Renata Mansini
Title
Cited by
Cited by
Year
Heuristic algorithms for the portfolio selection problem with minimum transaction lots
R Mansini, MG Speranza
European Journal of Operational Research 114 (2), 219-233, 1999
3091999
Conditional value at risk and related linear programming models for portfolio optimization
R Mansini, W Ogryczak, MG Speranza
Annals of operations research 152 (1), 227-256, 2007
2132007
Selecting portfolios with fixed costs and minimum transaction lots
H Kellerer, R Mansini, MG Speranza
Annals of Operations Research 99 (1-4), 287-304, 2000
2072000
The team orienteering problem with time windows: An lp-based granular variable neighborhood search
N Labadie, R Mansini, J Melechovskř, RW Calvo
European Journal of Operational Research 220 (1), 15-27, 2012
1582012
LP solvable models for portfolio optimization: A classification and computational comparison
R Mansini, W Ogryczak, MG Speranza
IMA Journal of Management Mathematics 14 (3), 187-220, 2003
1532003
Twenty years of linear programming based portfolio optimization
R Mansini, W Ogryczak, MG Speranza
European Journal of Operational Research 234 (2), 518-535, 2014
1492014
The vehicle routing problem with time windows and simultaneous pick-up and delivery
E Angelelli, R Mansini
Quantitative approaches to distribution logistics and supply chainá…, 2002
1432002
Kernel search: A general heuristic for the multi-dimensional knapsack problem
E Angelelli, R Mansini, MG Speranza
Computers & Operations Research 37 (11), 2017-2026, 2010
1032010
Short term strategies for a dynamic multi-period routing problem
E Angelelli, N Bianchessi, R Mansini, MG Speranza
Transportation Research Part C: Emerging Technologies 17 (2), 106-119, 2009
922009
The supplier selection problem with quantity discounts and truckload shipping
R Mansini, MWP Savelsbergh, B Tocchella
Omega 40 (4), 445-455, 2012
882012
A comparison of MAD and CVaR models with real features
E Angelelli, R Mansini, MG Speranza
Journal of Banking & Finance 32 (7), 1188-1197, 2008
812008
On LP solvable models for portfolio selection
R Mansini, W Ogryczak, MG Speranza
Informatica 14 (1), 37-62, 2003
782003
An efficient fully polynomial approximation scheme for the subset-sum problem
H Kellerer, R Mansini, U Pferschy, MG Speranza
Journal of Computer and System Sciences 66 (2), 349-370, 2003
762003
An exact approach for portfolio selection with transaction costs and rounds
R Mansini, MG Speranza
IIE transactions 37 (10), 919-929, 2005
722005
On the effectiveness of scenario generation techniques in single-period portfolio optimization
G Guastaroba, R Mansini, MG Speranza
European Journal of Operational Research 192 (2), 500-511, 2009
712009
Complexity and reducibility of the skip delivery problem
C Archetti, R Mansini, MG Speranza
Transportation Science 39 (2), 182-187, 2005
712005
Semi-absolute deviation rule for mutual funds portfolio selection
L Chiodi, R Mansini, MG Speranza
Annals of Operations Research 124 (1-4), 245-265, 2003
682003
Linear and mixed integer programming for portfolio optimization
R Mansini, WĹ ‚odzimierz Ogryczak, MG Speranza, ...
Springer, 2015
522015
Kernel search: A new heuristic framework for portfolio selection
E Angelelli, R Mansini, MG Speranza
Computational Optimization and Applications 51 (1), 345-361, 2012
472012
Linear programming models based on Omega ratio for the enhanced index tracking problem
G Guastaroba, R Mansini, W Ogryczak, MG Speranza
European Journal of Operational Research 251 (3), 938-956, 2016
462016
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