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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
3,065
Computers & operations research : and their applications to problems of world concern ; an international journal
1,534
MPRA Paper
1,241
International journal of production research
996
Operations research letters
768
NBER working paper series
737
Journal of banking & finance
685
Finance research letters
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NBER Working Papers
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Working Paper
544
Operations research
509
Management science : journal of the Institute for Operations Research and the Management Sciences
507
Working paper / National Bureau of Economic Research, Inc.
496
Mathematics of operations research
494
Research paper series / Swiss Finance Institute
473
NBER Working Paper
463
Insurance / Mathematics & economics
442
International journal of production economics
429
INFORMS journal on computing : JOC
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CEPR Discussion Papers
386
ECB Working Paper
386
International Game Theory Review (IGTR)
385
Omega : the international journal of management science
384
Discussion paper / Tinbergen Institute
383
International review of financial analysis
374
Transportation research / E : an international journal
366
Journal of economic dynamics & control
363
SpringerLink / Bücher
350
Journal of financial economics
340
Economics Papers from University Paris Dauphine
332
CESifo Working Paper
330
Swiss Finance Institute Research Paper
318
Journal of Banking & Finance
314
CESifo working papers
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The journal of portfolio management : a publication of Institutional Investor
293
Working paper
271
Journal of the Operational Research Society : OR
268
The journal of asset management
268
Journal of empirical finance
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ECONIS (ZBW)
302
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1
Optimality conditions in optimization problems with convex feasible set using convexificators
Kabgani, Alireza
;
Soleimani-damaneh, Majid
;
Zamani, Moslem
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 103-121
Persistent link: https://www.econbiz.de/10011714384
Saved in:
2
An optimal subgradient algorithm for large-scale bound-constrained convex optimzation
Ahookhosh, Masoud
;
Neumaier, Arnold
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 123-147
Persistent link: https://www.econbiz.de/10011714390
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3
A space decomposition scheme for maximum eigenvalue functions and its applications
Huang, Ming
;
Lu, Yue
;
Pang, Li Ping
;
Xia, Zun Quan
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 453-490
Persistent link: https://www.econbiz.de/10011714518
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4
Duality for portfolio optimization with short sales
Wanka, Gert
;
Göhler, Lars
- In:
Mathematical methods of operations research
53
(
2001
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10001628002
Saved in:
5
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
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6
Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter
- In:
Mathematical methods of operations research
72
(
2010
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10008748334
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7
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
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8
Mean-variance portfolio selection for a non-life insurance company
Delong, Łukasz
;
Gerrard, Russell
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 339-367
Persistent link: https://www.econbiz.de/10003564155
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9
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
10
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
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