Robust portfolio optimization refers to finding an asset allocation strategy whose behavior
under the worst possible realizations of the uncertain inputs, eg, returns and covariances, is …

The allocation of resources to alternative investment opportunities is one of the most
important decisions organizations and individuals face. These decisions can be guided by …

The present study assesses supply chain resilience based on network structural parameters.
Resilience is computed as a composite effect of density, centrality, connectivity, and network …

The optimization of the product portfolio problem under return uncertainty is addressed here.
The contribution of this study is based on the application of a hybrid improved artificial …

Project portfolios are considered “powerful strategic weapons” for implementing corporate
strategy. Projects are exposed to different types of risks. Studies on project portfolio …

Product portfolio optimization (PPO) is a strategic decision for many organizations. There are
several technical methods for facilitating this decision. According to the reviewed studies, the …

This paper reviews recent advances in robust portfolio selection problems and their
extensions, from both operational research and financial perspectives. A multi-dimensional …

This paper introduces a new temperature index, which can suitably represent the underlying
of a weather derivative. Such an index is defined as the weighted mean of daily average …

Robust optimization has become a widely implemented approach in investment
management for incorporating uncertainty into financial models. The first applications were …

In a supply chain with one risk neutral manufacturer and one risk averse supplier, we
propose a risk diversification contract under which the manufacturer shares the losses of …