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  • Search: subject:"Quadratic optimization"
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Year of publication
Subject
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Mathematical programming 33 Mathematische Optimierung 33 Theorie 28 Theory 28 quadratic optimization 20 Quadratic optimization 18 Nichtlineare Optimierung 11 Nonlinear programming 10 Stochastic process 9 Stochastischer Prozess 9 Portfolio-Management 7 robust optimization 7 Estimation theory 6 Ganzzahlige Optimierung 6 Integer programming 6 Portfolio selection 6 Schätztheorie 6 Algorithm 5 Algorithmus 5 Global optimization 4 Risiko 4 Risk 4 Robust statistics 4 Robustes Verfahren 4 Semidefinite programming 4 Standard quadratic optimization 4 momentum strategy 4 Anlageverhalten 3 Knapsack problems 3 Mixed-integer quadratic optimization 3 Multiobjective optimization 3 Quadratic Optimization 3 Quadratic assignment problem 3 binary quadratic optimization 3 Analysis 2 Approximation 2 Approximation algorithm 2 Außenhandel 2 Backward stochastic differential equations 2 Behavioural finance 2
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Online availability
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Undetermined 40 Free 23
Type of publication
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Article 52 Book / Working Paper 19
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Working Paper 9 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 6 Article 3 Hochschulschrift 2 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 50 Undetermined 21
Author
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Bomze, Immanuel M. 6 Burgard, Jan Pablo 4 Martens, Martin 4 Atamtürk, Alper 3 Dijk, Herman K. van 3 Gómez, Andrés 3 Oord, Arco van 3 Tang, Heiwai 3 Wang, Fei 3 Wang, Zhi 3 Bruhn, Kenneth 2 Bökler, Fritz 2 Chen, Huifen 2 Chimani, Markus 2 Curtis, Frank E. 2 Delong, Łukasz 2 Gabl, Markus 2 Li, Duan 2 Marandi, Ahmadreza 2 Niedermayer, Andras 2 Niedermayer, Daniel 2 Pinheiro, Maria Eduarda 2 Robinson, Daniel P. 2 Schachinger, Werner 2 Schmeiser, Bruce 2 Schmidt, Martin 2 Sotirov, Renata 2 Steffensen, Mogens 2 Truetsch, Uwe 2 Wagner, Mirko H. 2 Xia, Yong 2 Zins, Stefan 2 de Klerk, Etienne 2 -Nagy, Marianna E. 1 Afonso Arévalo, Javier Eduardo 1 Anacleto, Eduardo A. J. 1 Ben-Tal, Aharon 1 Berahas, Albert S. 1 Bomze, Immanuel 1 Buchheim, Christoph 1
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Institution
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Department Volkswirtschaftlehre, Universität Bern 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of California-San Diego (UCSD) 1 HAL 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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INFORMS journal on computing : JOC 5 Journal of Global Optimization 5 Mathematics of operations research 5 Computational Optimization and Applications 4 Mathematical methods of operations research : ZOR 3 Asia-Pacific Journal of Operational Research (APJOR) 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Diskussionsschriften 2 European Journal of Operational Research 2 European journal of operational research : EJOR 2 Les cahiers du GERAD 2 Tinbergen Institute Discussion Papers 2 CESifo Working Paper 1 CESifo working papers 1 CORE Discussion Papers 1 Computational Management Science : CMS 1 Decisions in economics and finance : a journal of applied mathematics 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Tinbergen Institute 1 Dissertation Series CentER 1 Dynamic games and applications : DGA 1 EURO journal on computational optimization 1 Handbook on the economics of renewable energy 1 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 1 INFORMS journal on optimization 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 International Journal of Data Warehousing and Mining (IJDWM) 1 International journal of theoretical and applied finance 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of comparative economics : the journal of the Association for Comparative Economic Studies 1 Mathematical Methods of Operations Research 1 Michael J. Brennan Irish Finance Working Paper Series Research Paper 1 Operations research 1 Operations research letters 1 Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research 1 Research Papers in Economics 1 Research papers in economics 1 TOP 1
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Source
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ECONIS (ZBW) 41 RePEc 23 EconStor 6 Other ZBW resources 1
Showing 71 - 71 of 71
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Applying Markowitz's Critical Line Algorithm
Niedermayer, Andras; Niedermayer, Daniel - Department Volkswirtschaftlehre, Universität Bern - 2006
We provide a Matlab quadratic optimization tool based on Markowitz's citical line algorithm that significantly …
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