TY - JOUR A1 - Drewes, S. A1 - Pokutta, Sebastian T1 - Computing discrete expected utility maximizing portfolios JF - Journal of Investing Y1 - 2014 UR - http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1662729 VL - 23 IS - 4 SP - 121 EP - 132 ER - TY - JOUR A1 - Drewes, S. A1 - Pokutta, Sebastian T1 - Symmetry-exploiting cuts for a class of mixed-0/1 second order cone programs JF - Discrete Optimization Y1 - 2014 UR - http://www.optimization-online.org/DB_HTML/2010/06/2652.html N1 - Additional Note: doi:10.1016/j.disopt.2014.04.002 VL - 13 SP - 23 EP - 35 ER - TY - CHAP A1 - Drewes, S. A1 - Pokutta, Sebastian T1 - Cutting-planes for weakly-coupled 0/1 second order cone programs T2 - Electronic Notes in Discrete Mathematics Y1 - 2010 UR - http://www.box.net/shared/4k2qtsl65k N1 - Additional Note: doi:10.1016/j.endm.2010.05.093 N1 - URL of the PDF: http://dx.doi.org/j.endm.2010.05.093 VL - 36 SP - 735 EP - 742 ER - TY - CHAP A1 - Drewes, S. A1 - Pokutta, Sebastian T1 - Geometric mean maximization in the presence of discrete decisions T2 - Proceedings of 23rd Australasian Finance and Banking Conference Y1 - 2010 ER -