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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
European journal of operational research : EJOR
644
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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Quantitative finance
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Operations research letters
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International journal of production economics
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The journal of computational finance
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
84
Finance research letters
84
Economic modelling
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
78
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Working paper
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Journal of banking & finance
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Journal of economic theory
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
77
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77
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1
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
2
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
Saved in:
3
Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
Saved in:
4
Generalized gap acceptance models for unsignalized intersections
Abhishek
;
Boon, Marko A. A.
;
Mandjes, Michel
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 385-409
Persistent link: https://www.econbiz.de/10012035491
Saved in:
5
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
6
Optimal control of electricity input given an uncertain demand
Göttlich, Simone
;
Korn, Ralf
;
Lux, Kerstin
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
Saved in:
7
An optimal stopping approach for the end-of-life inventory problem
Frenk, Johannes G.
;
Javadi, Sonya
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 329-363
Persistent link: https://www.econbiz.de/10012153864
Saved in:
8
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
9
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
Hooshmand, F.
;
MirHassani, S.A.
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011873712
Saved in:
10
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
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