Portfolio optimization can be roughly categorized as the mean-variance approach and the
exponential growth rate approach based on different theoretical foundations, trading logics …

Energy hub as a novel model which has provided more efficiency, flexibility, and reliability.
Also, due to using different multi carriers as renewable and non-renewable sources and …

Faults on overhead power line infrastructures in electric power distribution systems (DSs)
can potentially ignite catastrophic wildfires, especially in areas exposed to high wind …

We develop an optimization method for constructing investment portfolios that dominate a
given benchmark portfolio in terms of third-degree stochastic dominance. Our approach …

Modern performance measures differ from the classical ones since they assess the
performance against a benchmark and usually account for asymmetry in return distributions …

This paper addresses portfolio selection with targeted performance criteria via
neurodynamic optimization. Five portfolio optimization problems are formulated with a …

One recent and promising strategy for Enhanced Indexation is the selection of portfolios that
stochastically dominate the benchmark. We propose here a new type of approximate …

The index tracking problem is the problem of determining a portfolio of assets whose
performance replicates, as closely as possible, that of a financial market index chosen as …

This study develops a portfolio optimization method based on the Stochastic Dominance
(SD) decision criterion and the Empirical Likelihood (EL) estimation method. SD and EL …

A large number of portfolio selection models have appeared in the literature since the
pioneering work of Markowitz. However, even when computational and empirical results are …