#### Filter Results:

- Full text PDF available (16)

#### Publication Year

1998

2017

- This year (7)
- Last five years (20)

#### Publication Type

#### Co-author

#### Publication Venue

#### Key Phrases

Learn More

- RENATA MANSINI
- 2004

The Markowitz model of portfolio optimization quantifies the problem in a lucid form of only two criteria: the mean, representing the expected outcome, and the risk, a scalar measure of the variability of outcomes. The classical Markowitz model uses the variance as the risk measure, thus resulting in a quadratic optimization problem. Following Sharpe's work… (More)

- Nacima Labadie, Renata Mansini, Jan Melechovský, Roberto Wolfler Calvo
- European Journal of Operational Research
- 2012

- Renata Mansini, Maria Grazia Speranza
- European Journal of Operational Research
- 1999

The problem of selecting a portfolio has been largely faced in terms of minimizing the risk, given the return. While the complexity of the quadratic programming model due to Markowitz has been overcome by the recent progress in algorithmic research, the introduction of linear risk functions has given rise to the interest in solving portfolio selection… (More)

- Hans Kellerer, Renata Mansini, Maria Grazia Speranza
- Annals OR
- 2000

- Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza
- Annals OR
- 2007

Many risk measures have been recently introduced which (for discrete random variables) result in Linear Programs (LP). While some LP computable risk measures may be viewed as approximations to the variance (e.g., the mean absolute deviation or the Gini's mean absolute difference), shortfall or quantile risk measures are recently gaining more popularity in… (More)

- Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza
- Informatica, Lith. Acad. Sci.
- 2003

The Markowitz model for single period portfolio optimization quantifies the problem by means of only two criteria: the mean, representing the expected outcome, and the risk, a scalar measure of the variability of outcomes. The classical Markowitz model uses the variance as the risk measure, thus resulting in a quadratic optimization problem. Following… (More)

- Enrico Angelelli, Renata Mansini, Maria Grazia Speranza
- Computers & OR
- 2010

- Claudia Archetti, Renata Mansini, Maria Grazia Speranza
- Transportation Science
- 2005

In the Skip Delivery Problem (SDP) a fleet of vehicles must deliver skips to a set of customers. Each vehicle has a maximum capacity of two skips and has to start and end its tour at a central depot. The demand of each customer can be greater than the capacity of the vehicles. The objective is to minimize the cost of the total distance traveled by the… (More)

- Renata Mansini, Maria Grazia Speranza
- INFORMS Journal on Computing
- 2012

- Hans Kellerer, Renata Mansini, Ulrich Pferschy, Maria Grazia Speranza
- J. Comput. Syst. Sci.
- 2003