41. Balbás, Alejandro & Jiménez Guerra, Pedro, 2006. "Generalized vector risk functions," DEE - Working Papers. Business Economics. WB wb066721, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    42. Montes, Ignacio & Salamanca, Juan Jesús & Montes, Susana, 2020. "A modified version of stochastic dominance involving dependence," Statistics & Probability Letters, Elsevier, vol. 165(C).
    43. Ran Ji & Miguel A. Lejeune & Srinivas Y. Prasad, 2017. "Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria," Annals of Operations Research, Springer, vol. 248(1), pages 305-343, January.
    44. Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2010. "Stability of the optimal reinsurance with respect to the risk measure," DEE - Working Papers. Business Economics. WB wb100201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    45. Alessandra Carleo & Francesco Cesarone & Andrea Gheno & Jacopo Maria Ricci, 2017. "Approximating exact expected utility via portfolio efficient frontiers," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 115-143, November.
    46. Justin Dzuche & Christian Deffo Tassak & Jules Sadefo-Kamdem & Louis Aimé Fono, 2020. "On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return," Post-Print hal-03010279, HAL.
    47. Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017. "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper 75948, University Library of Munich, Germany.
    48. Mohd Azdi Maasar & Diana Roman & Paresh Date, 2022. "Risk minimisation using options and risky assets," Operational Research, Springer, vol. 22(1), pages 485-506, March.
    49. A. Alonso-Ayuso & L. Escudero & C. Pizarro, 2009. "On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty," Annals of Operations Research, Springer, vol. 166(1), pages 223-242, February.
    50. Naomi Miller & Andrzej Ruszczyński, 2011. "Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition," Operations Research, INFORMS, vol. 59(1), pages 125-132, February.
    51. Lozano, Sebastián & Gutiérrez, Ester, 2008. "Data envelopment analysis of mutual funds based on second-order stochastic dominance," European Journal of Operational Research, Elsevier, vol. 189(1), pages 230-244, August.
    52. Darinka Dentcheva & Spiridon Penev & Andrzej Ruszczyński, 2010. "Kusuoka representation of higher order dual risk measures," Annals of Operations Research, Springer, vol. 181(1), pages 325-335, December.
    53. Walter J. Gutjahr & Alois Pichler, 2016. "Stochastic multi-objective optimization: a survey on non-scalarizing methods," Annals of Operations Research, Springer, vol. 236(2), pages 475-499, January.
    54. Hasanjan Sayit, 2022. "A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models," Papers 2202.02488, arXiv.org, revised Jul 2023.
    55. Bauerle, Nicole & Muller, Alfred, 2006. "Stochastic orders and risk measures: Consistency and bounds," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 132-148, February.
    56. Nasim Dehghan Hardoroudi & Abolfazl Keshvari & Markku Kallio & Pekka Korhonen, 2017. "Solving cardinality constrained mean-variance portfolio problems via MILP," Annals of Operations Research, Springer, vol. 254(1), pages 47-59, July.
    57. Gianfranco Guastaroba & Renata Mansini & Wlodzimierz Ogryczak & M. Grazia Speranza, 2020. "Enhanced index tracking with CVaR-based ratio measures," Annals of Operations Research, Springer, vol. 292(2), pages 883-931, September.
    58. Branda, Martin, 2015. "Diversification-consistent data envelopment analysis based on directional-distance measures," Omega, Elsevier, vol. 52(C), pages 65-76.
    59. Anna Rutkowska-Ziarko, 2005. "Methods of finding the effective portfolio for semi-variance," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 15(3-4), pages 63-83.
    60. Neslihan Fidan Keçeci & Viktor Kuzmenko & Stan Uryasev, 2016. "Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios," JRFM, MDPI, vol. 9(4), pages 1-14, October.
    61. Hu, Taizhong & Chen, Ouxiang, 2020. "On a family of coherent measures of variability," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 173-182.
    62. Marcelo Brutti Righi, 2015. "A composition between risk and deviation measures," Papers 1511.06943, arXiv.org, revised May 2018.
    63. Balbás, Alejandro & Balbás, Raquel, 2009. "Compatibility between pricing rules and risk measures: the CCVaR," DEE - Working Papers. Business Economics. WB wb090201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    64. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance 0402016, University Library of Munich, Germany, revised 02 Mar 2006.
    65. Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2016. "First Stochastic Dominance and Risk Measurement," MPRA Paper 75027, University Library of Munich, Germany.
    66. Victor Lebreton, 2007. "Le trading algorithmique," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00332823, HAL.
    67. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2010. "CAPM and APT-like models with risk measures," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1166-1174, June.
    68. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Optimization of Risk Measures," Risk and Insurance 0407002, University Library of Munich, Germany.
    69. Sıtkı Gülten & Andrzej Ruszczyński, 2015. "Two-stage portfolio optimization with higher-order conditional measures of risk," Annals of Operations Research, Springer, vol. 229(1), pages 409-427, June.
    70. Bushaj, Sabah & Büyüktahtakın, İ. Esra & Haight, Robert G., 2022. "Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation," European Journal of Operational Research, Elsevier, vol. 299(3), pages 1094-1110.
    71. Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper 67097, University Library of Munich, Germany.
    72. Janne Gustafsson & Ahti Salo, 2005. "Contingent Portfolio Programming for the Management of Risky Projects," Operations Research, INFORMS, vol. 53(6), pages 946-956, December.
    73. Alonso-Ayuso, A. & Escudero, L. F. & Garín, A. & Ortuño, M. T. & Pérez, G., 2005. "On the product selection and plant dimensioning problem under uncertainty," Omega, Elsevier, vol. 33(4), pages 307-318, August.
    74. Avinash N. Madavan & Subhonmesh Bose, 2021. "A Stochastic Primal-Dual Method for Optimization with Conditional Value at Risk Constraints," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 428-460, August.
    75. Tom Erik Sønsteng Henriksen & Alois Pichler & Sjur Westgaard & Stein Frydenberg, 2019. "Can commodities dominate stock and bond portfolios?," Annals of Operations Research, Springer, vol. 282(1), pages 155-177, November.
    76. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," INDEM - Working Paper Business Economic Series id-13-01, Instituto para el Desarrollo Empresarial (INDEM).
    77. Alessandra Cillo & Philippe Delquié, 2013. "Mean-Risk Analysis with Enhanced Behavioral Content," Working Papers 498, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    78. Al-Khazali, Osamah M. & Koumanakos, Evangelos P. & Pyun, Chong Soo, 2008. "Calendar anomaly in the Greek stock market: Stochastic dominance analysis," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 461-474, June.
    79. Balbás, Alejandro & Balbás, Raquel & Garrido, José, 2010. "Extending pricing rules with general risk functions," European Journal of Operational Research, Elsevier, vol. 201(1), pages 23-33, February.
    80. Woodside-Oriakhi, M. & Lucas, C. & Beasley, J.E., 2013. "Portfolio rebalancing with an investment horizon and transaction costs," Omega, Elsevier, vol. 41(2), pages 406-420.
    81. Yoshihiko Maesono & Spiridon Penev, 2013. "Improved confidence intervals for quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(1), pages 167-189, February.
    82. Maciej Nowak & Tadeusz Trzaskalik, 2013. "Interactive procedure for a multiobjective stochastic discrete dynamic problem," Journal of Global Optimization, Springer, vol. 57(2), pages 315-330, October.
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  5. W. Ogryczak & K. Zorychta, 1996. "Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3," Working Papers wp96106, International Institute for Applied Systems Analysis.

    Cited by:

    1. J. Granat & M. Makowski, 1998. "ISAAP - Interactive Specification and Analysis of Aspiration-Based Preferences," Working Papers ir98052, International Institute for Applied Systems Analysis.
    2. Granat, Janusz & Makowski, Marek, 2000. "Interactive specification and analysis of aspiration-based preferences," European Journal of Operational Research, Elsevier, vol. 122(2), pages 469-485, April.

  6. W. Ogryczak & K. Zorychta, 1994. "Modular Optimizer for Mixed Integer Programming MOMIP Version 2.1," Working Papers wp94035, International Institute for Applied Systems Analysis.

    Cited by:

    1. M. Makowski, 1994. "LP-DIT Data Interchange Tool for Linear Programming Problems (version 1.20)," Working Papers wp94036, International Institute for Applied Systems Analysis.
    2. W. Ogryczak & K. Zorychta, 1996. "Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3," Working Papers wp96106, International Institute for Applied Systems Analysis.
    3. A. Swietanowski, 1995. "A Modular Presolve Procedure for Large Scale Linear Programming," Working Papers wp95113, International Institute for Applied Systems Analysis.
    4. M. Makowski, 1994. "Methodology and a Modular Tool for Multiple Criteria Analysis of LP Models," Working Papers wp94102, International Institute for Applied Systems Analysis.
    5. M. Makowski & L. Somlyody & D. Watkins, 1995. "Multiple Criteria Analysis for Regional Water Quality Management: the Nitra River Case," Working Papers wp95022, International Institute for Applied Systems Analysis.

Articles

  1. Olender, Paweł & Ogryczak, Włodzimierz, 2019. "A revised Variable Neighborhood Search for the Discrete Ordered Median Problem," European Journal of Operational Research, Elsevier, vol. 274(2), pages 445-465.

    Cited by:

    1. Calvino, José J. & López-Haro, Miguel & Muñoz-Ocaña, Juan M. & Puerto, Justo & Rodríguez-Chía, Antonio M., 2022. "Segmentation of scanning-transmission electron microscopy images using the ordered median problem," European Journal of Operational Research, Elsevier, vol. 302(2), pages 671-687.
    2. Blanco, Víctor & Gázquez, Ricardo & Ponce, Diego & Puerto, Justo, 2023. "A branch-and-price approach for the continuous multifacility monotone ordered median problem," European Journal of Operational Research, Elsevier, vol. 306(1), pages 105-126.
    3. Marín, Alfredo & Ponce, Diego & Puerto, Justo, 2020. "A fresh view on the Discrete Ordered Median Problem based on partial monotonicity," European Journal of Operational Research, Elsevier, vol. 286(3), pages 839-848.
    4. Enrique Domínguez & Alfredo Marín, 2020. "Discrete ordered median problem with induced order," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 793-813, October.

  2. Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński, 2017. "Efficient optimization of the reward-risk ratio with polyhedral risk measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 625-653, December.

    Cited by:

    1. Gianfranco Guastaroba & Renata Mansini & Wlodzimierz Ogryczak & M. Grazia Speranza, 2020. "Enhanced index tracking with CVaR-based ratio measures," Annals of Operations Research, Springer, vol. 292(2), pages 883-931, September.

