Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Integer programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust portfolio optimization...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Integer programming
Theorie
28
Theory
28
Portfolio selection
15
Portfolio-Management
15
Mathematical programming
9
Mathematische Optimierung
9
Stochastischer Prozess
8
Stochastic process
7
minimax
7
Geldpolitik
6
Entscheidung
5
Operations Research
5
Robust statistics
5
Robustes Verfahren
5
euro area
5
monetary policy rules
5
robust control
5
Decision
4
EU-Staaten
4
Monetary policy
4
Operations research
4
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
Robust optimization
4
Semidefinite programming
4
robust optimization
4
Benders decomposition
3
Computerized method
3
Computerunterstützung
3
Decision theory
3
Dynamic programming
3
Dynamische Optimierung
3
EU countries
3
Entscheidungstheorie
3
European Monetary System
3
Europäisches Währungssystem
3
Ganzzahlige Optimierung
3
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz im Buch
2
Book section
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Rustem, Berç
3
Gulpinar, Nalan
2
Osorio, Maria A.
2
Kuhn, Daniel
1
Parpas, Panos
1
Settergren, Reuben
1
Published in...
All
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
European journal of operational research : EJOR
1
Financial engineering, E-commerce and supply chain
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Post tax optimal investments
Osorio, Maria A.
;
Settergren, Reuben
;
Rustem, Berç
; …
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 153-174)
.
2002
Persistent link: https://www.econbiz.de/10001747026
Saved in:
2
A mixed integer programming model for multistage mean-variance post-tax optimization
Osorio, Maria A.
;
Gulpinar, Nalan
;
Rustem, Berç
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 451-480
Persistent link: https://www.econbiz.de/10003768911
Saved in:
3
Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
