Benati Stefano

Stefano Benati

Information about the author Stefano Benati will soon be added to the site.
Found 11 papers in total
Using medians in portfolio optimization
Using medians in portfolio optimization
2015
Some new portfolio optimization models are formulated by adopting the sample median...
NP-hardness of some competitive location models with probabilistic choice rules
NP-hardness of some competitive location models with probabilistic choice rules
2000
Discrete versions of the medianoid and the centroid problems are considered under...
Categorical data fuzzy clustering: An analysis of local search heuristics
Categorical data fuzzy clustering: An analysis of local search heuristics
2008
The fuzzy c partition of a set of qualitative data is the problem of selecting the...
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
2007
In this paper, we consider an extension of the Markovitz model, in which the variance...
An optimization model for stochastic project networks with cash flows
An optimization model for stochastic project networks with cash flows
2006
Project networks – or PERT networks – can be characterized by random...
The computation of the worst conditional expectation
The computation of the worst conditional expectation
2004
Recent advances in risk theory identify risk as a measure related to the tail of a...
The optimal portfolio problem with coherent risk measure constraints
The optimal portfolio problem with coherent risk measure constraints
2003
One of the basic problems of applied finance is the optimal selection of stocks, with...
An improved branch & bound method for the uncapacitated competitive location problem
An improved branch & bound method for the uncapacitated competitive location problem
2003
In this paper, the problem of locating new facilities in a competitive environment is...
The maximum capture problem with random utilities: Problem formulation and algorithms
The maximum capture problem with random utilities: Problem formulation and algorithms
2002
A model for the optimal location of new facilities in a competitive market is...
The maximum capture problem with heterogeneous customers
The maximum capture problem with heterogeneous customers
1999
A product is sold in a geographical market and it is provided by different companies....
Optimization of objective functions in polymatroidal network flows
Optimization of objective functions in polymatroidal network flows
1991
Polymatroidal network flows generalize both network flow theory and matroid...
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