  3. Guastaroba, G. & Mansini, R. & Ogryczak, W. & Speranza, M.G., 2016. "Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem," European Journal of Operational Research, Elsevier, vol. 251(3), pages 938-956.
    See citations under working paper version above.
  4. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.

    Cited by:

    1. Barbara Glensk & Reinhard Madlener, 2018. "Fuzzy Portfolio Optimization of Power Generation Assets," Energies, MDPI, vol. 11(11), pages 1-22, November.
    2. Ricca, Federica & Scozzari, Andrea, 2024. "Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification," European Journal of Operational Research, Elsevier, vol. 312(2), pages 700-717.
    3. Sarunas Raudys & Aistis Raudys & Zidrina Pabarskaite, 2018. "Dynamically Controlled Length of Training Data for Sustainable Portfolio Selection," Sustainability, MDPI, vol. 10(6), pages 1-14, June.
    4. Panos Xidonas & Ralph Steuer & Christis Hassapis, 2020. "Robust portfolio optimization: a categorized bibliographic review," Annals of Operations Research, Springer, vol. 292(1), pages 533-552, September.
    5. Kristiaan Kerstens & Paolo Mazza & Tiantian Ren & Ignace Van de Woestyne, 2021. "Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy," Working Papers 2021-EQM-03, IESEG School of Management.
    6. Doering, Jana & Kizys, Renatas & Juan, Angel A. & Fitó, Àngels & Polat, Onur, 2019. "Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends," Operations Research Perspectives, Elsevier, vol. 6(C).
    7. Jakobsons Edgars, 2016. "Scenario aggregation method for portfolio expectile optimization," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 51-65, September.
    8. González-Díaz, Julio & González-Rodríguez, Brais & Leal, Marina & Puerto, Justo, 2021. "Global optimization for bilevel portfolio design: Economic insights from the Dow Jones index," Omega, Elsevier, vol. 102(C).
    9. Rosadi, Dedi & Setiawan, Ezra Putranda & Templ, Matthias & Filzmoser, Peter, 2020. "Robust covariance estimators for mean-variance portfolio optimization with transaction lots," Operations Research Perspectives, Elsevier, vol. 7(C).
    10. Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
    11. Jafarzadeh, M. & Tareghian, H.R. & Rahbarnia, F. & Ghanbari, R., 2015. "Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon," European Journal of Operational Research, Elsevier, vol. 243(2), pages 658-664.
    12. Burgher, Joshua & Hamers, Herbert, 2017. "A Quantitative Optimization Framework for Market-Driven Academic Program Portfolios," Other publications TiSEM e0782c5b-c2ad-443d-b0ad-9, Tilburg University, School of Economics and Management.
    13. Juan F. Monge & Mercedes Landete & Jos'e L. Ruiz, 2016. "Sharpe portfolio using a cross-efficiency evaluation," Papers 1610.00937, arXiv.org, revised Oct 2016.
    14. Diana Barro & Elio Canestrelli & Fabio Lanza, 2014. "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers 2014:18, Department of Economics, University of Venice "Ca' Foscari".
    15. P. Kumar & Jyotirmayee Behera & A. K. Bhurjee, 2022. "Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis," OPSEARCH, Springer;Operational Research Society of India, vol. 59(1), pages 41-77, March.
    16. Nomeda Dobrovolskienė & Rima Tamošiūnienė, 2016. "Sustainability-Oriented Financial Resource Allocation in a Project Portfolio through Multi-Criteria Decision-Making," Sustainability, MDPI, vol. 8(5), pages 1-18, May.
    17. Gatzert, Nadine & Martin, Alexander & Schmidt, Martin & Seith, Benjamin & Vogl, Nikolai, 2021. "Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach," European Journal of Operational Research, Elsevier, vol. 290(2), pages 734-748.
    18. Nasim Dehghan Hardoroudi & Abolfazl Keshvari & Markku Kallio & Pekka Korhonen, 2017. "Solving cardinality constrained mean-variance portfolio problems via MILP," Annals of Operations Research, Springer, vol. 254(1), pages 47-59, July.
    19. Gianfranco Guastaroba & Renata Mansini & Wlodzimierz Ogryczak & M. Grazia Speranza, 2020. "Enhanced index tracking with CVaR-based ratio measures," Annals of Operations Research, Springer, vol. 292(2), pages 883-931, September.
    20. Amir Ahmadi-Javid & Malihe Fallah-Tafti, 2017. "Portfolio Optimization with Entropic Value-at-Risk," Papers 1708.05713, arXiv.org.
    21. Li, Binghui & de Queiroz, Anderson Rodrigo & DeCarolis, Joseph F. & Bane, John & He, Ruoying & Keeler, Andrew G. & Neary, Vincent S., 2017. "The economics of electricity generation from Gulf Stream currents," Energy, Elsevier, vol. 134(C), pages 649-658.
    22. Burgher, Joshua & Hamers, Herbert, 2017. "A Quantitative Optimization Framework for Market-Driven Academic Program Portfolios," Discussion Paper 2017-025, Tilburg University, Center for Economic Research.
    23. Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper 67097, University Library of Munich, Germany.
    24. Mitter, Hermine & Heumesser, Christine & Schmid, Erwin, 2014. "Modelling robust crop production portfolios to assess agricultural vulnerability to climate change," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182702, European Association of Agricultural Economists.
    25. Hayette Gatfaoui, 2019. "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Post-Print hal-02115626, HAL.
    26. Pushpa Narayan Rathie & Luan Carlos de Sena Monteiro Ozelim & Bernardo Borba de Andrade, 2021. "Portfolio Management of Copula-Dependent Assets Based on P ( Y < X ) Reliability Models: Revisiting Frank Copula and Dagum Distributions," Stats, MDPI, vol. 4(4), pages 1-24, December.
    27. Xidonas, Panos & Hassapis, Christis & Soulis, John & Samitas, Aristeidis, 2017. "Robust minimum variance portfolio optimization modelling under scenario uncertainty," Economic Modelling, Elsevier, vol. 64(C), pages 60-71.
    28. Mike G. Tsionas & Dionisis Philippas & Constantin Zopounidis, 2023. "Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 205-227, June.
    29. Ken Kobayashi & Yuichi Takano & Kazuhide Nakata, 2021. "Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 81(2), pages 493-528, October.
    30. Javier G. Castro & Edison A. Tito & Luiz E. Brandão, 2021. "Optimization of a Portfolio of Investment Projects: A Real Options Approach Using the Omega Measure," JRFM, MDPI, vol. 14(11), pages 1-17, November.
    31. Ahmadi-Javid, Amir & Fallah-Tafti, Malihe, 2019. "Portfolio optimization with entropic value-at-risk," European Journal of Operational Research, Elsevier, vol. 279(1), pages 225-241.
    32. Chen, Wei, 2015. "Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 125-139.
    33. Juszczuk, Przemysław & Kaliszewski, Ignacy & Miroforidis, Janusz & Podkopaev, Dmitry, 2022. "Mean--variance portfolio selection problem: Asset reduction via nondominated sorting," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 263-272.
    34. Leal, Marina & Ponce, Diego & Puerto, Justo, 2020. "Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs," European Journal of Operational Research, Elsevier, vol. 284(2), pages 712-727.
    35. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2022. "Crypto Asset Portfolio Selection," FinTech, MDPI, vol. 1(1), pages 1-9, February.
    36. Bernardo K. Pagnoncelli & Felipe del Canto & Arturo Cifuentes, 2021. "The effect of regularization in portfolio selection problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 156-176, April.
    37. Songkomkrit Chaiyakan & Phantipa Thipwiwatpotjana, 2021. "Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns," Computational Management Science, Springer, vol. 18(2), pages 195-212, June.
    38. Valle, C.A. & Meade, N. & Beasley, J.E., 2014. "Absolute return portfolios," Omega, Elsevier, vol. 45(C), pages 20-41.
    39. Lin Chen & Jin Peng & Bo Zhang & Isnaini Rosyida, 2017. "Diversified models for portfolio selection based on uncertain semivariance," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(3), pages 637-648, February.
    40. Bahram Alidaee & Vijay P. Ramalingam & Haibo Wang & Bryan Kethley, 2018. "Computational experiment of critical event tabu search for the general integer multidimensional knapsack problem," Annals of Operations Research, Springer, vol. 269(1), pages 3-19, October.
    41. Virginie Gabrel & Cécile Murat & Aurélie Thiele, 2018. "Portfolio optimization with pw-robustness," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 267-290, September.
    42. Kobayashi, Ken & Takano, Yuichi & Nakata, Kazuhide, 2023. "Cardinality-constrained distributionally robust portfolio optimization," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1173-1182.
    43. Hosseini-Nodeh, Zohreh & Khanjani-Shiraz, Rashed & Pardalos, Panos M., 2023. "Portfolio optimization using robust mean absolute deviation model: Wasserstein metric approach," Finance Research Letters, Elsevier, vol. 54(C).
    44. Diana Barro & Elio Canestrelli & Giorgio Consigli, 2019. "Volatility versus downside risk: performance protection in dynamic portfolio strategies," Computational Management Science, Springer, vol. 16(3), pages 433-479, July.
    45. Ramponi, Federico Alessandro & Campi, Marco C., 2018. "Expected shortfall: Heuristics and certificates," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1003-1013.
    46. Xidonas, Panos & Mavrotas, George & Hassapis, Christis & Zopounidis, Constantin, 2017. "Robust multiobjective portfolio optimization: A minimax regret approach," European Journal of Operational Research, Elsevier, vol. 262(1), pages 299-305.
    47. Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński, 2017. "Efficient optimization of the reward-risk ratio with polyhedral risk measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 625-653, December.
    48. Subrata Mitra & Balram Avittathur, 2018. "Application of linear programming in optimizing the procurement and movement of coal for an Indian coal-fired power-generating company," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(3), pages 207-224, September.
    49. Chiu, Mei Choi & Wong, Hoi Ying & Zhao, Jing, 2018. "Dynamic safety first expected utility model," European Journal of Operational Research, Elsevier, vol. 271(1), pages 141-154.
    50. Juan Francisco Monge, 2017. "Cardinality constrained portfolio selection via factor models," Papers 1708.02424, arXiv.org.
    51. Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.
    52. Patrizia Beraldi & Antonio Violi & Massimiliano Ferrara & Claudio Ciancio & Bruno Antonio Pansera, 2021. "Dealing with complex transaction costs in portfolio management," Annals of Operations Research, Springer, vol. 299(1), pages 7-22, April.
    53. Cui, Tianxiang & Ding, Shusheng & Jin, Huan & Zhang, Yongmin, 2023. "Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach," Economic Modelling, Elsevier, vol. 119(C).

