| 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 | 324 | 1999 |
| 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 | 225 | 2007 |
| Selecting portfolios with fixed costs and minimum transaction lots H Kellerer, R Mansini, MG Speranza Annals of Operations Research 99 (1), 287-304, 2000 | 215 | 2000 |
| Twenty years of linear programming based portfolio optimization R Mansini, W Ogryczak, MG Speranza European Journal of Operational Research 234 (2), 518-535, 2014 | 174 | 2014 |
| The team orienteering problem with time windows: An lp-based granular variable neighborhood search N Labadie, R Mansini, J Melechovský, RW Calvo European Journal of Operational Research 220 (1), 15-27, 2012 | 166 | 2012 |
| 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 | 155 | 2003 |
| The vehicle routing problem with time windows and simultaneous pick-up and delivery E Angelelli, R Mansini Quantitative approaches to distribution logistics and supply chain …, 2002 | 151 | 2002 |
| 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 | 114 | 2010 |
| 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 | 96 | 2009 |
| The supplier selection problem with quantity discounts and truckload shipping R Mansini, MWP Savelsbergh, B Tocchella Omega 40 (4), 445-455, 2012 | 93 | 2012 |
| 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 | 84 | 2008 |
| On LP solvable models for portfolio selection R Mansini, W Ogryczak, MG Speranza Informatica 14 (1), 37-62, 2003 | 79 | 2003 |
| 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 | 78 | 2003 |
| 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 | 75 | 2009 |
| An exact approach for portfolio selection with transaction costs and rounds R Mansini, MG Speranza IIE transactions 37 (10), 919-929, 2005 | 74 | 2005 |
| Complexity and reducibility of the skip delivery problem C Archetti, R Mansini, MG Speranza Transportation Science 39 (2), 182-187, 2005 | 73 | 2005 |
| Semi-absolute deviation rule for mutual funds portfolio selection L Chiodi, R Mansini, MG Speranza Annals of Operations Research 124 (1), 245-265, 2003 | 70 | 2003 |
| Linear and mixed integer programming for portfolio optimization R Mansini, WĹ ‚odzimierz Ogryczak, MG Speranza, ... Springer, 2015 | 68 | 2015 |
| Linear programming models based on omega ratio for the enhanced index tracking problem G Guastaroba, R Mansini, W Ogryczak, MG Speranza European Journal of Operational Research 251 (3), 938-956, 2016 | 56 | 2016 |
| Kernel search: A new heuristic framework for portfolio selection E Angelelli, R Mansini, MG Speranza Computational Optimization and Applications 51 (1), 345-361, 2012 | 51 | 2012 |
