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~person:"Weissensteiner, Alex"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Mathematical programming
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12
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4
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3
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Weissensteiner, Alex
Li, Duan
9
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9
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8
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8
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8
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8
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Computational Management Science : CMS
1
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1
Operations research letters
1
The journal of computational finance
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ECONIS (ZBW)
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Optimal granularity for portfolio choice
Branger, Nicole
;
Lučivjanská, Katarína
; …
- In:
Journal of empirical finance
50
(
2019
),
pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
Saved in:
2
Scenario tree generation and multi-asset financial optimization problems
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
Operations research letters
41
(
2013
)
5
,
pp. 494-498
Persistent link: https://www.econbiz.de/10010189850
Saved in:
3
A stochastic programming approach for multi-period
portfolio
optimization
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
Computational Management Science : CMS
6
(
2009
)
2
,
pp. 187-208
Persistent link: https://www.econbiz.de/10003828694
Saved in:
4
Life-cycle asset allocation and consumption using stochastic linear programming
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
The journal of computational finance
12
(
2009
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10009534612
Saved in:
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