  5. Wlodzimierz Ogryczak & Hanan Luss & Dritan Nace & Michał Pióro, 2014. "Fair Optimization and Networks: Models, Algorithms, and Applications," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-3, September.

    Cited by:

    1. Akoluk, Damla & Karsu, Özlem, 2022. "Ensuring multidimensional equality in public service," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).

  6. Wlodzimierz Ogryczak & Hanan Luss & Michał Pióro & Dritan Nace & Artur Tomaszewski, 2014. "Fair Optimization and Networks: A Survey," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-25, September.

    Cited by:

    1. Lehuédé, Fabien & Péton, Olivier & Tricoire, Fabien, 2020. "A lexicographic minimax approach to the vehicle routing problem with route balancing," European Journal of Operational Research, Elsevier, vol. 282(1), pages 129-147.
    2. David Rea & Craig Froehle & Suzanne Masterson & Brian Stettler & Gregory Fermann & Arthur Pancioli, 2021. "Unequal but Fair: Incorporating Distributive Justice in Operational Allocation Models," Production and Operations Management, Production and Operations Management Society, vol. 30(7), pages 2304-2320, July.
    3. Wenhang Bao, 2019. "Fairness in Multi-agent Reinforcement Learning for Stock Trading," Papers 2001.00918, arXiv.org.
    4. Natalia Novikova & Irina Pospelova, 2022. "Germeier’s Scalarization for Approximating Solution of Multicriteria Matrix Games," Mathematics, MDPI, vol. 11(1), pages 1-28, December.
    5. Gutjahr, Walter J., 2021. "Inequity-averse stochastic decision processes," European Journal of Operational Research, Elsevier, vol. 288(1), pages 258-270.
    6. Argyris, Nikolaos & Karsu, Özlem & Yavuz, Mirel, 2022. "Fair resource allocation: Using welfare-based dominance constraints," European Journal of Operational Research, Elsevier, vol. 297(2), pages 560-578.
    7. Violet Xinying Chen & J. N. Hooker, 2023. "A guide to formulating fairness in an optimization model," Annals of Operations Research, Springer, vol. 326(1), pages 581-619, July.
    8. Christ, Quentin & Dauzère-Pérès, Stéphane & Lepelletier, Guillaume, 2019. "An Iterated Min–Max procedure for practical workload balancing on non-identical parallel machines in manufacturing systems," European Journal of Operational Research, Elsevier, vol. 279(2), pages 419-428.
    9. Acuna, Jorge A. & Zayas-Castro, José L. & Charkhgard, Hadi, 2020. "Ambulance allocation optimization model for the overcrowding problem in US emergency departments: A case study in Florida," Socio-Economic Planning Sciences, Elsevier, vol. 71(C).
    10. Philippe Ezran & Yoram Haddad & Mérouane Debbah, 2019. "Allais’ paradox and resource allocation in telecommunication networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 70(3), pages 337-348, March.
    11. Bevrani, Bayan & Burdett, Robert & Bhaskar, Ashish & Yarlagadda, Prasad K.D.V., 2020. "A multi-criteria multi-commodity flow model for analysing transportation networks," Operations Research Perspectives, Elsevier, vol. 7(C).

  7. Włodzimierz Ogryczak, 2014. "Tail mean and related robust solution concepts," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(1), pages 29-38.

    Cited by:

    1. P. Beraldi & M. E. Bruni, 2020. "Efficiency evaluation under uncertainty: a stochastic DEA approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 519-538, December.
    2. Landsman, Zinoviy & Makov, Udi & Shushi, Tomer, 2016. "Multivariate tail conditional expectation for elliptical distributions," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 216-223.
    3. Dimitris Bertsimas & Allison O'Hair, 2013. "Learning Preferences Under Noise and Loss Aversion: An Optimization Approach," Operations Research, INFORMS, vol. 61(5), pages 1190-1199, October.
    4. Erin K. Doolittle & Hervé L. M. Kerivin & Margaret M. Wiecek, 2018. "Robust multiobjective optimization with application to Internet routing," Annals of Operations Research, Springer, vol. 271(2), pages 487-525, December.

  8. Włodzimierz Ogryczak & Tomasz Śliwiński, 2011. "On solving the dual for portfolio selection by optimizing Conditional Value at Risk," Computational Optimization and Applications, Springer, vol. 50(3), pages 591-595, December.

    Cited by:

    1. Chang, Kuo-Hao & Cuckler, Robert & Lee, Song-Lin & Lee, Loo Hay, 2022. "Discrete conditional-expectation-based simulation optimization: Methodology and applications," European Journal of Operational Research, Elsevier, vol. 298(1), pages 213-228.
    2. Daniel Espinoza & Eduardo Moreno, 2014. "A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs," Computational Optimization and Applications, Springer, vol. 59(3), pages 617-638, December.
    3. Vasilios N. Katsikis & Spyridon D. Mourtas & Predrag S. Stanimirović & Shuai Li & Xinwei Cao, 2021. "Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS)," SN Operations Research Forum, Springer, vol. 2(2), pages 1-26, June.
    4. Jakobsons Edgars, 2016. "Scenario aggregation method for portfolio expectile optimization," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 51-65, September.
    5. Adam Krzemienowski & Sylwia Szymczyk, 2016. "Portfolio optimization with a copula-based extension of conditional value-at-risk," Annals of Operations Research, Springer, vol. 237(1), pages 219-236, February.
    6. Adam Krzemienowski & Sylwia Szymczyk, 2016. "Portfolio optimization with a copula-based extension of conditional value-at-risk," Annals of Operations Research, Springer, vol. 237(1), pages 219-236, February.
    7. Amir Ahmadi-Javid & Malihe Fallah-Tafti, 2017. "Portfolio Optimization with Entropic Value-at-Risk," Papers 1708.05713, arXiv.org.
    8. Ken Kobayashi & Yuichi Takano & Kazuhide Nakata, 2021. "Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 81(2), pages 493-528, October.
    9. Ahmadi-Javid, Amir & Fallah-Tafti, Malihe, 2019. "Portfolio optimization with entropic value-at-risk," European Journal of Operational Research, Elsevier, vol. 279(1), pages 225-241.
    10. Seixas, Mário & Barbosa, António, 2019. "Optimal Value-at-Risk Disclosure," MPRA Paper 97526, University Library of Munich, Germany.
    11. Alonso-Ayuso, Antonio & Carvallo, Felipe & Escudero, Laureano F. & Guignard, Monique & Pi, Jiaxing & Puranmalka, Raghav & Weintraub, Andrés, 2014. "Medium range optimization of copper extraction planning under uncertainty in future copper prices," European Journal of Operational Research, Elsevier, vol. 233(3), pages 711-726.
    12. Javad Koushki & Kaisa Miettinen & Majid Soleimani-damaneh, 2022. "LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions," Journal of Global Optimization, Springer, vol. 83(4), pages 843-863, August.

  9. Włodzimierz Ogryczak & Bartosz Kozłowski, 2011. "Reference point method with importance weighted ordered partial achievements," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 380-401, December.

    Cited by:

    1. Chan, Timothy C.Y. & Lee, Taewoo, 2018. "Trade-off preservation in inverse multi-objective convex optimization," European Journal of Operational Research, Elsevier, vol. 270(1), pages 25-39.
    2. Stelios Rozakis & Athanasios Kampas, 2022. "An interactive multi-criteria approach to admit new members in international environmental agreements," Operational Research, Springer, vol. 22(4), pages 3461-3487, September.
    3. Breedveld, Sebastiaan & Craft, David & van Haveren, Rens & Heijmen, Ben, 2019. "Multi-criteria optimization and decision-making in radiotherapy," European Journal of Operational Research, Elsevier, vol. 277(1), pages 1-19.

  10. Włodzimierz Ogryczak & Tomasz Śliwiński, 2011. "On Dual Approaches To Efficient Optimization Of Lp Computable Risk Measures For Portfolio Selection," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 41-63.

    Cited by:

    1. Daniel Espinoza & Eduardo Moreno, 2014. "A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs," Computational Optimization and Applications, Springer, vol. 59(3), pages 617-638, December.
    2. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.

  11. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.

    Cited by:

    1. Drezner, Tammy & Drezner, Zvi & Hulliger, Beat, 2014. "The Quintile Share Ratio in location analysis," European Journal of Operational Research, Elsevier, vol. 238(1), pages 166-174.
    2. Karsu, Özlem & Morton, Alec, 2015. "Inequity averse optimization in operational research," European Journal of Operational Research, Elsevier, vol. 245(2), pages 343-359.
    3. Ortega, Emilio & López, Elena & Monzón, Andrés, 2012. "Territorial cohesion impacts of high-speed rail at different planning levels," Journal of Transport Geography, Elsevier, vol. 24(C), pages 130-141.
    4. Gutjahr, Walter J., 2021. "Inequity-averse stochastic decision processes," European Journal of Operational Research, Elsevier, vol. 288(1), pages 258-270.
    5. Rongbing Huang, 2016. "A short note on locating facilities on a path to minimize load range equity measure," Annals of Operations Research, Springer, vol. 246(1), pages 363-369, November.
    6. Luo, Weicong & Yao, Jing & Mitchell, Richard & Zhang, Xiaoxiang & Li, Wenqiang, 2022. "Locating emergency medical services to reduce urban-rural inequalities," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
    7. Jesús Sánchez-Oro & Ana D. López-Sánchez & Anna Martínez-Gavara & Alfredo G. Hernández-Díaz & Abraham Duarte, 2021. "A Hybrid Strategic Oscillation with Path Relinking Algorithm for the Multiobjective k -Balanced Center Location Problem," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
    8. Amy Givler Chapman & John E. Mitchell, 2018. "A fair division approach to humanitarian logistics inspired by conditional value-at-risk," Annals of Operations Research, Springer, vol. 262(1), pages 133-151, March.
    9. Núñez Ares, José & de Vries, Harwin & Huisman, Dennis, 2016. "A column generation approach for locating roadside clinics in Africa based on effectiveness and equity," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1002-1016.
    10. Olender, Paweł & Ogryczak, Włodzimierz, 2019. "A revised Variable Neighborhood Search for the Discrete Ordered Median Problem," European Journal of Operational Research, Elsevier, vol. 274(2), pages 445-465.
    11. Piotr Żebrowski & Ulf Dieckmann & Åke Brännström & Oskar Franklin & Elena Rovenskaya, 2022. "Sharing the Burdens of Climate Mitigation and Adaptation: Incorporating Fairness Perspectives into Policy Optimization Models," Sustainability, MDPI, vol. 14(7), pages 1-24, March.
    12. Cavallaro, Federico & Bruzzone, Francesco & Nocera, Silvio, 2020. "Spatial and social equity implications for High-Speed Railway lines in Northern Italy," Transportation Research Part A: Policy and Practice, Elsevier, vol. 135(C), pages 327-340.
    13. Chen, Qingxin & Fu, Chenyi & Zhu, Ning & Ma, Shoufeng & He, Qiao-Chu, 2023. "A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity," Transportation Research Part B: Methodological, Elsevier, vol. 167(C), pages 235-260.
    14. Karsu, Özlem & Morton, Alec & Argyris, Nikos, 2018. "Capturing preferences for inequality aversion in decision support," European Journal of Operational Research, Elsevier, vol. 264(2), pages 686-706.

