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~isPartOf:"Mathematics of operations research"
~isPartOf:"Insurance / Mathematics & economics"
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Search: "Lim, Andrew"
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Lim, Andrew E.B.
5
Lim, Andrew E. B.
3
Li, Peng
2
Shanthikumar, J. George
2
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Thaisiri Watewai
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Mathematics of operations research
Insurance / Mathematics & economics
European journal of operational research : EJOR
56
European Journal of Operational Research
30
Omega : the international journal of management science
15
Computers & operations research : and their applications to problems of world concern ; an international journal
8
Operations research letters
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Omega
6
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
6
Naval research logistics : an international journal
5
International journal of production economics
4
Transportation research / E : an international journal
4
INFORMS journal on computing : JOC
3
Insurance: Mathematics and Economics
3
Management Science
3
Operations research
3
Interfaces : the INFORMS journal on the practice of operations research
2
International Journal of Production Economics
2
Manufacturing & service operations management : M & SOM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research : the journal of the Operations Research Society of America
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Advanced manufacturing and sustainable logistics : 8th International Heinz Nixdorf Symposium, IHNS 2010, Paderborn, Germany, April 21 - 22, 2010 ; proceedings
1
Australian School of Business Research Paper
1
Decision support systems : DSS ; the international journal
1
Foundations and trends in finance
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Information strategy : the executive's journal
1
International Transactions in Operational Research
1
Journal of retailing and consumer services
1
Journal of the Association for Information Science & Technology
1
Manufacturing & Service Operations Management
1
Maritime policy & management
1
Papers / arXiv.org
1
Transportation Research Part B: Methodological
1
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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OLC EcoSci
5
ECONIS (ZBW)
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1
Optimal investment and consumption when regime transitions cause price shocks
Lim, Andrew E. B.
;
Thaisiri Watewai
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 551-566
Persistent link: https://www.econbiz.de/10009683217
Saved in:
2
Optimal investment and consumption when regime transitions cause price shocks
Lim, Andrew E.B.
;
Watewai, Thaisiri
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 551-567
Persistent link: https://www.econbiz.de/10010040298
Saved in:
3
Optimal risk transfer for agents with germs
Li, Peng
;
Lim, Andrew E. B.
;
Shanthikumar, J. George
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003985364
Saved in:
4
A benchmarking approach to optimal asset allocation for insurers and pension funds
Lim, Andrew E. B.
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 317-327
Persistent link: https://www.econbiz.de/10003966593
Saved in:
5
On a multivariate Pareto distribution
Lim, Andrew E.B.
;
Wong, Bernard
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 308-317
Persistent link: https://www.econbiz.de/10008391779
Saved in:
6
Optimal risk transfer for agents with germs
Li, Peng
;
Lim, Andrew E.B.
;
Shanthikumar, J. George
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10008422783
Saved in:
7
Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
Lim, Andrew E.B.
- In:
Mathematics of operations research
29
(
2004
)
1
,
pp. 132-161
Persistent link: https://www.econbiz.de/10006417762
Saved in:
8
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
Lim, Andrew E.B.
;
Zhou, Xun Yu
- In:
Mathematics of operations research
27
(
2002
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10006418594
Saved in:
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