Nonlinear programming with E-preinvex and local E-preinvex functions C Fulga, V Preda European Journal of Operational Research 192 (3), 737-743, 2009 | 105 | 2009 |
Portfolio optimization under loss aversion C Fulga European Journal of Operational Research 251 (1), 310 - 322, 2016 | 41 | 2016 |
Portfolio optimization with prior stock selection C Fulga, S Dedu, F Şerban Economic Computation and Economic Cybernetics Studies and Research 43 (4 …, 2009 | 30 | 2009 |
Portfolio optimization with disutility-based risk measure C Fulga European Journal of Operational Research 251 (2), 541 – 553, 2016 | 19 | 2016 |
Dynamic portfolio optimization for utility-based models C Fulga 2009 International Conference on Information and Financial Engineering, 117-121, 2009 | 9 | 2009 |
VALUE-AT-RISK ESTIMATION COMPARATIVE APPROACH WITH APPLICATIONS TO OPTIMIZATION PROBLEMS. S Dedu, C Fulga Economic Computation & Economic Cybernetics Studies & Research 45 (1), 2011 | 8 | 2011 |
Single period portfolio optimization with fuzzy transaction costs C Fulga, B Stanojević 20th International Conference EURO Mini Conference" Continuous Optimization …, 2008 | 8 | 2008 |
Portfolio selection with transaction costs C Fulga, B Pop Bulletin mathématique de la Société des Sciences Mathématiques de Roumanie …, 2007 | 8 | 2007 |
A new approach in multi-objective portfolio optimization using value-at-risk based risk measure C Fulga, S Dedu 2010 2nd IEEE International Conference on Information and Financial …, 2010 | 7 | 2010 |
Dynamic Model for ortfolio Optimi% ation C Fulga Proceedings of the International MultiConference of Engineers and Computer …, 2009 | 7 | 2009 |
Robust estimation for the single index model using pseudodistances A Toma, C Fulga Entropy 20 (5), 374, 2018 | 6 | 2018 |
Integrated bi-criteria decision support system for portfolio selection C Fulga Journal of Decision Systems 24 (2), 159-177, 2015 | 6 | 2015 |
Convexification Technique and Portfolio Optimization C FULGA Studies in Informatics and Control 22 (4), 285-290, 2013 | 6 | 2013 |
Multi-Item Inventory Model With Constant Rate of Deterioration and Assurance Stock C Fulga, F Serban Economic Computation and Economic Cybernetics Studies and Research 42 (3-4 …, 2008 | 6 | 2008 |
On optimality conditions for multiobjective optimization problems in topological vector space C Fulga, V Preda Journal of mathematical analysis and applications 334 (1), 123-131, 2007 | 6 | 2007 |
The partner selection problem in a virtual enterprise C Fulga Economic Computation and Economic Cybernetics Studies and Research 41 (3-4 …, 2007 | 6 | 2007 |
Possibilistic optimization with applications to portfolio selection CC Popescu, C Fulga Proc. Romanian Acad. Ser. A 2, 88-94, 2011 | 5 | 2011 |
Modeling risk with VaR and CVaR risk measures with applications in portfolio management C Fulga, S Dedu Studii şi Cercetări de, 1-2, 2009 | 5 | 2009 |
A Sequential Quadratic Programming Technique with Two-Parameter Penalty Function C FULGA Bulletin Mathematique de la Societe des Sciences Mathematiques de Roumanie …, 2006 | 5 | 2006 |
Multistage Portfolio Optimization C Fulga ASMDA. Proceedings of the International Conference Applied Stochastic Models …, 2009 | 3 | 2009 |