  12. Ogryczak, Wlodzimierz & Wierzbicki, Adam & Milewski, Marcin, 2008. "A multi-criteria approach to fair and efficient bandwidth allocation," Omega, Elsevier, vol. 36(3), pages 451-463, June.

    Cited by:

    1. Li, Linda & Firouz, Mohammad & Ahmed, Abdulaziz & Delen, Dursun, 2023. "On the Egalitarian–Utilitarian spectrum in stochastic capacitated resource allocation problems," International Journal of Production Economics, Elsevier, vol. 262(C).
    2. Kaynar, Nur & Karsu, Özlem, 2018. "Equitable decision making approaches over allocations of multiple benefits to multiple entities," Omega, Elsevier, vol. 81(C), pages 85-98.
    3. Ye, Qing Chuan & Zhang, Yingqian & Dekker, Rommert, 2017. "Fair task allocation in transportation," Omega, Elsevier, vol. 68(C), pages 1-16.
    4. Karsu, Özlem & Morton, Alec, 2015. "Inequity averse optimization in operational research," European Journal of Operational Research, Elsevier, vol. 245(2), pages 343-359.
    5. Liu, Songsong & Papageorgiou, Lazaros G., 2013. "Multiobjective optimisation of production, distribution and capacity planning of global supply chains in the process industry," Omega, Elsevier, vol. 41(2), pages 369-382.
    6. Choi, Jin Ho & Chang, Yong Sik & Han, Ingoo, 2009. "The empirical analysis of the N-bilateral optimized combinatorial auction model," Omega, Elsevier, vol. 37(2), pages 482-493, April.
    7. Sawik, Tadeusz, 2015. "On the fair optimization of cost and customer service level in a supply chain under disruption risks," Omega, Elsevier, vol. 53(C), pages 58-66.
    8. Medernach, Emmanuel & Sanlaville, Eric, 2012. "Fair resource allocation for different scenarios of demands," European Journal of Operational Research, Elsevier, vol. 218(2), pages 339-350.
    9. Mut, Murat & Wiecek, Margaret M., 2011. "Generalized equitable preference in multiobjective programming," European Journal of Operational Research, Elsevier, vol. 212(3), pages 535-551, August.
    10. Zhang Jiangao & Shitao Yang, 2016. "On the Lexicographic Centre of Multiple Objective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 600-614, February.
    11. Violet Xinying Chen & J. N. Hooker, 2023. "A guide to formulating fairness in an optimization model," Annals of Operations Research, Springer, vol. 326(1), pages 581-619, July.
    12. Cao, Wenwei & Çelik, Melih & Ergun, Özlem & Swann, Julie & Viljoen, Nadia, 2016. "Challenges in service network expansion: An application in donated breastmilk banking in South Africa," Socio-Economic Planning Sciences, Elsevier, vol. 53(C), pages 33-48.
    13. Karsu, Özlem & Morton, Alec, 2014. "Incorporating balance concerns in resource allocation decisions: A bi-criteria modelling approach," Omega, Elsevier, vol. 44(C), pages 70-82.
    14. Rafael Rodríguez & Mariano Luque & Mercedes González, 2011. "Portfolio selection in the Spanish stock market by interactive multiobjective programming," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 213-231, July.
    15. Karsu, Özlem & Morton, Alec & Argyris, Nikos, 2018. "Capturing preferences for inequality aversion in decision support," European Journal of Operational Research, Elsevier, vol. 264(2), pages 686-706.
    16. Yu, Ming-Miin & Chern, Ching-Chin & Hsiao, Bo, 2013. "Human resource rightsizing using centralized data envelopment analysis: Evidence from Taiwan's Airports," Omega, Elsevier, vol. 41(1), pages 119-130.
    17. Luque, Mariano & Miettinen, Kaisa & Eskelinen, Petri & Ruiz, Francisco, 2009. "Incorporating preference information in interactive reference point methods for multiobjective optimization," Omega, Elsevier, vol. 37(2), pages 450-462, April.

  13. Renata Mansini & Włodzimierz Ogryczak & M. Speranza, 2007. "Conditional value at risk and related linear programming models for portfolio optimization," Annals of Operations Research, Springer, vol. 152(1), pages 227-256, July.

    Cited by:

    1. Shangmei Zhao & Qing Lu & Liyan Han & Yong Liu & Fei Hu, 2015. "A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution," Annals of Operations Research, Springer, vol. 226(1), pages 727-739, March.
    2. Mohamed A. Ayadi & Hatem Ben-Ameur & Nabil Channouf & Quang Khoi Tran, 2019. "NORTA for portfolio credit risk," Annals of Operations Research, Springer, vol. 281(1), pages 99-119, October.
    3. Boguk Kim & Chulwoo Han & Frank Chongwoo Park, 2014. "Optimising Credit Portfolio Using a Quadratic Nonlinear Projection Method," Papers 1411.2525, arXiv.org, revised Jul 2016.
    4. Francesco Cesarone & Raffaello Cesetti & Giuseppe Orlando & Manuel Luis Martino & Jacopo Maria Ricci, 2022. "Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution," Mathematics, MDPI, vol. 11(1), pages 1-20, December.
    5. Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012. "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, vol. 201(1), pages 325-343, December.
    6. Francisco Benita & Francisco López-Ramos & Stefano Nasini, 2019. "A bi-level programming approach for global investment strategies with financial intermediation," Post-Print hal-02117530, HAL.
    7. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    8. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
    9. Angelelli, Enrico & Mansini, Renata & Speranza, M. Grazia, 2008. "A comparison of MAD and CVaR models with real features," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1188-1197, July.
    10. Leili Javanmardi & Yuri Lawryshyn, 2016. "A new rank dependent utility approach to model risk averse preferences in portfolio optimization," Annals of Operations Research, Springer, vol. 237(1), pages 161-176, February.
    11. Jakobsons Edgars, 2016. "Scenario aggregation method for portfolio expectile optimization," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 51-65, September.
    12. Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2011. "Stable solutions for optimal reinsurance problems involving risk measures," European Journal of Operational Research, Elsevier, vol. 214(3), pages 796-804, November.
    13. Polak, George G. & Rogers, David F. & Sweeney, Dennis J., 2010. "Risk management strategies via minimax portfolio optimization," European Journal of Operational Research, Elsevier, vol. 207(1), pages 409-419, November.
    14. Christopher W. Miller & Insoon Yang, 2015. "Optimal Control of Conditional Value-at-Risk in Continuous Time," Papers 1512.05015, arXiv.org, revised Jan 2017.
    15. Murat Köksalan & Ceren Tuncer Şakar, 2016. "An interactive approach to stochastic programming-based portfolio optimization," Annals of Operations Research, Springer, vol. 245(1), pages 47-66, October.
    16. Branda, Martin, 2013. "Diversification-consistent data envelopment analysis with general deviation measures," European Journal of Operational Research, Elsevier, vol. 226(3), pages 626-635.
    17. Young Shin Kim, 2022. "Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model," Annals of Operations Research, Springer, vol. 312(2), pages 853-881, May.
    18. Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2010. "Stability of the optimal reinsurance with respect to the risk measure," DEE - Working Papers. Business Economics. WB wb100201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    19. Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022. "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, vol. 311(2), pages 945-965, April.
    20. Alessandra Carleo & Francesco Cesarone & Andrea Gheno & Jacopo Maria Ricci, 2017. "Approximating exact expected utility via portfolio efficient frontiers," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 115-143, November.
    21. P. Kumar & Jyotirmayee Behera & A. K. Bhurjee, 2022. "Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis," OPSEARCH, Springer;Operational Research Society of India, vol. 59(1), pages 41-77, March.
    22. Justo Puerto & Moises Rodr'iguez-Madrena & Andrea Scozzari, 2019. "Location and portfolio selection problems: A unified framework," Papers 1907.07101, arXiv.org.
    23. Francesco Cesarone & Massimiliano Corradini & Lorenzo Lampariello & Jessica Riccioni, 2023. "A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach," Papers 2312.10749, arXiv.org.
    24. Gianfranco Guastaroba & Renata Mansini & Wlodzimierz Ogryczak & M. Grazia Speranza, 2020. "Enhanced index tracking with CVaR-based ratio measures," Annals of Operations Research, Springer, vol. 292(2), pages 883-931, September.
    25. Young Shin Kim, 2020. "Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk," Papers 2007.13972, arXiv.org, revised Sep 2020.
    26. Jinping Zhang & Keming Zhang, 2022. "Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis," Papers 2201.02987, arXiv.org, revised Jul 2022.
    27. Balbás, Alejandro & Balbás, Raquel, 2009. "Compatibility between pricing rules and risk measures: the CCVaR," DEE - Working Papers. Business Economics. WB wb090201, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    28. Włodzimierz Ogryczak & Tomasz Śliwiński, 2011. "On solving the dual for portfolio selection by optimizing Conditional Value at Risk," Computational Optimization and Applications, Springer, vol. 50(3), pages 591-595, December.
    29. Alejandro Balbás & Iván Blanco & José Garrido, 2014. "Measuring Risk When Expected Losses Are Unbounded," Risks, MDPI, vol. 2(4), pages 1-14, September.
    30. Leili Javanmardi & Yuri Lawryshyn, 2016. "A new rank dependent utility approach to model risk averse preferences in portfolio optimization," Annals of Operations Research, Springer, vol. 237(1), pages 161-176, February.
    31. Alessandra Cillo & Philippe Delquié, 2013. "Mean-Risk Analysis with Enhanced Behavioral Content," Working Papers 498, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    32. Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012. "A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function," Papers 1207.1003, arXiv.org, revised Nov 2014.
    33. Balbás, Alejandro & Balbás, Raquel & Garrido, José, 2010. "Extending pricing rules with general risk functions," European Journal of Operational Research, Elsevier, vol. 201(1), pages 23-33, February.
    34. Constantin Zopounidis & Michael Doumpos, 2013. "Multicriteria decision systems for financial problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 241-261, July.
    35. Amy Givler Chapman & John E. Mitchell, 2018. "A fair division approach to humanitarian logistics inspired by conditional value-at-risk," Annals of Operations Research, Springer, vol. 262(1), pages 133-151, March.
    36. D’Amico, Guglielmo & Petroni, Filippo, 2018. "Copula based multivariate semi-Markov models with applications in high-frequency finance," European Journal of Operational Research, Elsevier, vol. 267(2), pages 765-777.
    37. Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2015. "Linear vs. quadratic portfolio selection models with hard real-world constraints," Computational Management Science, Springer, vol. 12(3), pages 345-370, July.
    38. Davide Lauria & W. Brent Lindquist & Svetlozar T. Rachev, 2023. "Enhancing CVaR portfolio optimisation performance with GAM factor models," Papers 2401.00188, arXiv.org.
    39. Sehgal, Ruchika & Sharma, Amita & Mansini, Renata, 2023. "Worst-case analysis of Omega-VaR ratio optimization model," Omega, Elsevier, vol. 114(C).
    40. Ruchika Sehgal & Aparna Mehra, 2023. "Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(3), pages 721-742, September.
    41. Tasuku Soma & Yuichi Yoshida, 2023. "Online risk-averse submodular maximization," Annals of Operations Research, Springer, vol. 320(1), pages 393-414, January.
    42. Ruchika Sehgal & Aparna Mehra, 2019. "Enhanced indexing using weighted conditional value at risk," Annals of Operations Research, Springer, vol. 280(1), pages 211-240, September.
    43. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
    44. Alejandro Balbas & Beatriz Balbas & Raquel Balbas, 2013. "Optimal Reinsurance: A Risk Sharing Approach," Risks, MDPI, vol. 1(2), pages 1-12, August.
    45. Seixas, Mário & Barbosa, António, 2019. "Optimal Value-at-Risk Disclosure," MPRA Paper 97526, University Library of Munich, Germany.
    46. Balbás, Alejandro & Balbás, Beatriz & Heras, Antonio, 2009. "Optimal reinsurance with general risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 374-384, June.
    47. Balibek, Emre & Köksalan, Murat, 2010. "A multi-objective multi-period stochastic programming model for public debt management," European Journal of Operational Research, Elsevier, vol. 205(1), pages 205-217, August.
    48. Nasini, Stefano & Labbé, Martine & Brotcorne, Luce, 2022. "Multi-market portfolio optimization with conditional value at risk," European Journal of Operational Research, Elsevier, vol. 300(1), pages 350-365.
    49. Davide Lauria & W. Brent Lindquist & Stefan Mittnik & Svetlozar T. Rachev, 2022. "ESG-Valued Portfolio Optimization and Dynamic Asset Pricing," Papers 2206.02854, arXiv.org.
    50. Amita Sharma & Aparna Mehra, 2017. "Financial analysis based sectoral portfolio optimization under second order stochastic dominance," Annals of Operations Research, Springer, vol. 256(1), pages 171-197, September.
    51. Rudloff, Birgit & Street, Alexandre & Valladão, Davi M., 2014. "Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences," European Journal of Operational Research, Elsevier, vol. 234(3), pages 743-750.
    52. Goel, Anubha & Sharma, Amita, 2020. "Mixed value-at-risk and its numerical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    53. Lee, Dongjin & Kramer, Boris, 2023. "Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    54. Balbás, Alejandro & Peng, Yao, 2015. "Sequential arbitrage measurement in bond markets : theory and empirical applications in the Euro-zone," INDEM - Working Paper Business Economic Series id-15-01, Instituto para el Desarrollo Empresarial (INDEM).
    55. Ramponi, Federico Alessandro & Campi, Marco C., 2018. "Expected shortfall: Heuristics and certificates," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1003-1013.
    56. Lwin, Khin T. & Qu, Rong & MacCarthy, Bart L., 2017. "Mean-VaR portfolio optimization: A nonparametric approach," European Journal of Operational Research, Elsevier, vol. 260(2), pages 751-766.
    57. Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński, 2017. "Efficient optimization of the reward-risk ratio with polyhedral risk measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 625-653, December.
    58. Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.
    59. Fabio Vitor & Todd Easton, 2018. "The double pivot simplex method," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(1), pages 109-137, February.
    60. Justo Puerto & Federica Ricca & Mois'es Rodr'iguez-Madrena & Andrea Scozzari, 2021. "A combinatorial optimization approach to scenario filtering in portfolio selection," Papers 2103.01123, arXiv.org.
    61. Stoyan Stoyanov & Svetlozar Rachev & Frank Fabozzi, 2013. "Sensitivity of portfolio VaR and CVaR to portfolio return characteristics," Annals of Operations Research, Springer, vol. 205(1), pages 169-187, May.
    62. Gianfranco Guastaroba & Renata Mansini & M. Speranza, 2009. "Models and Simulations for Portfolio Rebalancing," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 237-262, April.

