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subject:"Portfolio selection"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematics of operations research"
~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
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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
A feasible method for solving an SDP relaxation of the quadratic knapsack problem
Tang, Tianyun
;
Toh, Kim-Chuan
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10014527200
Saved in:
8
On the Douglas-Rachford algorithm for solving possibly inconsistent optimization problems
Bauschke, Heinz
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 58-77
Persistent link: https://www.econbiz.de/10014527205
Saved in:
9
Online generalized network design under (dis)economies of scale
Nagarajan, Viswanath
;
Wang, Lily
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 107-124
Persistent link: https://www.econbiz.de/10014527219
Saved in:
10
A first-order primal-dual method for nonconvex constrained optimization based on the augmented lagrangian
Zhu, Daoli
;
Zhao, Lei
;
Zhang, Shuzhong
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 125-150
Persistent link: https://www.econbiz.de/10014527298
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11
Naive feature selection : a nearly tight convex relaxation for sparse naive Bayes
Askari, Armin
;
D'Aspremont, Alexandre
;
El Ghaoui, Laurent
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 278-296
Persistent link: https://www.econbiz.de/10014527945
Saved in:
12
Dissolving constraints for Riemannian optimization
Xiao, Nachuan
;
Liu, Xin
;
Toh, Kim-Chuan
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 366-397
Persistent link: https://www.econbiz.de/10014527949
Saved in:
13
An oblivious ellipsoid algorithm for solving a system of (in)feasible linear inequalities
Lamperski, Jourdain
;
Freund, Robert M.
;
Todd, Michael J.
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 204-231
Persistent link: https://www.econbiz.de/10014527306
Saved in:
14
Approximation algorithms and linear programming relaxations for scheduling problems related to min-sum set cover
Happach, Felix
;
Schulz, Andreas S.
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 578-598
Persistent link: https://www.econbiz.de/10014527957
Saved in:
15
Exactness conditions for semidefinite programming relaxations of generalization of the extended trust region subproblem
Jiang, Rujun
;
Li, Duan
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1235-1253
Persistent link: https://www.econbiz.de/10014329218
Saved in:
16
Sums of separable and quadratic polynomials
Ahmadi, Amir Ali
;
Dibek, Cemil
;
Hall, Georgina
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1316-1343
Persistent link: https://www.econbiz.de/10014329265
Saved in:
17
Fair integral network flows
Frank, András
;
Murota, Kazuo
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1393-1422
Persistent link: https://www.econbiz.de/10014329282
Saved in:
18
On integer programming, discrepancy, and convolution
Jansen, Klaus
;
Rohwedder, Lars
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1481-1495
Persistent link: https://www.econbiz.de/10014329297
Saved in:
19
Provably efficient reinforcement learning with linear function approximation
Jin, Chi
;
Yang, Zhuoran
;
Wang, Zhaoran
;
Jordan, Michael …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1496-1521
Persistent link: https://www.econbiz.de/10014329343
Saved in:
20
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:
21
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:
22
Conic optimization with spectral functions on Euclidean Jordan algebras
Coey, Chris
;
Kapelevich, Lea
;
Vielma, Juan Pablo
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1906-1933
Persistent link: https://www.econbiz.de/10014437744
Saved in:
23
An accelerated Newton-Dinkelbach method and its application to two variables per inequality systems
Dadush, Daniel
;
Koh, Zhuan Khye
;
Natura, Bento
;
Végh, …
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1934-1958
Persistent link: https://www.econbiz.de/10014437759
Saved in:
24
On the efficient implementation of the matrix exponentiated gradient algorithm for low-rank matrix optimization
Garber, Dan
;
Kaplan, Atara
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2094-2128
Persistent link: https://www.econbiz.de/10014437817
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25
Polynomial upper bounds on the number of differing columns of Δ-modular integer programs
Lee, Jon
;
Paat, Joseph
;
Stallknecht, Ingo
;
Xu, Luze
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2267-2286
Persistent link: https://www.econbiz.de/10014437826
Saved in:
26
An adaptive Lagrangian-based scheme for nonconvex composite optimization
Hallak, Nadav
;
Teboulle, Marc
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2337-2352
Persistent link: https://www.econbiz.de/10014437829
Saved in:
27
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:
28
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
Saved in:
29
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
Saved in:
30
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:
31
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:
32
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:
33
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:
34
Distributionally robust stochastic optimization with Wasserstein distance
Gao, Rui
;
Kleywegt, Anton
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 603-655
Persistent link: https://www.econbiz.de/10014314839
Saved in:
35
Strong convexity of feasible sets in off-line and online optimization
Molinaro, Marco
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 865-884
Persistent link: https://www.econbiz.de/10014314942
Saved in:
36
Stochastic optimization with decision-dependent distributions
Drusvyatskiy, Dmitriy
;
Xiao, Lin
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 954-998
Persistent link: https://www.econbiz.de/10014314968
Saved in:
37
Stable bounds on the duality gap of separable nonconvex optimization problems
Kerdreux, Thomas
;
Colin, Igor
;
D'Aspremont, Alexandre
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1044-1065
Persistent link: https://www.econbiz.de/10014314977
Saved in:
38
Iteration complexity of a proximal augmented lagrangian method for solving nonconvex composite optimization problems with nonlinear convex constraints
Kong, Weiwei
;
Melo, Jefferson G.
;
Monteiro, Renato D. C.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1066-1094
Persistent link: https://www.econbiz.de/10014314979
Saved in:
39
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
40
Stochastic zeroth-order riemannian derivative estimation and optimization
Li, Jiaxiang
;
Balasubramanian, Krishnakumar
;
Ma, Shiqian
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1183-1211
Persistent link: https://www.econbiz.de/10014314984
Saved in:
41
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:
42
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:
43
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:
44
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:
45
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
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46
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
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47
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:
48
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
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49
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
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50
Convergent nested alternating minimization algorithms for nonconvex optimization problems
Gur, Eyal
;
Sabach, Shoham
;
Shtern, Shimrit
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10014312326
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