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~isPartOf:"Computational management science"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
20
Portfolio-Management
20
Theorie
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7
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Computational management science
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
24
Mathematics and financial economics
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Finance research letters
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Insurance / Mathematics & economics
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
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Journal of mathematical finance
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Operations research
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Operations research letters
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Journal of banking & finance
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Journal of economic dynamics & control
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Operational research : an international journal
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The journal of asset management
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Computational Management Science : CMS
13
Omega : the international journal of management science
12
Mathematics of operations research
11
Applied mathematical finance
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Risks : open access journal
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Annals of finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society : OR
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Operations research perspectives
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Decisions in economics and finance : DEF ; a journal of applied mathematics
7
INFOR : information systems and operational research
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INFORMS journal on computing : JOC
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RAIRO / Operations research
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The European journal of finance
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The engineering economist : a journal devoted to the problems of capital investment
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1
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano
;
Piccotto, Filippo
;
Sbaiz, Gabriele
- In:
Computational management science
21
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014442612
Saved in:
2
A bilevel approach to ESG multi-portfolio selection
Cesarone, Francesco
;
Lampariello, Lorenzo
;
Merolla, Davide
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014393335
Saved in:
3
Multi-period power utility optimization under stock return predictability
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014228499
Saved in:
4
Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact
Kornilov, Nikita
;
Gasnikov, Alexander
;
Dvurechensky, Pavel
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014393407
Saved in:
5
Adaptive evolutionary algorithms for portfolio selection problems
Filograsso, Gianni
;
Tollo, Giacomo di
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10014228492
Saved in:
6
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs : convergence proof and numerical experiments
Bandarra, Michelle
;
Guigues, Vincent
- In:
Computational management science
18
(
2021
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10012543381
Saved in:
7
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
Songkomkrit Chaiyakan
;
Thipwiwatpotjana, Phantipa
- In:
Computational management science
18
(
2021
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10012543394
Saved in:
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