  14. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.

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    1. David Rea & Craig Froehle & Suzanne Masterson & Brian Stettler & Gregory Fermann & Arthur Pancioli, 2021. "Unequal but Fair: Incorporating Distributive Justice in Operational Allocation Models," Production and Operations Management, Production and Operations Management Society, vol. 30(7), pages 2304-2320, July.
    2. Li, Linda & Firouz, Mohammad & Ahmed, Abdulaziz & Delen, Dursun, 2023. "On the Egalitarian–Utilitarian spectrum in stochastic capacitated resource allocation problems," International Journal of Production Economics, Elsevier, vol. 262(C).
    3. Dukkanci, Okan & Karsu, Özlem & Kara, Bahar Y., 2022. "Planning sustainable routes: Economic, environmental and welfare concerns," European Journal of Operational Research, Elsevier, vol. 301(1), pages 110-123.
    4. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020. "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, vol. 286(3), pages 828-838.
    5. Kasin Ransikarbum & Scott J. Mason, 2016. "Multiple-objective analysis of integrated relief supply and network restoration in humanitarian logistics operations," International Journal of Production Research, Taylor & Francis Journals, vol. 54(1), pages 49-68, January.
    6. Kaynar, Nur & Karsu, Özlem, 2018. "Equitable decision making approaches over allocations of multiple benefits to multiple entities," Omega, Elsevier, vol. 81(C), pages 85-98.
    7. Karsu, Özlem & Morton, Alec, 2015. "Inequity averse optimization in operational research," European Journal of Operational Research, Elsevier, vol. 245(2), pages 343-359.
    8. Liu, Songsong & Papageorgiou, Lazaros G., 2013. "Multiobjective optimisation of production, distribution and capacity planning of global supply chains in the process industry," Omega, Elsevier, vol. 41(2), pages 369-382.
    9. Bashir Bashir & Özlem Karsu, 2022. "Solution approaches for equitable multiobjective integer programming problems," Annals of Operations Research, Springer, vol. 311(2), pages 967-995, April.
    10. Akoluk, Damla & Karsu, Özlem, 2022. "Ensuring multidimensional equality in public service," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    11. Sawik, Tadeusz, 2015. "On the fair optimization of cost and customer service level in a supply chain under disruption risks," Omega, Elsevier, vol. 53(C), pages 58-66.
    12. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.
    13. Gutjahr, Walter J., 2021. "Inequity-averse stochastic decision processes," European Journal of Operational Research, Elsevier, vol. 288(1), pages 258-270.
    14. Ogryczak, Wlodzimierz & Wierzbicki, Adam & Milewski, Marcin, 2008. "A multi-criteria approach to fair and efficient bandwidth allocation," Omega, Elsevier, vol. 36(3), pages 451-463, June.
    15. Argyris, Nikolaos & Karsu, Özlem & Yavuz, Mirel, 2022. "Fair resource allocation: Using welfare-based dominance constraints," European Journal of Operational Research, Elsevier, vol. 297(2), pages 560-578.
    16. Medernach, Emmanuel & Sanlaville, Eric, 2012. "Fair resource allocation for different scenarios of demands," European Journal of Operational Research, Elsevier, vol. 218(2), pages 339-350.
    17. Mut, Murat & Wiecek, Margaret M., 2011. "Generalized equitable preference in multiobjective programming," European Journal of Operational Research, Elsevier, vol. 212(3), pages 535-551, August.
    18. Zhang Jiangao & Shitao Yang, 2016. "On the Lexicographic Centre of Multiple Objective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 600-614, February.
    19. Jesús Sánchez-Oro & Ana D. López-Sánchez & Anna Martínez-Gavara & Alfredo G. Hernández-Díaz & Abraham Duarte, 2021. "A Hybrid Strategic Oscillation with Path Relinking Algorithm for the Multiobjective k -Balanced Center Location Problem," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
    20. Dugardin, Frédéric & Yalaoui, Farouk & Amodeo, Lionel, 2010. "New multi-objective method to solve reentrant hybrid flow shop scheduling problem," European Journal of Operational Research, Elsevier, vol. 203(1), pages 22-31, May.
    21. Patrice Perny & Olivier Spanjaard & Louis-Xavier Storme, 2006. "A decision-theoretic approach to robust optimization in multivalued graphs," Annals of Operations Research, Springer, vol. 147(1), pages 317-341, October.
    22. Karsu, Özlem & Morton, Alec & Argyris, Nikos, 2018. "Capturing preferences for inequality aversion in decision support," European Journal of Operational Research, Elsevier, vol. 264(2), pages 686-706.
    23. Shahparvari, Shahrooz & Chhetri, Prem & Abbasi, Babak & Abareshi, Ahmad, 2016. "Enhancing emergency evacuation response of late evacuees: Revisiting the case of Australian Black Saturday bushfire," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 93(C), pages 148-176.
    24. Włodzimierz Ogryczak, 2010. "Conditional median as a robust solution concept for uncapacitated location problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 271-285, July.

  15. Ogryczak, Wlodzimierz & Vetschera, Rudolf, 2004. "Methodological foundations of multi-criteria decision making," European Journal of Operational Research, Elsevier, vol. 158(2), pages 267-270, October.

    Cited by:

    1. Eduardo Álvarez-Miranda & John Díaz-Guerrero, 2020. "Multicriteria saliency detection: a (exact) robust network design approach," Annals of Operations Research, Springer, vol. 286(1), pages 649-668, March.

  16. Ogryczak, Wlodzimierz & Sliwinski, Tomasz, 2003. "On solving linear programs with the ordered weighted averaging objective," European Journal of Operational Research, Elsevier, vol. 148(1), pages 80-91, July.

