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1

Twenty years of linear programming based portfolio optimization

Mansini, Renata, Ogryczak, Wlodzimierz, Speranza, M. Grazia

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 780 KB

english, 2014

2

[EURO Advanced Tutorials on Operational Research] Linear and Mixed Integer Programming for Portfolio Optimization || Portfolio Optimization with Transaction Costs

Mansini, Renata, Ogryczak, Włodzimierz, Speranza, M. Grazia

Year:

2015

Language:

english

File:

PDF, 247 KB

english, 2015

3

A revised Variable Neighborhood Search for the Discrete Ordered Median Problem

Olender, Paweł, Ogryczak, Włodzimierz

Journal:

European Journal of Operational Research

Year:

2019

Language:

english

File:

PDF, 644 KB

english, 2019

4

Conditional value at risk and related linear programming models for portfolio optimization

Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza

Journal:

Annals of Operations Research

Year:

2007

Language:

english

File:

PDF, 687 KB

english, 2007

5

From stochastic dominance to mean-risk models: Semideviations as risk measures

Włodzimierz Ogryczak, Andrzej Ruszczyński

Journal:

European Journal of Operational Research

Year:

1999

Language:

english

File:

PDF, 253 KB

english, 1999

6

Multiple criteria linear programming model for portfolio selection

Włodzimierz Ogryczak

Journal:

Annals of Operations Research

Year:

2000

Language:

english

File:

PDF, 153 KB

english, 2000

7

On goal programming formulations of the reference point method

Journal:

Journal of the Operational Research Society

Year:

2001

Language:

english

File:

PDF, 230 KB

english, 2001

8

Equitable aggregations and multiple criteria analysis

Michael M. Kostreva, Włodzimierz Ogryczak, Adam Wierzbicki

Journal:

European Journal of Operational Research

Year:

2004

Language:

english

File:

PDF, 368 KB

english, 2004

9

An Interactive Approach to the Central Facility Location Problem: Locating Pediatric Hospitals in Warsaw

Jacek Malczewski, Włodzimierz Ogryczak

Journal:

Geographical Analysis

Year:

1990

Language:

english

File:

PDF, 885 KB

english, 1990

10

Dual Stochastic Dominance and Related Mean-Risk Models

Ogryczak, WLodzimierz, Ruszczynski, Andrzej

Journal:

SIAM Journal on Optimization

Year:

2002

Language:

english

File:

PDF, 266 KB

english, 2002

11

Tail mean and related robust solution concepts

Ogryczak, Włodzimierz

Journal:

International Journal of Systems Science

Year:

2014

Language:

english

File:

PDF, 391 KB

english, 2014

12

A COMPROMISE PROGRAMMING APPROACH TO MULTIOBJECTIVE MARKOV DECISION PROCESSES

OGRYCZAK, WLODZIMIERZ, PERNY, PATRICE, WENG, PAUL

Journal:

International Journal of Information Technology & Decision Making

Year:

2013

Language:

english

File:

PDF, 579 KB

english, 2013

13

[EURO Advanced Tutorials on Operational Research] Linear and Mixed Integer Programming for Portfolio Optimization || Portfolio Optimization

Mansini, Renata, Ogryczak, Włodzimierz, Speranza, M. Grazia

Year:

2015

Language:

english

File:

PDF, 1.27 MB

english, 2015

14

[EURO Advanced Tutorials on Operational Research] Linear and Mixed Integer Programming for Portfolio Optimization ||

Mansini, Renata, Ogryczak, Włodzimierz, Speranza, M. Grazia

Year:

2015

Language:

english

File:

PDF, 2.88 MB

english, 2015

15

Extending the MAD portfolio optimization model to incorporate downside risk aversion

Wojtek Michalowski, Włodzimierz Ogryczak

Journal:

Naval Research Logistics (NRL)

Year:

2001

Language:

english

File:

PDF, 152 KB

english, 2001

16

The simplex method is not always well behaved

Włodzimierz Ogryczak

Journal:

Linear Algebra and its Applications

Year:

1988

Language:

english

File:

PDF, 898 KB

english, 1988

17

DINAS: A computer-assisted analysis system for multiobjective transshipment problems with facility location

Włodzimierz Ogryczak, Krzysztof Studziński, Krystian Zorychta

Journal:

Computers & Operations Research

Year:

1992

Language:

english

File:

