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type_genre:"Article in journal"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~subject:"Stochastic process"
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Mathematische Optimierung
Portfolio selection
Stochastic process
Theory
240,412
Theorie
240,301
USA
17,347
United States
17,344
Estimation
11,381
Schätzung
11,373
Mathematical programming
11,107
Portfolio-Management
8,321
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7,995
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7,891
Geldpolitik
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6,372
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5,789
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Stochastischer Prozess
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Estimation theory
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Asymmetric information
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Wirtschaftswachstum
4,581
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4,399
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CAPM
4,273
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Sammlung
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Author
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Fabozzi, Frank J.
46
Gendreau, Michel
46
Bertsimas, Dimitris
42
Escudero, Laureano F.
42
Dolgui, Alexandre
37
Laporte, Gilbert
36
Puerto, Justo
35
Lodi, Andrea
33
Goerigk, Marc
32
Wong, Wing Keung
32
Li, Duan
31
Pardalos, Panos M.
31
Drezner, Zvi
30
Korn, Ralf
30
Escobar, Marcos
29
Figueira, José Rui
27
Chu, Chengbin
26
Hertog, Dirk den
26
Chu, Feng
25
Desaulniers, Guy
25
Letchford, Adam N.
25
Speranza, Maria Grazia
25
Hao, Jin-Kao
23
Ljubić, Ivana
23
Morabito, Reinaldo
23
Siu, Tak Kuen
23
Zagst, Rudi
23
Delage, Erick
22
Poss, Michael
22
Prigent, Jean-Luc
22
Ahmed, Shabbir
21
Coelho, Leandro C.
21
Iori, Manuel
21
Liu, Ming
21
Chen, Zhiping
20
Gendron, Bernard
20
Jeyakumar, Vaithilingam
20
Labbé, Martine
20
Markowitz, Harry
20
Martello, Silvano
20
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Institution
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International Workshop on Global Optimization <1999, Florenz>
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Association of European Operational Research Societies / Working Group on Financial Modelling
1
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
Stochastic Optimization Workshop <2001>
1
Workshop on Global Optimization <1997, Trier>
1
Workshop on Optimization and Variational Analysis <4, 2010, Elche>
1
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Published in...
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European journal of operational research : EJOR
2,165
Computers & operations research : and their applications to problems of world concern ; an international journal
1,129
Operations research letters
606
International journal of production research
558
Insurance / Mathematics & economics
387
Operations research
379
Mathematics of operations research
375
INFORMS journal on computing : JOC
332
Journal of economic dynamics & control
297
Finance and stochastics
265
Mathematical methods of operations research
263
Management science : journal of the Institute for Operations Research and the Management Sciences
259
Journal of banking & finance
257
International journal of production economics
242
International journal of theoretical and applied finance
238
Mathematical finance : an international journal of mathematics, statistics and financial theory
219
Omega : the international journal of management science
202
Finance research letters
200
Transportation research / E : an international journal
183
Journal of the Operational Research Society : OR
173
Quantitative finance
163
Journal of the Operational Research Society
156
Risks : open access journal
155
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
154
Economics letters
152
OR spectrum : quantitative approaches in management
149
Journal of econometrics
144
Computational economics
143
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
141
Opsearch : journal of the Operational Research Society of India
139
Operational research : an international journal
138
Journal of economic theory
137
RAIRO / Operations research
132
Annals of operations research
131
Economic modelling
127
The review of financial studies
120
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
Computational Management Science : CMS
115
Top : transactions in operations research
114
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
112
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ECONIS (ZBW)
21,939
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1
Operational Research : methods and applications
Petropoulos, Fotios
;
Laporte, Gilbert
;
Aktas, Emel
; …
- In:
Journal of the Operational Research Society
75
(
2024
)
3
,
pp. 423-617
Persistent link: https://www.econbiz.de/10014555725
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2
Cutting plane approaches for the robust kidney exchange problem
Blom, Danny
;
Hojny, Christopher
;
Smeulders, Bart
- In:
Computers & operations research : an international journal
162
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014560574
Saved in:
3
Exact algorithms for a parallel machine scheduling problem with workforce and contiguity constraints
Caselli, Giulia
;
Delorme, Maxence
;
Iori, Manuel
;
Magni, …
- In:
Computers & operations research : an international journal
163
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014560645
Saved in:
4
A cooperative team orienteering optimisation model and a customised resolution metaheuristic
Bendazzoli, Andrea
;
Urbani, Michele
;
Brunelli, Matteo
; …
- In:
Computers & operations research : an international journal
163
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014560650
Saved in:
5
Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
Saved in:
6
Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole
;
Mahayni, Antje
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
Saved in:
7
The pollution-routing problem with speed optimization and uneven topography
Lai, David
;
Costa, Yasel
;
Demir, Emrah
;
Florio, Alexandre M.
- In:
Computers & operations research : an international journal
164
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563055
Saved in:
8
The dynamic facility location problem with mobile production units : a waste recycling application
Alarcón Gerbier, Eduardo
;
Buscher, Udo
- In:
Computers & operations research : an international journal
166
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563756
Saved in:
9
A branch, bound and remember algorithm for maximizing the production rate in the simple assembly line balancing problem
Álvarez-Miranda, Eduardo
;
Pereira, Jordi
;
Vilà, Mariona
- In:
Computers & operations research : an international journal
166
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014563804
Saved in:
10
Benchmarking problems for robust discrete optimization
Goerigk, Marc
;
Khosravi, Mohammad
- In:
Computers & operations research : an international journal
166
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014564198
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