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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~subject:"Investment Fund"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
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Investment Fund
Mathematical programming
Portfolio selection
47
Portfolio-Management
47
Theorie
39
Theory
39
Mathematische Optimierung
25
Risikomaß
7
Risk measure
7
Multi-criteria analysis
6
Multikriterielle Entscheidungsanalyse
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Portfolio optimization
5
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Method of moments
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Kwon, Roy H.
2
Anagnostopoulos, K. P.
1
Anis, Hassan T.
1
Bertsimas, Dimitris
1
Calvet, Laura
1
Cao, Xinwei
1
Carazo, A. F.
1
Chen, Chen
1
Chen, Hung-Hsin
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1
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De Smet, Yves
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Computers & operations research : and their applications to problems of world concern ; an international journal
European journal of operational research : EJOR
127
Journal of banking & finance
84
Journal of financial economics
60
The journal of asset management
54
Finance research letters
48
International review of financial analysis
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of financial and quantitative analysis : JFQA
37
Journal of empirical finance
33
International journal of theoretical and applied finance
32
Finance and stochastics
31
Quantitative finance
30
Journal of investment management : JOIM
27
Computational economics
26
Managerial finance
26
The journal of finance : the journal of the American Finance Association
25
The European journal of finance
24
The journal of wealth management
23
Financial services review : the journal of individual financial management
22
Research in international business and finance
22
Journal of the Operational Research Society
21
Pacific-Basin finance journal
21
Financial markets and portfolio management
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Mathematics and financial economics
20
Risks : open access journal
20
The journal of portfolio management : a publication of Institutional Investor
20
Insurance / Mathematics & economics
19
Investment management and financial innovations
19
The North American journal of economics and finance : a journal of financial economics studies
19
The review of financial studies
19
Applied economics letters
18
Journal of risk and financial management : JRFM
18
Journal of economic dynamics & control
17
Journal of mathematical finance
17
The journal of investing
17
Global finance journal
16
OR spectrum : quantitative approaches in management
16
Operations research letters
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ECONIS (ZBW)
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1
Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
Saved in:
2
A simheuristic algorithm for the
portfolio
optimization
problem with random returns and noisy covariances
Kizys, Renatas
;
Doering, Jana
;
Juan, Angel A.
;
Polat, Onur
- In:
Computers & operations research : and their …
139
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013342721
Saved in:
3
Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang
;
Song, Chunyue
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
Saved in:
4
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
; …
- In:
Computers & operations research : and their …
138
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013040817
Saved in:
5
A combinatorial optimization approach to scenario filtering in portfolio selection
Puerto, Justo
;
Ricca, Federica
;
Rodríguez-Madrena, Moisés
- In:
Computers & operations research : and their …
142
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013197730
Saved in:
6
Data-driven project portfolio selection : decision-dependent stochastic programming formulations with reliability and time to market requirements
Kettunen, Janne
;
Lejeune, Miguel A.
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013343228
Saved in:
7
A risk index model for uncertain portfolio selection with background risk
Huang, Xiaoxia
;
Jiang, Guowei
;
Gupta, Pankaj
;
Mehlawat, …
- In:
Computers & operations research : and their …
132
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012595736
Saved in:
8
Revisiting where are the hard knapsack problems? : via instance space analysis
Smith-Miles, Kate
;
Christiansen, Jeffrey
;
Muñoz, Mario …
- In:
Computers & operations research : and their …
128
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012439903
Saved in:
9
Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression : a multi-stage stochastic integer programming approach
Maier, Sebastian
;
Polak, John W.
;
Gann, David M.
- In:
Computers & operations research : and their …
115
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012162625
Saved in:
10
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
Kaucic, Massimiliano
- In:
Computers & operations research : and their …
109
(
2019
),
pp. 300-316
Persistent link: https://www.econbiz.de/10012065063
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