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Mathematical programming
Portfolio selection
42
Portfolio-Management
42
Theorie
28
Theory
28
Financial Engineering
14
Risiko
14
Risk
14
Risikomaß
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Mathematische Optimierung
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portfolio optimization
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portfolio selection
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Behavioural finance
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Stochastischer Prozess
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diversification
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risk management
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Adelmann, Maximilian
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Atamtürk, Alper
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Chen, Xin
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Tsoukalas, Gerry
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Operations research
European journal of operational research : EJOR
72
International journal of theoretical and applied finance
21
Finance research letters
19
Journal of the Operational Research Society
19
Quantitative finance
19
Computational economics
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Operational research : an international journal
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Insurance / Mathematics & economics
11
Mathematics and financial economics
10
Omega : the international journal of management science
10
Operations research letters
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Journal of mathematical finance
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Finance and stochastics
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International journal of financial engineering
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics of operations research
7
The engineering economist : a journal devoted to the problems of capital investment
7
Applied mathematical finance
6
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematical methods of operations research
6
Computational Management Science : CMS
5
IMA journal of management mathematics
5
INFORMS journal on computing : JOC
5
RAIRO / Operations research
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of asset management
5
The journal of investment strategies
5
Computational management science
4
IEEE transactions on engineering management : EM
4
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
4
International journal of production economics
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Journal of risk
4
Managerial multiple objective optimization
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OR spectrum : quantitative approaches in management
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Operations research forum
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Central European journal of operations research
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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1
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
2
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
3
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
4
M♮-convexity and its applications in operations
Chen, Xin
;
Li, Menglong
- In:
Operations research
69
(
2021
)
5
,
pp. 1396-1408
Persistent link: https://www.econbiz.de/10012660187
Saved in:
5
Time consistency of the mean-risk problem
Kováčová, Gabriela
;
Rudloff, Birgit
- In:
Operations research
69
(
2021
)
4
,
pp. 1100-1117
Persistent link: https://www.econbiz.de/10012625134
Saved in:
6
A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian
;
Fernandez-Arjona, Lucio
;
Mayer, János
- In:
Operations research
69
(
2021
)
4
,
pp. 1134-1157
Persistent link: https://www.econbiz.de/10012625163
Saved in:
7
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
8
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
9
Large-scale loan portfolio selection
Sirignano, Justin A.
;
Tsoukalas, Gerry
;
Giesecke, Kay
- In:
Operations research
64
(
2016
)
6
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10011620636
Saved in:
10
Robustness to dependency in portfolio optimization using overlapping marginals
Doan, Xuan Vinh
;
Li, Xiaobo
;
Natarajan, Karthik
- In:
Operations research
63
(
2015
)
6
,
pp. 1468-1488
Persistent link: https://www.econbiz.de/10011422605
Saved in:
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