Renata Mansini
TitleCited byYear
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
2791999
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
2012000
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
1942007
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
1402003
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
1282002
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
1252012
Twenty years of linear programming based portfolio optimization
R Mansini, W Ogryczak, MG Speranza
European Journal of Operational Research 234 (2), 518-535, 2014
1182014
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
882010
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
862003
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
842009
The supplier selection problem with quantity discounts and truckload shipping
R Mansini, MWP Savelsbergh, B Tocchella
Omega 40 (4), 445-455, 2012
802012
On LP solvable models for portfolio selection
R Mansini, W Ogryczak, MG Speranza
Informatica 14 (1), 37-62, 2003
752003
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
742008
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
672009
An exact approach for portfolio selection with transaction costs and rounds
R Mansini, MG Speranza
IIE transactions 37 (10), 919-929, 2005
652005
Complexity and reducibility of the skip delivery problem
C Archetti, R Mansini, MG Speranza
Transportation Science 39 (2), 182-187, 2005
612005
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
602003
Kernel search: A new heuristic framework for portfolio selection
E Angelelli, R Mansini, MG Speranza
Computational Optimization and Applications 51 (1), 345-361, 2012
402012
The traveling purchaser problem with budget constraint
R Mansini, B Tocchella
Computers & Operations Research 36 (7), 2263-2274, 2009
372009
An exact algorithm for the capacitated total quantity discount problem
D Manerba, R Mansini
European Journal of Operational Research 222 (2), 287-300, 2012
342012
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Articles 1–20