Global optimization for bilevel portfolio design: Economic insights from the Dow Jones index
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DOI: 10.1016/j.omega.2020.102353
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- Haywood, Adam B. & Lunday, Brian J. & Robbins, Matthew J., 2022. "Intruder detection and interdiction modeling: A bilevel programming approach for ballistic missile defense asset location," Omega, Elsevier, vol. 110(C).
- Sehgal, Ruchika & Sharma, Amita & Mansini, Renata, 2023. "Worst-case analysis of Omega-VaR ratio optimization model," Omega, Elsevier, vol. 114(C).
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Keywords
Portfolio design; Nonlinear programming; Bilevel optimization; Global Optimization;All these keywords.
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