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~isPartOf:"Computational methods in financial engineering : essays in honour of Manfred Gilli"
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Nichtlineare Optimierung
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Nonlinear programming
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Theorie
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Theory
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Portfolio selection
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Portfolio-Management
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Bank liquidity
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Bank risk
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Dalakouras, Georgios V.
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González Hermosillo, Brenda
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Computational methods in financial engineering : essays in honour of Manfred Gilli
European journal of operational research : EJOR
65
Computers & operations research : and their applications to problems of world concern ; an international journal
31
International journal of production research
23
International journal of production economics
21
Operations research letters
19
Mathematical methods of operations research
16
Opsearch : journal of the Operational Research Society of India
16
Mathematics of operations research
15
INFORMS journal on computing : JOC
14
Discussion paper / Center for Economic Research, Tilburg University
13
Transportation research / E : an international journal
12
RAIRO / Operations research
10
Discussion paper / Tinbergen Institute
9
Lecture notes in economics and mathematical systems : LNEMS
9
OR spectrum : quantitative approaches in management
9
4OR : a quarterly journal of operations research
8
Operational research : an international journal
8
Operations research
8
Computational optimization and applications : an international journal
7
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
7
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
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Report / Econometric Institute, Erasmus University Rotterdam
6
Annals of operations research
5
Les cahiers du GERAD
5
Omega : the international journal of management science
5
Top : transactions in operations research
5
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
5
CESifo working papers
4
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
4
Econometric Institute research papers
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Journal of combinatorial optimization
4
Journal of mathematical economics
4
Journal of the Operational Research Society
4
Lecture Notes in Economics and Mathematical Systems
4
Mathematical methods of operations research : ZOR
4
Research memorandum / METEOR
4
SpringerLink / Bücher
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Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
Saved in:
2
Risk preferences and loss aversion in portfolio optimization
Maringer, Dietmar G.
- In:
Computational methods in financial engineering : essays …
,
(pp. 27-45)
.
2008
Persistent link: https://www.econbiz.de/10003669427
Saved in:
3
Semidefinite programming approaches for bounding Asian option prices
Dalakouras, Georgios V.
;
Kwon, Roy H.
;
Pardalos, Panos M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 103-116)
.
2008
Persistent link: https://www.econbiz.de/10003669466
Saved in:
4
A banking firm model : the role of market, liquidity and credit risks
González Hermosillo, Brenda
;
Li, Jenny X.
- In:
Computational methods in financial engineering : essays …
,
(pp. 259-271)
.
2008
Persistent link: https://www.econbiz.de/10003669657
Saved in:
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