    Cited by:

    1. Guillaume, Romain & Houé, Raymond & Grabot, Bernard, 2014. "Robust competence assessment for job assignment," European Journal of Operational Research, Elsevier, vol. 238(2), pages 630-644.
    2. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020. "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, vol. 286(3), pages 828-838.
    3. Włodzimierz Ogryczak & Bartosz Kozłowski, 2011. "Reference point method with importance weighted ordered partial achievements," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 380-401, December.
    4. Kaynar, Nur & Karsu, Özlem, 2018. "Equitable decision making approaches over allocations of multiple benefits to multiple entities," Omega, Elsevier, vol. 81(C), pages 85-98.
    5. Karsu, Özlem & Morton, Alec, 2015. "Inequity averse optimization in operational research," European Journal of Operational Research, Elsevier, vol. 245(2), pages 343-359.
    6. Bashir Bashir & Özlem Karsu, 2022. "Solution approaches for equitable multiobjective integer programming problems," Annals of Operations Research, Springer, vol. 311(2), pages 967-995, April.
    7. Akoluk, Damla & Karsu, Özlem, 2022. "Ensuring multidimensional equality in public service," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    8. Kalcsics, Jörg & Nickel, Stefan & Puerto, Justo & Rodríguez-Chía, Antonio M., 2010. "Distribution systems design with role dependent objectives," European Journal of Operational Research, Elsevier, vol. 202(2), pages 491-501, April.
    9. Weijun Xu & Xin Chen & Yucheng Dong & Francisco Chiclana, 2021. "Impact of Decision Rules and Non-cooperative Behaviors on Minimum Consensus Cost in Group Decision Making," Group Decision and Negotiation, Springer, vol. 30(6), pages 1239-1260, December.
    10. Argyris, Nikolaos & Karsu, Özlem & Yavuz, Mirel, 2022. "Fair resource allocation: Using welfare-based dominance constraints," European Journal of Operational Research, Elsevier, vol. 297(2), pages 560-578.
    11. Mut, Murat & Wiecek, Margaret M., 2011. "Generalized equitable preference in multiobjective programming," European Journal of Operational Research, Elsevier, vol. 212(3), pages 535-551, August.
    12. Violet Xinying Chen & J. N. Hooker, 2023. "A guide to formulating fairness in an optimization model," Annals of Operations Research, Springer, vol. 326(1), pages 581-619, July.
    13. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.
    14. Olender, Paweł & Ogryczak, Włodzimierz, 2019. "A revised Variable Neighborhood Search for the Discrete Ordered Median Problem," European Journal of Operational Research, Elsevier, vol. 274(2), pages 445-465.
    15. Fernández, Elena & Pozo, Miguel A. & Puerto, Justo & Scozzari, Andrea, 2017. "Ordered Weighted Average optimization in Multiobjective Spanning Tree Problem," European Journal of Operational Research, Elsevier, vol. 260(3), pages 886-903.
    16. Virginie Gabrel & Cécile Murat & Aurélie Thiele, 2018. "Portfolio optimization with pw-robustness," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 267-290, September.
    17. Jörg Kalcsics & Stefan Nickel & Justo Puerto & Antonio Rodríguez-Chía, 2010. "The ordered capacitated facility location problem," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 203-222, July.
    18. Rodríguez-Chía, Antonio M. & Espejo, Inmaculada & Drezner, Zvi, 2010. "On solving the planar k-centrum problem with Euclidean distances," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1169-1186, December.
    19. Karsu, Özlem & Morton, Alec & Argyris, Nikos, 2018. "Capturing preferences for inequality aversion in decision support," European Journal of Operational Research, Elsevier, vol. 264(2), pages 686-706.
    20. Hui-Chin Tang & Shen-Tai Yang, 2018. "Optimizing Three-Dimensional Constrained Ordered Weighted Averaging Aggregation Problem with Bounded Variables," Mathematics, MDPI, vol. 6(9), pages 1-16, September.

  17. Mariusz Kaleta & Włodzimierz Ogryczak & Eugeniusz Toczyłowski & Izabela Żółtowska, 2003. "On Multiple Criteria Decision Support for Suppliers on the Competitive Electric Power Market," Annals of Operations Research, Springer, vol. 121(1), pages 79-104, July.

    Cited by:

    1. Ethem Çanakoğlu & Esra Adıyeke, 2020. "Comparison of Electricity Spot Price Modelling and Risk Management Applications," Energies, MDPI, vol. 13(18), pages 1-22, September.
    2. J. Cabello & M. Luque & F. Miguel & A. Ruiz & F. Ruiz, 2014. "A multiobjective interactive approach to determine the optimal electricity mix in Andalucía (Spain)," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 109-127, April.

  18. Włodzimierz Ogryczak & Mariusz Zawadzki, 2002. "Conditional Median: A Parametric Solution Concept for Location Problems," Annals of Operations Research, Springer, vol. 110(1), pages 167-181, February.

    Cited by:

    1. Drezner, Tammy & Drezner, Zvi & Hulliger, Beat, 2014. "The Quintile Share Ratio in location analysis," European Journal of Operational Research, Elsevier, vol. 238(1), pages 166-174.
    2. Tammy Drezner & Zvi Drezner & Pawel Kalczynski, 2021. "Directional approach to gradual cover: the continuous case," Computational Management Science, Springer, vol. 18(1), pages 25-47, January.
    3. Pitselis, Georgios, 2016. "Credible risk measures with applications in actuarial sciences and finance," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 373-386.
    4. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.
    5. Mut, Murat & Wiecek, Margaret M., 2011. "Generalized equitable preference in multiobjective programming," European Journal of Operational Research, Elsevier, vol. 212(3), pages 535-551, August.
    6. Amy Givler Chapman & John E. Mitchell, 2018. "A fair division approach to humanitarian logistics inspired by conditional value-at-risk," Annals of Operations Research, Springer, vol. 262(1), pages 133-151, March.
    7. Ghaffarinasab, Nader & Kara, Bahar Y., 2022. "A conditional β-mean approach to risk-averse stochastic multiple allocation hub location problems," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 158(C).
    8. Pitselis, Georgios, 2017. "Risk measures in a quantile regression credibility framework with Fama/French data applications," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 122-134.
    9. Olender, Paweł & Ogryczak, Włodzimierz, 2019. "A revised Variable Neighborhood Search for the Discrete Ordered Median Problem," European Journal of Operational Research, Elsevier, vol. 274(2), pages 445-465.
    10. Mafusalov, Alexander & Uryasev, Stan, 2016. "CVaR (superquantile) norm: Stochastic case," European Journal of Operational Research, Elsevier, vol. 249(1), pages 200-208.
    11. Rodríguez-Chía, Antonio M. & Espejo, Inmaculada & Drezner, Zvi, 2010. "On solving the planar k-centrum problem with Euclidean distances," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1169-1186, December.
    12. Tammy Drezner & Zvi Drezner & Pawel Kalczynski, 2019. "A directional approach to gradual cover," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-93, April.
    13. Richard L. Church & Zvi Drezner & Pawel Kalczynski, 2023. "Extensions to the planar p-median problem," Annals of Operations Research, Springer, vol. 326(1), pages 115-135, July.
    14. Pawel Kalczynski & Zvi Drezner, 2021. "The obnoxious facilities planar p-median problem," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(2), pages 577-593, June.
    15. Filippi, C. & Guastaroba, G. & Speranza, M.G., 2021. "On single-source capacitated facility location with cost and fairness objectives," European Journal of Operational Research, Elsevier, vol. 289(3), pages 959-974.

  19. W Ogryczak, 2001. "Comments on Romero C, Tamiz M and Jones DF (1998). Goal programming, compromise programming and reference point method formulations: linkages and utility interpretations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(8), pages 960-962, August.

    Cited by:

    1. Caballero, Rafael & Hernandez, Monica, 2006. "Restoration of efficiency in a goal programming problem with linear fractional criteria," European Journal of Operational Research, Elsevier, vol. 172(1), pages 31-39, July.

  20. W Ogryczak, 2001. "On goal programming formulations of the reference point method," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(6), pages 691-698, June.

    Cited by:

    1. Włodzimierz Ogryczak & Bartosz Kozłowski, 2011. "Reference point method with importance weighted ordered partial achievements," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 380-401, December.
    2. Luigi Di Puglia Pugliese & Francesca Guerriero, 2013. "A Reference Point Approach for the Resource Constrained Shortest Path Problems," Transportation Science, INFORMS, vol. 47(2), pages 247-265, May.
    3. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.
    4. Caballero, Rafael & Hernandez, Monica, 2006. "Restoration of efficiency in a goal programming problem with linear fractional criteria," European Journal of Operational Research, Elsevier, vol. 172(1), pages 31-39, July.

  21. Wojtek Michalowski & Włodzimierz Ogryczak, 2001. "Extending the MAD portfolio optimization model to incorporate downside risk aversion," Naval Research Logistics (NRL), John Wiley & Sons, vol. 48(3), pages 185-200, April.
    See citations under working paper version above.
  22. Włodzimierz Ogryczak, 2000. "Multiple criteria linear programming model for portfolio selection," Annals of Operations Research, Springer, vol. 97(1), pages 143-162, December.

    Cited by:

