Kallio Markku

Markku Kallio

Information about the author Markku Kallio will soon be added to the site.
Found 7 papers in total
Solving cardinality constrained mean-variance portfolio problems via MILP
Solving cardinality constrained mean-variance portfolio problems via MILP
2017
Controlling the number of active assets (cardinality of the portfolio) in a...
Cone contraction and reference point methods for multi‐criteria mixed integer optimization
Cone contraction and reference point methods for multi‐criteria mixed integer optimization
2013
Interactive approaches employing cone contraction for multi‐criteria mixed...
Real options valuation of forest plantation investments in Brazil
Real options valuation of forest plantation investments in Brazil
2012
In this paper, we consider investments in eucalyptus plantations in Brazil. For such...
Estimation methods for choice‐based conjoint analysis of consumer preferences
Estimation methods for choice‐based conjoint analysis of consumer preferences
2011
Conjoint analysis, a preference measurement method typical in marketing research, has...
A splitting method for stochastic programs
A splitting method for stochastic programs
2006
This paper derives a new splitting-based decomposition algorithm for convex stochastic...
Large-scale convex optimization via saddle point computation
Large-scale convex optimization via saddle point computation
1999
This article proposes large-scale convex optimization problems to be solved via saddle...
Tatonnement procedures for linearly constrained convex optimization
Tatonnement procedures for linearly constrained convex optimization
1994
The emphasis in this article is to exploit the fact that precision requirements for...
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