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~person:"Speranza, Maria Grazia"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~subject:"Risikomaß"
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Mathematische Optimierung
Portfolio selection
Risikomaß
Theorie
53
Theory
53
Mathematical programming
31
Tourenplanung
26
Vehicle routing problem
26
Heuristics
13
Heuristik
13
Portfolio-Management
12
Ganzzahlige Optimierung
8
Integer programming
8
Algorithm
7
Algorithmus
7
Lagermanagement
6
Logistics
6
Logistik
6
Warehouse management
6
Betriebliche Standortwahl
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Firm location choice
5
Linear programming
5
Mixed integer linear programming
4
Risk measure
4
USA
4
United States
4
Costs
3
Distributionslogistik
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Enhanced index tracking
3
Kosten
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Logistics provider
3
Logistikdienstleister
3
Rundreiseproblem
3
Stochastic process
3
Stochastischer Prozess
3
Travelling salesman problem
3
Vehicle routing problems
3
Aktienindex
2
Bottleneck
2
Branch-and-cut
2
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Collection of articles of several authors
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2
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English
36
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Speranza, Maria Grazia
Fabozzi, Frank J.
236
Maurer, Raimond
118
Mitchell, Olivia S.
114
Guidolin, Massimo
98
Platen, Eckhard
91
McAleer, Michael
81
Satchell, Stephen
79
Campbell, John Y.
78
Lo, Andrew W.
74
Ang, Andrew
69
Gollier, Christian
68
Kraft, Holger
63
Uppal, Raman
63
Hens, Thorsten
61
Korn, Ralf
56
Wong, Wing Keung
56
Vanduffel, Steven
55
Li, Duan
54
Bodie, Zvi
53
Levy, Haim
53
Viceira, Luis M.
53
Blake, David
52
Hertog, Dirk den
52
Lucas, André
52
Nesterov, Jurij Evgenʹevič
52
Zaremba, Adam
52
Markowitz, Harry
51
Račev, Svetlozar T.
51
Schenk-Hoppé, Klaus Reiner
51
Stambaugh, Robert F.
51
Post, Thierry
50
Gendreau, Michel
49
Weber, Martin
49
Härdle, Wolfgang
48
Kelly, Bryan T.
48
Bertsimas, Dimitris
47
Pardalos, Panos M.
47
Wermers, Russ
47
Zhou, Guofu
47
Prigent, Jean-Luc
46
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IWDL <4, 1998, Brescia>
1
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European journal of operational research : EJOR
11
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Lecture notes in economics and mathematical systems : LNEMS
3
INFORMS journal on computing : JOC
2
Advances in distribution logistics
1
Computational economics
1
EURO advanced tutorials on operational research
1
EURO journal on computational optimization
1
Finance : revue de l'Association Française de Finance
1
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of banking & finance
1
Journal of heuristics
1
New operational approaches for financial modelling
1
New trends in distribution logistics
1
Omega : the international journal of management science
1
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
1
Stochastic optimization: theory and applications
1
The journal of asset management
1
Transportation research / E : an international journal
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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
Models and simulations for portfolio rebalancing
Guastaroba, Gianfranco
;
Mansini, Renata
;
Speranza, …
- In:
Computational economics
33
(
2009
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10003828842
Saved in:
3
On selecting a portfolio of lease contracts in an asset-backed securitization process
Mansini, Renata
- In:
New operational approaches for financial modelling
,
(pp. 157-170)
.
1997
Persistent link: https://www.econbiz.de/10001299226
Saved in:
4
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:
5
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:
6
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:
7
Linear and mixed integer programming for portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
-
2015
Persistent link: https://www.econbiz.de/10011326910
Saved in:
8
Kernel search : an application to the index tracking problem
Guastaroba, G.
;
Speranza, Maria Grazia
- In:
European journal of operational research : EJOR
217
(
2012
)
1
,
pp. 54-68
Persistent link: https://www.econbiz.de/10009388675
Saved in:
9
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:
10
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
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