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subject:"Portfolio selection"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Mathematical programming"
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1
Position and differentiation of firms in technology space
Arts, Sam
;
Cassiman, Bruno
;
Hou, Jianan
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7253-7265
Persistent link: https://www.econbiz.de/10014444118
Saved in:
2
Supermodularity in two-stage distributionally robust optimization
Long, Daniel Zhuoyu
;
Qi, Jin
;
Zhang, Aiqi
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1394-1409
Persistent link: https://www.econbiz.de/10014515030
Saved in:
3
The endowment model and modern portfolio theory
Dimmock, Stephen G.
;
Wang, Neng
;
Yang, Jinqiang
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1554-1579
Persistent link: https://www.econbiz.de/10014515093
Saved in:
4
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
5
Optimal robust policy for feature-based newsvendor
Zhang, Luhao
;
Yang, Jincheng
;
Gao, Rui
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2315-2329
Persistent link: https://www.econbiz.de/10014519977
Saved in:
6
Robust combination testing : methods and application to COVID-19 detection
Jain, Sanjay
;
Jónas Oddur Jónasson
;
Pauphilet, Jean
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2661-2681
Persistent link: https://www.econbiz.de/10014520146
Saved in:
7
Online learning via offline greedy algorithms : applications in market design and optimization
Niazadeh, Rad
;
Golrezaei, Negin
;
Wang, Joshua
;
Susan, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3797-3817
Persistent link: https://www.econbiz.de/10014338283
Saved in:
8
Analytical solution to a partially observable machine maintenance problem with obvious failures
Zhang, Hao
;
Zhang, Weihua
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3993-4015
Persistent link: https://www.econbiz.de/10014338322
Saved in:
9
Model-free assortment pricing with transaction data
Chen, Ningyuan
;
Cire, Andre A.
;
Hu, Ming
;
Lagzi, Saman
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5830-5847
Persistent link: https://www.econbiz.de/10014393034
Saved in:
10
Optimal pricing with a single point
Allouah, Amine
;
Bahamou, Achraf
;
Besbes, Omar
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5866-5882
Persistent link: https://www.econbiz.de/10014393036
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11
Finding the nondominated set and efficient integer vectors for a class of three-objective mixed-integer linear programs
Ceyhan, Gökhan
;
Köksalan, Murat
;
Lokman, Banu
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 6001-6020
Persistent link: https://www.econbiz.de/10014393043
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12
Scaling up electric-vehicle battery swapping services in cities : a joint location and repairable-inventory model
Qi, Wei
;
Zhang, Yuli
;
Zhang, Ningwei
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6855-6875
Persistent link: https://www.econbiz.de/10014435424
Saved in:
13
Routing optimization with vehicle-customer coordination
Zhang, Wei
;
Jacquillat, Alexandre
;
Wang, Kai
;
Wang, Shuaian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6876-6897
Persistent link: https://www.econbiz.de/10014435436
Saved in:
14
Approximation benefits of policy gradient methods with aggregated states
Russo, Daniel
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 6898-6911
Persistent link: https://www.econbiz.de/10014435438
Saved in:
15
Performance evaluation, managerial hedging, and contract termination
Huang, Yu
;
Ju, Nengjiu
;
Xing, Hao
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4953-4971
Persistent link: https://www.econbiz.de/10014339485
Saved in:
16
A data-driven approach to multistage stochastic linear optimization
Bertsimas, Dimitris
;
Shtern, Shimrit
;
Sturt, Bradley
- In:
Management science : journal of the Institute for …
69
(
2023
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10014288428
Saved in:
17
An asymptotically tight learning algorithm for mobile-promotion platforms
Feng, Zhichao
;
Dawande, Milind
;
Janakiraman, Ganesh
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1536-1554
Persistent link: https://www.econbiz.de/10014303887
Saved in:
18
Stochastic optimization forests
Kallus, Nathan
;
Mao, Xiaojie
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 1975-1994
Persistent link: https://www.econbiz.de/10014305369
Saved in:
19
High-low promotion policies for peak-end demand models
Cohen-Hillel, Tamar
;
Panchamgam, Kiran
;
Perakis, Georgia
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2016-2050
Persistent link: https://www.econbiz.de/10014305376
Saved in:
20
Integrated layout and cable routing in wind farm optimal design
Fischetti, Martina
;
Fischetti, Matteo
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2147-2164
Persistent link: https://www.econbiz.de/10014305389
Saved in:
21
Peak-load energy management by direct load control contracts
Fattahi, Ali
;
Dasu, Sriram
;
Ahmadi, Reza H.
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2788-2813
Persistent link: https://www.econbiz.de/10014305441
Saved in:
22
The exponomial choice model for assortment optimization : an alternative to the mnl model?