PDF, 1.26 MB

english, 1992

18

A solver for the multi-objective transshipment problem with facility location

Włodzimierz Ogryczak, Krzysztof Studziński, Krystian Zorychta

Journal:

European Journal of Operational Research

Year:

1989

Language:

english

File:

PDF, 971 KB

english, 1989

19

On efficient WOWA optimization for decision support under risk

Włodzimierz Ogryczak, Tomasz Śliwiński

Journal:

International Journal of Approximate Reasoning

Year:

2009

Language:

english

File:

PDF, 442 KB

english, 2009

20

Minimizing the sum of the k largest functions in linear time

Wlodzimierz Ogryczak, Arie Tamir

Journal:

Information Processing Letters

Year:

2003

Language:

english

File:

PDF, 93 KB

english, 2003

21

On the distribution approach to location problems

Wl̶odzimierz Ogryczak

Journal:

Computers & Industrial Engineering

Year:

1999

Language:

english

File:

PDF, 207 KB

english, 1999

22

Comments on properties of the minmax solutions in goal programming

Włodzimierz Ogryczak

Journal:

European Journal of Operational Research

Year:

2001

Language:

english

File:

PDF, 87 KB

english, 2001

23

On solving linear programs with the ordered weighted averaging objective

Włodzimierz Ogryczak, Tomasz Śliwiński

Journal:

European Journal of Operational Research

Year:

2003

Language:

english

File:

PDF, 156 KB

english, 2003

24

On the lexicographic minimax approach to location problems

Włodzimierz Ogryczak

Journal:

European Journal of Operational Research

Year:

1997

Language:

english

File:

PDF, 1.58 MB

english, 1997

25

Inequality measures and equitable approaches to location problems

Włodzimierz Ogryczak

Journal:

European Journal of Operational Research

Year:

2000

Language:

english

File:

PDF, 215 KB

english, 2000

26

Relocation problems arising in conservation biology

M.M. Kostreva, W. Ogryczak, D.W. Tonkyn

Journal:

Computers & Mathematics with Applications

Year:

1999

Language:

english

File:

PDF, 1001 KB

english, 1999

27

On consistency of stochastic dominance and mean–semideviation models

Włodzimierz Ogryczak, Andrzej Ruszczyński

Journal:

Mathematical Programming

Year:

2001

Language:

english

File:

PDF, 120 KB

english, 2001

28

Ordered weighted enhancement of preference modeling in the reference point method for multiple criteria optimization

Włodzimierz Ogryczak

Journal:

Soft Computing - A Fusion of Foundations, Methodologies and Applications

Year:

2010

Language:

english

File:

PDF, 552 KB

english, 2010

29

Inequality measures and equitable locations

Włodzimierz Ogryczak

Journal:

Annals of Operations Research

Year:

2009

Language:

english

File:

PDF, 481 KB

english, 2009

30

On Extending the LP Computable Risk Measures to Account Downside Risk

Adam Krzemienowski, Włodzimierz Ogryczak

Journal:

Computational Optimization and Applications

Year:

2005

Language:

english

File:

PDF, 744 KB

english, 2005

31

On solving the dual for portfolio selection by optimizing Conditional Value at Risk

Włodzimierz Ogryczak, Tomasz Śliwiński

Journal:

Computational Optimization and Applications

Year:

2011

Language:

english

File:

PDF, 228 KB

english, 2011

32

Conditional median as a robust solution concept for

Włodzimierz Ogryczak

Journal:

Year:

2010

Language:

english

File:

PDF, 342 KB

english, 2010

33

Reference point method with importance weighted ordered partial achievements

Włodzimierz Ogryczak, Bartosz Kozłowski

Journal:

Year:

2011

Language:

english

File:

PDF, 647 KB

english, 2011

34

A note on modeling multiple choice requirements for simple mixed integer programming solvers

Włodzimierz Ogryczak

Journal:

Computers & Operations Research

Year:

1996

Language:

english

File:

PDF, 494 KB

english, 1996

35

Methodological foundations of multi-criteria decision making

Włodzimierz Ogryczak, Rudolf Vetschera

Journal:

European Journal of Operational Research

Year:

2004

Language:

english

File:

PDF, 225 KB

english, 2004

36

Dual Stochastic Dominance and Quantile Risk Measures

Wlodzimierz Ogryczak, Andrzej Ruszczyński

Journal:

