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~person:"Speranza, Maria Grazia"
~person:"Spieksma, Frits C. R."
~person:"Wolsey, Laurence A."
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Speranza, Maria Grazia
Spieksma, Frits C. R.
Wolsey, Laurence A.
Hertog, Dirk den
52
Nesterov, Jurij Evgenʹevič
52
Gendreau, Michel
49
Bertsimas, Dimitris
44
Drexl, Andreas
43
Pardalos, Panos M.
43
Escudero, Laureano F.
41
Kimms, Alf
41
Zhang, Shuzhong
41
Kleijnen, Jack P. C.
37
Laporte, Gilbert
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Lodi, Andrea
36
Dolgui, Alexandre
34
Goerigk, Marc
33
Puerto, Justo
33
Drezner, Zvi
32
Talman, Dolf
29
Ben-Tal, Aharon
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Sethi, Suresh
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Voß, Stefan
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Figueira, José Rui
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Labbé, Martine
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Leus, Roel
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Vial, Jean-Philippe
25
Yang, Zaifu
24
Anjos, Miguel F.
23
Desaulniers, Guy
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Gendron, Bernard
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Coelho, Leandro C.
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Hao, Jin-Kao
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Iori, Manuel
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Letchford, Adam N.
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Ljubić, Ivana
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Poss, Michael
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Savelsbergh, Martin W. P.
22
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European journal of operational research : EJOR
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Computers & operations research : and their applications to problems of world concern ; an international journal
8
INFORMS journal on computing : JOC
4
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Stochastic optimization: theory and applications
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Linear models for portfolio selection and their application to the Milano stock market
Speranza, Maria Grazia
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 320-333)
.
1994
Persistent link: https://www.econbiz.de/10001285716
Saved in:
2
Linear programming models for portfolio optimization
Speranza, Maria Grazia
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10001151808
Saved in:
3
Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
Saved in:
4
A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.
;
Guastaroba, Gianfranco
;
Speranza, Maria Grazia
- In:
Omega : the international journal of management science
65
(
2016
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
Saved in:
5
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
Saved in:
6
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
7
A comparison of MAD and CVaR models with real features
Angelelli, Enrico
;
Mansini, Renata
;
Speranza, Maria Grazia
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1188-1197
Persistent link: https://www.econbiz.de/10003749162
Saved in:
8
Optimal placement of add-drop multiplexers : heuristic and exact algorithms
Sutter, Alain
;
Vanderbeck, François
;
Wolsey, Laurence A.
-
1994
Persistent link: https://www.econbiz.de/10000908411
Saved in:
9
The 0-1 knapsack problem with a single continuous variable
Marchand, Hugues
-
1997
Persistent link: https://www.econbiz.de/10000963146
Saved in:
10
Optimizing constrained subtrees of trees
Aghezzaf, El-Houssaine
-
1992
Persistent link: https://www.econbiz.de/10000843856
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