    1. Hamed Soleimani & Mirmehdi Seyyed-Esfahani & Mohsen Akbarpour Shirazi, 2016. "A new multi-criteria scenario-based solution approach for stochastic forward/reverse supply chain network design," Annals of Operations Research, Springer, vol. 242(2), pages 399-421, July.
    2. Marasovic, Branka & Babic, Zoran, 2011. "Two-step multi-criteria model for selecting optimal portfolio," International Journal of Production Economics, Elsevier, vol. 134(1), pages 58-66, November.
    3. Abdelaziz, Fouad Ben & Aouni, Belaid & Fayedh, Rimeh El, 2007. "Multi-objective stochastic programming for portfolio selection," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1811-1823, March.
    4. P Xidonas & G Mavrotas & J Psarras, 2010. "A multiple criteria decision-making approach for the selection of stocks," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1273-1287, August.
    5. Renata Mansini & Włodzimierz Ogryczak & M. Speranza, 2007. "Conditional value at risk and related linear programming models for portfolio optimization," Annals of Operations Research, Springer, vol. 152(1), pages 227-256, July.
    6. Jang Ho Kim & Yongjae Lee & Woo Chang Kim & Frank J. Fabozzi, 2022. "Goal-based investing based on multi-stage robust portfolio optimization," Annals of Operations Research, Springer, vol. 313(2), pages 1141-1158, June.
    7. Masoud Rahiminezhad Galankashi & Farimah Mokhatab Rafiei & Maryam Ghezelbash, 2020. "Portfolio selection: a fuzzy-ANP approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-34, December.
    8. Polak, George G. & Rogers, David F. & Sweeney, Dennis J., 2010. "Risk management strategies via minimax portfolio optimization," European Journal of Operational Research, Elsevier, vol. 207(1), pages 409-419, November.
    9. Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
    10. Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar, 2022. "Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange," Papers 2204.13385, arXiv.org, revised May 2022.
    11. Ralph Steuer & Yue Qi & Markus Hirschberger, 2007. "Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection," Annals of Operations Research, Springer, vol. 152(1), pages 297-317, July.
    12. TKACENKO, Alexandra, 2014. "Linear Programming Methods For Solving The Portfolio’S Problems," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 216-221.
    13. Klamroth, Kathrin & Köbis, Elisabeth & Schöbel, Anita & Tammer, Christiane, 2017. "A unified approach to uncertain optimization," European Journal of Operational Research, Elsevier, vol. 260(2), pages 403-420.
    14. Mut, Murat & Wiecek, Margaret M., 2011. "Generalized equitable preference in multiobjective programming," European Journal of Operational Research, Elsevier, vol. 212(3), pages 535-551, August.
    15. Abdallah Ben Saida & Jean-luc Prigent, 2018. "On the robustness of portfolio allocation under copula misspecification," Annals of Operations Research, Springer, vol. 262(2), pages 631-652, March.
    16. Fatima Bellahcene, 2019. "Decision maker's preferences modeling for multiple objective stochastic linear programming problems," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 29(3), pages 5-16.
    17. A. Nureize & J. Watada & S. Wang, 2014. "Fuzzy random regression based multi-attribute evaluation and its application to oil palm fruit grading," Annals of Operations Research, Springer, vol. 219(1), pages 299-315, August.
    18. Constantin Zopounidis & Michael Doumpos, 2013. "Multicriteria decision systems for financial problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 241-261, July.
    19. Kahina Ghazli & Nicolas Gillis & Mustapha Moulaï, 2020. "Optimizing over the properly efficient set of convex multi-objective optimization problems," Annals of Operations Research, Springer, vol. 295(2), pages 575-604, December.
    20. Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022. "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, vol. 313(1), pages 401-439, June.
    21. Panagiotis Xidonas & George Mavrotas & John Psarras, 2010. "Equity portfolio construction and selection using multiobjective mathematical programming," Journal of Global Optimization, Springer, vol. 47(2), pages 185-209, June.
    22. Hirschberger, Markus & Qi, Yue & Steuer, Ralph E., 2007. "Randomly generating portfolio-selection covariance matrices with specified distributional characteristics," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1610-1625, March.
    23. Davide Lauria & W. Brent Lindquist & Svetlozar T. Rachev, 2023. "Enhancing CVaR portfolio optimisation performance with GAM factor models," Papers 2401.00188, arXiv.org.
    24. Sehgal, Ruchika & Sharma, Amita & Mansini, Renata, 2023. "Worst-case analysis of Omega-VaR ratio optimization model," Omega, Elsevier, vol. 114(C).
    25. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.
    26. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
    27. Virginie Gabrel & Cécile Murat & Aurélie Thiele, 2018. "Portfolio optimization with pw-robustness," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 267-290, September.
    28. Goel, Anubha & Sharma, Amita, 2020. "Mixed value-at-risk and its numerical investigation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    29. Ogryczak, Wlodzimierz & Sliwinski, Tomasz, 2003. "On solving linear programs with the ordered weighted averaging objective," European Journal of Operational Research, Elsevier, vol. 148(1), pages 80-91, July.
    30. Rafael Rodríguez & Mariano Luque & Mercedes González, 2011. "Portfolio selection in the Spanish stock market by interactive multiobjective programming," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 213-231, July.
    31. Panos Xidonas & Christis Hassapis & George Mavrotas & Christos Staikouras & Constantin Zopounidis, 2018. "Multiobjective portfolio optimization: bridging mathematical theory with asset management practice," Annals of Operations Research, Springer, vol. 267(1), pages 585-606, August.
    32. Francesco Cesarone & Justo Puerto, 2024. "New approximate stochastic dominance approaches for Enhanced Indexation models," Papers 2401.12669, arXiv.org.
    33. Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński, 2017. "Efficient optimization of the reward-risk ratio with polyhedral risk measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 625-653, December.
    34. Amelia Bilbao-Terol & Mar Arenas-Parra & Verónica Cañal-Fernández & Celia Bilbao-Terol, 2016. "Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment," Annals of Operations Research, Springer, vol. 247(2), pages 549-580, December.
    35. Andrey Novoselov & Ivan Potravny & Irina Novoselova & Violetta Gassiy, 2020. "Sustainable Development of the Arctic Indigenous Communities: The Approach to Projects Optimization of Mining Company," Sustainability, MDPI, vol. 12(19), pages 1-18, September.
    36. Mohsen Mortazavi, 2023. "Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange," Papers 2304.13818, arXiv.org.

  23. Ogryczak, Wlodzimierz, 2000. "Inequality measures and equitable approaches to location problems," European Journal of Operational Research, Elsevier, vol. 122(2), pages 374-391, April.

    Cited by:

    1. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020. "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, vol. 286(3), pages 828-838.
    2. Kasin Ransikarbum & Scott J. Mason, 2016. "Multiple-objective analysis of integrated relief supply and network restoration in humanitarian logistics operations," International Journal of Production Research, Taylor & Francis Journals, vol. 54(1), pages 49-68, January.
    3. Chong Hyun Park & Gemma Berenguer, 2020. "Supply Constrained Location‐Distribution in Not‐for‐Profit Settings," Production and Operations Management, Production and Operations Management Society, vol. 29(11), pages 2461-2483, November.
    4. Jianglin Lu & Keqiang Wang & Hongmei Liu, 2023. "Land Development Rights, Spatial Injustice, and the Economic Development in Net-Incremental Reduction Regions of Construction Land: Evidence from Shanghai, China," IJERPH, MDPI, vol. 20(3), pages 1-25, January.
    5. Sedigheh Lotfi & M. Koohsari, 2009. "Analyzing Accessibility Dimension of Urban Quality of Life: Where Urban Designers Face Duality Between Subjective and Objective Reading of Place," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 94(3), pages 417-435, December.
    6. Erwin J. Delgado & Xavier Cabezas & Carlos Martin-Barreiro & Víctor Leiva & Fernando Rojas, 2022. "An Equity-Based Optimization Model to Solve the Location Problem for Healthcare Centers Applied to Hospital Beds and COVID-19 Vaccination," Mathematics, MDPI, vol. 10(11), pages 1-24, May.
    7. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.
    8. Enayati, Shakiba & Özaltın, Osman Y., 2020. "Optimal influenza vaccine distribution with equity," European Journal of Operational Research, Elsevier, vol. 283(2), pages 714-725.
    9. Gutjahr, Walter J., 2021. "Inequity-averse stochastic decision processes," European Journal of Operational Research, Elsevier, vol. 288(1), pages 258-270.
    10. Harwin de Vries & Joris van de Klundert & Albert P.M. Wagelmans, 2020. "The Roadside Healthcare Facility Location Problem A Managerial Network Design Challenge," Production and Operations Management, Production and Operations Management Society, vol. 29(5), pages 1165-1187, May.
    11. Mut, Murat & Wiecek, Margaret M., 2011. "Generalized equitable preference in multiobjective programming," European Journal of Operational Research, Elsevier, vol. 212(3), pages 535-551, August.
    12. Philippe Olivier & Andrea Lodi & Gilles Pesant, 2022. "Measures of balance in combinatorial optimization," 4OR, Springer, vol. 20(3), pages 391-415, September.
    13. Jesús Sánchez-Oro & Ana D. López-Sánchez & Anna Martínez-Gavara & Alfredo G. Hernández-Díaz & Abraham Duarte, 2021. "A Hybrid Strategic Oscillation with Path Relinking Algorithm for the Multiobjective k -Balanced Center Location Problem," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
    14. Tammy Drezner & Zvi Drezner, 2011. "A note on equity across groups in facility location," Naval Research Logistics (NRL), John Wiley & Sons, vol. 58(7), pages 705-711, October.
    15. Núñez Ares, José & de Vries, Harwin & Huisman, Dennis, 2016. "A column generation approach for locating roadside clinics in Africa based on effectiveness and equity," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1002-1016.
    16. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.
    17. Pasura Aungkulanon & Walailak Atthirawong & Woranat Sangmanee & Pongchanun Luangpaiboon, 2023. "Fuzzy Techniques and Adjusted Mixture Design-Based Scenario Analysis in the CLMV (Cambodia, Lao PDR, Myanmar and Vietnam) Subregion for Multi-Criteria Decision Making in the Apparel Industry," Mathematics, MDPI, vol. 11(23), pages 1-32, November.
    18. Fang Lei & Li Hecheng, 2014. "Pluralistic Efficiency-Equity Tradeoffs in Locating Public Services," Journal of Systems Science and Information, De Gruyter, vol. 2(2), pages 130-143, April.
    19. Galand, Lucie & Perny, Patrice & Spanjaard, Olivier, 2010. "Choquet-based optimisation in multiobjective shortest path and spanning tree problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 303-315, July.
    20. Oscar Rodríguez-Espíndola & Juan Gaytán, 2015. "Scenario-based preparedness plan for floods," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(2), pages 1241-1262, March.
    21. Ransikarbum, Kasin & Mason, Scott J., 2016. "Goal programming-based post-disaster decision making for integrated relief distribution and early-stage network restoration," International Journal of Production Economics, Elsevier, vol. 182(C), pages 324-341.
    22. Ann Melissa Campbell & Dieter Vandenbussche & William Hermann, 2008. "Routing for Relief Efforts," Transportation Science, INFORMS, vol. 42(2), pages 127-145, May.
    23. Ogryczak, Wlodzimierz & Sliwinski, Tomasz, 2003. "On solving linear programs with the ordered weighted averaging objective," European Journal of Operational Research, Elsevier, vol. 148(1), pages 80-91, July.
    24. Patrice Perny & Olivier Spanjaard & Louis-Xavier Storme, 2006. "A decision-theoretic approach to robust optimization in multivalued graphs," Annals of Operations Research, Springer, vol. 147(1), pages 317-341, October.
    25. P. Matl & R. F. Hartl & T. Vidal, 2018. "Workload Equity in Vehicle Routing Problems: A Survey and Analysis," Transportation Science, INFORMS, vol. 52(2), pages 239-260, March.
    26. Karsu, Özlem & Morton, Alec & Argyris, Nikos, 2018. "Capturing preferences for inequality aversion in decision support," European Journal of Operational Research, Elsevier, vol. 264(2), pages 686-706.
    27. Yoshiaki Ohsawa & Naoya Ozaki & Frank Plastria, 2008. "Equity-Efficiency Bicriteria Location with Squared Euclidean Distances," Operations Research, INFORMS, vol. 56(1), pages 79-87, February.
    28. Víctor Blanco & Ricardo Gázquez & Marina Leal, 2023. "Mathematical optimization models for reallocating and sharing health equipment in pandemic situations," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 355-390, July.
    29. Filippi, C. & Guastaroba, G. & Speranza, M.G., 2021. "On single-source capacitated facility location with cost and fairness objectives," European Journal of Operational Research, Elsevier, vol. 289(3), pages 959-974.