International Transactions in Operational Research

Year:

2002

Language:

english

File:

PDF, 197 KB

english, 2002

37

Conditional Median: A Parametric Solution Concept for Location Problems

Włodzimierz Ogryczak, Mariusz Zawadzki

Journal:

Annals of Operations Research

Year:

2002

Language:

english

File:

PDF, 113 KB

english, 2002

38

A multiobjective approach to the reorganization of health-service areas: a case study

Malczewski, J, Ogryczak, J

Journal:

Environment and Planning A

Year:

1988

Language:

english

File:

PDF, 1.09 MB

english, 1988

39

Aspiration/reservation-based decision support—a step beyond goal programming

Wlodzimierz Ogryczak, Steve Lahoda

Journal:

Journal of Multi-Criteria Decision Analysis

Year:

1992

Language:

english

File:

PDF, 891 KB

english, 1992

40

A Goal Programming model of the reference point method

Włodzimierz Ogryczak

Journal:

Annals of Operations Research

Year:

1994

Language:

english

File:

PDF, 746 KB

english, 1994

41

A multi-criteria approach to fair and efficient bandwidth allocation

Włodzimierz Ogryczak, Adam Wierzbicki, Marcin Milewski

Journal:

Year:

2008

Language:

english

File:

PDF, 332 KB

english, 2008

42

On cent-dians of general networks

Wlodzimierz Ogryczak

Journal:

Location Science

Year:

1997

Language:

english

File:

PDF, 1.01 MB

english, 1997

43

[IEEE Next Generation Internet Networks, 2005 - Rome, Italy (18-20 April 2005)] Next Generation Internet Networks, 2005 - Applications of the max-min fairness principle in telecommunication network design

Pioro, M., Dzida, M., Kubilinskas, E., Ogryczak, W.

Year:

2005

Language:

english

File:

PDF, 1.87 MB

english, 2005

44

[IEEE 2006 2nd Conference on Next Generation Internet Design and Engineering, 2006. NGI '06. - Valencia, Spain (3-5 April 2006)] 2006 2nd Conference on Next Generation Internet Design and Engineering, 2006. NGI '06. - On fair and efficient bandwidth allocation by the multiple target approach

Ogryczak, W., Milewski, M., Wierzbicki, A.

Year:

2006

Language:

english

File:

PDF, 286 KB

english, 2006

45

[IEEE 2009 International Workshop on Social Informatics (SOCINFO) - Warsaw, Poland (2009.06.22-2009.06.24)] 2009 International Workshop on Social Informatics - On Principles of Fair Resource Allocation for Importance Weighted Agents

Ogryczak, Wlodzimierz

Year:

2009

Language:

english

File:

PDF, 232 KB

english, 2009

46

[IEEE 2014 IEEE 38th International Computer Software and Applications Conference Workshops (COMPSACW) - Vasteras, Sweden (2014.7.21-2014.7.25)] 2014 IEEE 38th International Computer Software and Applications Conference Workshops - Fair Optimization -- Methodological Foundations of Fairness in Network Resource Allocation

Ogryczak, Wlodzimierz

Year:

2014

Language:

english

File:

PDF, 309 KB

english, 2014

47

[IEEE 2012 XVth International Telecommunications Network Strategy and Planning Symposium (NETWORKS) - Rome, Italy (2012.10.15-2012.10.18)] 2012 15th International Telecommunications Network Strategy and Planning Symposium (NETWORKS) - Sequential algorithms for exact and approximate max-min fair bandwidth allocation

Ogryczak, Wlodzimierz, Sliwinski, Tomasz

Year:

2012

Language:

english

File:

PDF, 146 KB

english, 2012

48

An Implementation of Variable Upper Bounds via SUB Methodology

Ogryczak, Wlodzimierz

Journal:

Journal of Information and Optimization Sciences

Year:

1992

Language:

english

File:

PDF, 512 KB

english, 1992

49

ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION

OGRYCZAK, WŁODZIMIERZ, ŚLIWIŃSKI, TOMASZ

Journal:

Asia Pacific Journal of Operational Research

Year:

2011

Language:

english

File:

PDF, 252 KB

english, 2011

50

Dual simplex algorithm with implicit representation of variable upper bounds

Journal:

Year:

1995

Language:

english

File:

PDF, 684 KB

english, 1995