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European journal of operational research : EJOR
Econometric Institute Report
30
Discussion paper / Tinbergen Institute
29
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
26
Mathematics of operations research
18
Discussion paper / Tinbergen Institute / Tinbergen Institute
13
European Journal of Operational Research
13
Journal of banking & finance
12
Technological forecasting & social change : an international journal
12
Operations research letters
11
Groningen State, Institute of Economic Research-
10
Tinbergen Institute Discussion Papers
10
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
9
International journal of production research
9
Journal of Global Optimization
9
Journal of economic dynamics & control
9
Research in international business and finance
9
Finance research letters
8
International journal of production economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of business research : JBR
8
Journal of econometrics
8
The journal of corporate finance : contracting, governance and organization
8
Annals of operations research
7
Econometric Institute research papers
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
International review of economics & finance : IREF
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of international financial markets, institutions & money
6
Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
6
Operations research : the journal of the Operations Research Society of America
6
Erasmus University of Rotterdam - Econometric Institute
5
Insurance / Mathematics & economics
5
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
5
International review of financial analysis
5
Journal of multinational financial management
5
Reliability engineering & system safety
5
Tinbergen Institute Discussion Paper
5
Applied economics
4
Applied economics letters
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ECONIS (ZBW)
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OLC EcoSci
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1
On distributional robust probability functions and their computations
Wong, Man Hong
;
Zhang, Shuzhong
- In:
European journal of operational research : EJOR
233
(
2014
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10010224942
Saved in:
2
Improved estimation of duality gap in binary quadratic programming using a weighted distance measure
Xia, Yong
;
Sheu, Ruey-lin
;
Sun, Xiaoling
;
Li, Duan
- In:
European journal of operational research : EJOR
218
(
2012
)
2
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009505414
Saved in:
3
New reformulations for probabilistically constrained quadratic programs
Hsia, Yong
;
Wu, Baiyi
;
Li, Duan
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
Saved in:
4
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
5
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
6
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Zheng, Xiaojin
;
Sun, Xiaoling
;
Li, Duan
;
Cui, Xueting
- In:
European journal of operational research : EJOR
221
(
2012
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10009553172
Saved in:
7
Mean-variance analysis of a single supplier and retailer supply chain under a returns policy
Choi, Tsan-Ming
;
Li, Duan
;
Yan, Houmin
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 356-376
Persistent link: https://www.econbiz.de/10003768218
Saved in:
8
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
9
Quadratic convex reformulation for quadratic programming with linear on-off constraints
Wu, Baiyi
;
Li, Duan
;
Jiang, Rujun
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Saved in:
10
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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