Aouad, Ali
;
Feldman, Jacob
;
Segev, Danny
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2814-2832
Persistent link: https://www.econbiz.de/10014305442
Saved in:
23
Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick
;
Demetrescu, Matei
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
Saved in:
24
Managing the market portfolio
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Management science : journal of the Institute for …
69
(
2023
)
6
,
pp. 3675-3696
Persistent link: https://www.econbiz.de/10014305756
Saved in:
25
Hedging with an edge : parametric currency overlay
Barroso, Pedro
;
Reichenecker, Jurij-Andrei
;
Menichetti, …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
Saved in:
26
Portfolio choices with many big models
Anderson, Ewan W.
;
Cheng, Ai-ru
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 690-715
Persistent link: https://www.econbiz.de/10012821249
Saved in:
27
Convex optimization for bundle size pricing problem
Li, Xiaobo
;
Sun, Hailong
;
Teo, Chung-Piaw
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10012878844
Saved in:
28
Hedging the drift : learning to optimize under nonstationarity
Cheung, Wang Chi
;
Simchi-Levi, David
;
Zhu, Ruihao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1696-1713
Persistent link: https://www.econbiz.de/10013260035
Saved in:
29
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
30
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
31
Risk guarantees for end-to-end prediction and optimization processes
Ho-Nguyen, Nam
;
Kılınç-Karzan, Fatma
- In:
Management science : journal of the Institute for …
68
(
2022
)
12
,
pp. 8680-8698
Persistent link: https://www.econbiz.de/10014282560
Saved in:
32
Dynamic inventory repositioning in on-demand rental networks
Benjaafar, Saif
;
Jiang, Daniel
;
Li, Xiang
;
Li, Xiaobo
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 7861-7878
Persistent link: https://www.econbiz.de/10014279436
Saved in:
33
Fast rates for contextual linear optimization
Hu, Yichun
;
Kallus, Nathan
;
Mao, Xiaojie
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4236-4245
Persistent link: https://www.econbiz.de/10013369049
Saved in:
34
Implied ambiguity : mean-variance inefficiency and pricing errors
Hara, Chiaki
;
Honda, Toshiki
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4246-4260
Persistent link: https://www.econbiz.de/10013369050
Saved in:
35
Mass customization and the "parts-procurement planning problem"
Fattahi, Ali
;
Dasu, Sriram
;
Ahmadi, Reza H.
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5778-5797
Persistent link: https://www.econbiz.de/10013371109
Saved in:
36
The willingness to pay for diversification
Mahmoud, Ola
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6235-6249
Persistent link: https://www.econbiz.de/10013372959
Saved in:
37
Distributionally robust mean-variance portfolio selection with Wasserstein distances
Blanchet, Jose
;
Chen, Lin
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6382-6410
Persistent link: https://www.econbiz.de/10013373005
Saved in:
38
Joint learning and optimization for multi-product pricing (and ranking) under a general cascade click model
Gao, Xiangyu
;
Jasin, Stefanus
;
Najafi, Sajjad
;
Zhang, Huanan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7362-7382
Persistent link: https://www.econbiz.de/10013546040
Saved in:
39
Price optimization under the finite-mixture logit model
Geer, Ruben van de
;
Boer, Arnoud V. den
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7480-7496
Persistent link: https://www.econbiz.de/10013546093
Saved in:
40
Optimal picking policies in e-commerce warehouses
Schiffer, Maximilian
;
Boysen, Nils
;
Klein, Patrick S.
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7497-7517
Persistent link: https://www.econbiz.de/10013546097
Saved in:
41
Tail risk and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
42
Maximizing sequence-submodular functions and its application to online advertising
Alaei, Saeed
;
Makhdoumi, Ali
;
Malekian, Azarakhsh
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6030-6054
Persistent link: https://www.econbiz.de/10012665715
Saved in:
43
How to play fantasy sports strategically (and win)
Haugh, Martin B.
;
Signal, Raghav
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10012435254
Saved in:
44
Small-data, large-scale linear optimization with uncertain objectives
Gupta, Vishal
;
Rusmevichientong, Paat
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 220-241
Persistent link: https://www.econbiz.de/10012435263
Saved in:
45
A test score-based approach to stochastic submodular optimization
Sekar, Shreyas
;
Vojnovic, Milan
;
Yun, Se-Young
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1075-1092
Persistent link: https://www.econbiz.de/10012505366
Saved in:
46
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
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47
Short-sales constraints and the diversification puzzle
Reed, Adam V.
;
Saffi, Pedro A. C.
;
Van Wesep, Edward D.
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1159-1182
Persistent link: https://www.econbiz.de/10012505399
Saved in:
48
Transaction costs, portfolio characteristics, and mutual fund performance
Busse, Jeffrey A.
;
Chordia, Tarun
;
Jiang, Lei
;
Tang, Yuehua
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1227-1248
Persistent link: https://www.econbiz.de/10012505424
Saved in:
49
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
50
Risk, ambiguity, and the value of diversification
Berger, Loïc
;
Eeckhoudt, Louis R.
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
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pp. 1639-1647
Persistent link: https://www.econbiz.de/10012506017
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