  24. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
    See citations under working paper version above.
  25. Ogryczak, Wlodzimierz, 1997. "On the lexicographic minimax approach to location problems," European Journal of Operational Research, Elsevier, vol. 100(3), pages 566-585, August.

    Cited by:

    1. Lehuédé, Fabien & Péton, Olivier & Tricoire, Fabien, 2020. "A lexicographic minimax approach to the vehicle routing problem with route balancing," European Journal of Operational Research, Elsevier, vol. 282(1), pages 129-147.
    2. Erkut, Erhan & Karagiannidis, Avraam & Perkoulidis, George & Tjandra, Stevanus A., 2008. "A multicriteria facility location model for municipal solid waste management in North Greece," European Journal of Operational Research, Elsevier, vol. 187(3), pages 1402-1421, June.
    3. Letsios, Dimitrios & Mistry, Miten & Misener, Ruth, 2021. "Exact lexicographic scheduling and approximate rescheduling," European Journal of Operational Research, Elsevier, vol. 290(2), pages 469-478.
    4. Hanan Luss, 2010. "Equitable bandwidth allocation in content distribution networks," Naval Research Logistics (NRL), John Wiley & Sons, vol. 57(3), pages 266-278, April.
    5. Liu, Songsong & Papageorgiou, Lazaros G., 2013. "Multiobjective optimisation of production, distribution and capacity planning of global supply chains in the process industry," Omega, Elsevier, vol. 41(2), pages 369-382.
    6. Niknamfar, Amir Hossein & Niaki, Seyed Taghi Akhavan, 2016. "Fair profit contract for a carrier collaboration framework in a green hub network under soft time-windows: Dual lexicographic max–min approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 91(C), pages 129-151.
    7. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.
    8. Romauch, Martin & Hartl, Richard F., 2017. "Capacity planning for cluster tools in the semiconductor industry," International Journal of Production Economics, Elsevier, vol. 194(C), pages 167-180.
    9. Medernach, Emmanuel & Sanlaville, Eric, 2012. "Fair resource allocation for different scenarios of demands," European Journal of Operational Research, Elsevier, vol. 218(2), pages 339-350.
    10. Zhang Jiangao & Shitao Yang, 2016. "On the Lexicographic Centre of Multiple Objective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 168(2), pages 600-614, February.
    11. Cao, Wenwei & Çelik, Melih & Ergun, Özlem & Swann, Julie & Viljoen, Nadia, 2016. "Challenges in service network expansion: An application in donated breastmilk banking in South Africa," Socio-Economic Planning Sciences, Elsevier, vol. 53(C), pages 33-48.
    12. Dönmez, Zehranaz & Kara, Bahar Y. & Karsu, Özlem & Saldanha-da-Gama, Francisco, 2021. "Humanitarian facility location under uncertainty: Critical review and future prospects," Omega, Elsevier, vol. 102(C).
    13. Muñuzuri, Jesús & Cuberos, Manuel & Abaurrea, Fátima & Escudero, Alejandro, 2017. "Improving the design of urban loading zone systems," Journal of Transport Geography, Elsevier, vol. 59(C), pages 1-13.
    14. Ogryczak, Wlodzimierz, 2000. "Inequality measures and equitable approaches to location problems," European Journal of Operational Research, Elsevier, vol. 122(2), pages 374-391, April.
    15. Liu, Songsong & Papageorgiou, Lazaros G., 2018. "Fair profit distribution in multi-echelon supply chains via transfer prices," Omega, Elsevier, vol. 80(C), pages 77-94.
    16. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.
    17. Hanan Luss, 1999. "On Equitable Resource Allocation Problems: A Lexicographic Minimax Approach," Operations Research, INFORMS, vol. 47(3), pages 361-378, June.
    18. Mohammadmehdi Hakimifar & Vera C. Hemmelmayr & Fabien Tricoire, 2022. "A Bi-Objective Field-Visit Planning Problem for Rapid Needs Assessment under Travel-Time Uncertainty," Sustainability, MDPI, vol. 14(5), pages 1-16, March.
    19. Ogryczak, Wlodzimierz & Sliwinski, Tomasz, 2003. "On solving linear programs with the ordered weighted averaging objective," European Journal of Operational Research, Elsevier, vol. 148(1), pages 80-91, July.
    20. J. N. Hooker & H. P. Williams, 2012. "Combining Equity and Utilitarianism in a Mathematical Programming Model," Management Science, INFORMS, vol. 58(9), pages 1682-1693, September.
    21. Kalaı¨, Rim & Lamboray, Claude & Vanderpooten, Daniel, 2012. "Lexicographic α-robustness: An alternative to min–max criteria," European Journal of Operational Research, Elsevier, vol. 220(3), pages 722-728.
    22. Mohammadmehdi Hakimifar & Vera C. Hemmelmayr & Fabien Tricoire, 2023. "A lexicographic maximin approach to the selective assessment routing problem," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(1), pages 205-249, March.
    23. Dan A. Iancu & Nikolaos Trichakis, 2014. "Pareto Efficiency in Robust Optimization," Management Science, INFORMS, vol. 60(1), pages 130-147, January.

  26. J Malczewski & W Ogryczak, 1996. "The Multiple Criteria Location Problem: 2. Preference-Based Techniques and Interactive Decision Support," Environment and Planning A, , vol. 28(1), pages 69-98, January.

    Cited by:

    1. Amin Akbari & Ronald Pelot & H. A. Eiselt, 2018. "A modular capacitated multi-objective model for locating maritime search and rescue vessels," Annals of Operations Research, Springer, vol. 267(1), pages 3-28, August.
    2. H. Murat Çelik & Ersin Türk, 2010. "Determination of Optimum Environmental Conservation: Using Multi-Criteria Decision-Making Techniques," European Planning Studies, Taylor & Francis Journals, vol. 19(3), pages 479-499, March.
    3. Kayode J. Samuel, 2010. "Infrastructure Location," Journal of Infrastructure Development, India Development Foundation, vol. 2(1), pages 71-90, June.
    4. David Kik & Matthias Gerhard Wichmann & Thomas Stefan Spengler, 2022. "Decision support framework for the regional facility location and development planning problem," Journal of Business Economics, Springer, vol. 92(1), pages 115-157, January.
    5. Malczewski, Jacek & Jackson, Marlene, 2000. "Multicriteria spatial allocation of educational resources: an overview," Socio-Economic Planning Sciences, Elsevier, vol. 34(3), pages 219-235, September.
    6. Włodzimierz Ogryczak, 2010. "Conditional median as a robust solution concept for uncapacitated location problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 271-285, July.

  27. J Malczewski & W Ogryczak, 1995. "The Multiple Criteria Location Problem: 1. A Generalized Network Model and the Set of Efficient Solutions," Environment and Planning A, , vol. 27(12), pages 1931-1960, December.

    Cited by:

    1. Inés Santé Riveira & Rafael Crecente Maseda, 2006. "A Review of Rural Land-Use Planning Models," Environment and Planning B, , vol. 33(2), pages 165-183, April.
    2. H. Murat Çelik & Ersin Türk, 2010. "Determination of Optimum Environmental Conservation: Using Multi-Criteria Decision-Making Techniques," European Planning Studies, Taylor & Francis Journals, vol. 19(3), pages 479-499, March.
    3. David Kik & Matthias Gerhard Wichmann & Thomas Stefan Spengler, 2022. "Decision support framework for the regional facility location and development planning problem," Journal of Business Economics, Springer, vol. 92(1), pages 115-157, January.
    4. Roberta Mele & Giuliano Poli, 2017. "The Effectiveness of Geographical Data in Multi-Criteria Evaluation of Landscape Services †," Data, MDPI, vol. 2(1), pages 1-11, February.
    5. Berman, Oded & Hajizadeh, Iman & Krass, Dmitry & Rahimi-Vahed, Alireza, 2018. "Reconfiguring a set of coverage-providing facilities under travel time uncertainty," Socio-Economic Planning Sciences, Elsevier, vol. 62(C), pages 1-12.

  28. Ogryczak, Wlodzimierz & Studzinski, Krzysztof & Zorychta, Krystian, 1989. "A solver for the multi-objective transshipment problem with facility location," European Journal of Operational Research, Elsevier, vol. 43(1), pages 53-64, November.

    Cited by:

    1. Mingue SUn, 2010. "A Branch-and-Bound Algorithm for Representative Integer Efficient Solutions in Multiple Objective Network Programming Problems," Working Papers 0007, College of Business, University of Texas at San Antonio.
    2. Mina, Hokey & Jayaraman, Vaidyanathan & Srivastava, Rajesh, 1998. "Combined location-routing problems: A synthesis and future research directions," European Journal of Operational Research, Elsevier, vol. 108(1), pages 1-15, July.
    3. Nagy, Gabor & Salhi, Said, 2007. "Location-routing: Issues, models and methods," European Journal of Operational Research, Elsevier, vol. 177(2), pages 649-672, March.
    4. Lo, Shirleen Lee Yuen & How, Bing Shen & Leong, Wei Dong & Teng, Sin Yong & Rhamdhani, Muhammad Akbar & Sunarso, Jaka, 2021. "Techno-economic analysis for biomass supply chain: A state-of-the-art review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 135(C).
    5. Minghe Sun, 2003. "Procedures for Finding Nondominated Solutions for Multiple Objective Network Programming Problems," Transportation Science, INFORMS, vol. 37(2), pages 139-152, May.

  29. J Malczewski & W Ogryczak, 1988. "A Multiobjective Approach to the Reorganization of Health-Service Areas: A Case Study," Environment and Planning A, , vol. 20(11), pages 1461-1470, November.

    Cited by:

    1. Ogryczak, Wlodzimierz, 1997. "On the lexicographic minimax approach to location problems," European Journal of Operational Research, Elsevier, vol. 100(3), pages 566-585, August.
    2. Michalski Tomasz, 2018. "History and Main Research Currents in Polish Medical Geography," Quaestiones Geographicae, Sciendo, vol. 37(2), pages 27-37, June.
    3. J Malczewski, 1991. "Central Facility Location and Environmental Health," Environment and Planning A, , vol. 23(3), pages 385-395, March.
    4. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.

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