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~subject:"Mathematical programming"
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Mathematical programming
Theorie
734,232
Theory
719,322
Portfolio-Management
52,061
Portfolio selection
51,715
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37,646
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Wirtschaftswachstum
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Volatilität
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Finanzmarkt
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Anlageverhalten
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Hertog, Dirk den
66
Gendreau, Michel
56
Nesterov, Jurij Evgenʹevič
54
Bertsimas, Dimitris
45
Escudero, Laureano F.
45
Kleijnen, Jack P. C.
45
Dolgui, Alexandre
42
Lodi, Andrea
42
Pardalos, Panos M.
42
Zhang, Shuzhong
40
Sethi, Suresh
39
Spieksma, Frits C. R.
37
Wolsey, Laurence A.
37
Kimms, Alf
36
Puerto, Justo
36
Drexl, Andreas
35
Goerigk, Marc
35
Speranza, Maria Grazia
35
Voß, Stefan
34
Hao, Jin-Kao
33
Laporte, Gilbert
30
Vial, Jean-Philippe
30
Ben-Tal, Aharon
29
Chu, Chengbin
29
Chu, Feng
29
Figueira, José Rui
29
Coelho, Leandro C.
28
Talman, Dolf
28
Ehrgott, Matthias
27
Leus, Roel
27
Liu, Ming
27
Morabito, Reinaldo
27
Soumis, François
27
Ahmed, Shabbir
26
Delage, Erick
26
Demeulemeester, Erik
26
Desaulniers, Guy
26
Iori, Manuel
26
Letchford, Adam N.
26
Ljubić, Ivana
26
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Deutsche Forschungsgemeinschaft
16
National Bureau of Economic Research
14
Econometrisch Instituut <Rotterdam>
13
IGI Global
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Erasmus Research Institute of Management
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Center for Economic Research <Tilburg>
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
5
Gesellschaft für Operations-Research
4
Institutionen för Skogsekonomi <Umeå>
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
European Commission / Joint Research Centre
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Springer International Publishing
3
Technische Universität Clausthal
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
2. Symposium in Linear Programming Washington, D. C. Jan. 27-29, 1955
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
FernUniversität in Hagen
2
Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
2
OECD
2
Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
U.S. Air Force, DCS Comptroller, Directorate of Management Analysis
2
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European journal of operational research : EJOR
2,158
Computers & operations research : and their applications to problems of world concern ; an international journal
1,161
International journal of production research
609
Operations research letters
589
Operations research
379
Mathematics of operations research
346
INFORMS journal on computing : JOC
329
International journal of production economics
255
Omega : the international journal of management science
230
Mathematical methods of operations research
205
Transportation research / E : an international journal
198
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
193
Journal of the Operational Research Society : OR
185
Management science : journal of the Institute for Operations Research and the Management Sciences
181
Computers & operations research : an international journal
180
Opsearch : journal of the Operational Research Society of India
164
Journal of the Operational Research Society
163
OR spectrum : quantitative approaches in management
149
Operational research : an international journal
140
Annals of operations research
130
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
129
RAIRO
124
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
123
Journal of global optimization
120
International transactions in operational research : a journal of the International Federation of Operational Research Societies
119
Top : transactions in operations research
117
Discussion paper / Center for Economic Research, Tilburg University
111
Les cahiers du GERAD
108
4OR : a quarterly journal of operations research
107
Computational Management Science : CMS
105
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
97
Discussion paper / Tinbergen Institute
94
Computational economics
90
Journal of economic dynamics & control
90
CORE discussion paper : DP
88
EURO journal on computational optimization
88
Journal of scheduling
85
Operations research forum
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
83
SpringerLink / Bücher
83
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ECONIS (ZBW)
20,124
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1
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Annals of finance
8
(
2012
)
4
,
pp. 507-531
Persistent link: https://www.econbiz.de/10009670962
Saved in:
2
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
3
Mean variance efficient portfolios by linear programming : a review of some portfolio selection criteria of Elton, Gruber and Padberg
Jensen, Bjarne Astrup
-
2001
Persistent link: https://www.econbiz.de/10001602847
Saved in:
4
On certain geometric aspects of portfolio optimisation with higher moments
Athayde, Gustavo M. de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703180
Saved in:
5
The journal of computational finance : JFC
London : Infopro Digital Risk
;
1998-[?]: London : Risk Publ.
;
…
-
1.1997/98 -
Persistent link: https://www.econbiz.de/10001706564
Saved in:
6
Linear factor models in finance
Knight, John
;
Knight, John L.
;
Satchell, Stephen
-
2005
Persistent link: https://www.econbiz.de/10001973380
Saved in:
7
The journal of computational finance
London : Infopro Digital Risk
;
1998-[?]: London : Risk Publ.
;
…
-
1.1998 -
Persistent link: https://www.econbiz.de/10000662860
Saved in:
8
A multiple objective stochastic portfolio selection problem with random Beta
Ben Abdelaziz, Fouad
;
Masmoudi, Meryem
- In:
International transactions in operational research : …
21
(
2014
)
6
,
pp. 919-933
Persistent link: https://www.econbiz.de/10010440687
Saved in:
9
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo
;
Ortobelli Lozza, Sergio
;
Trück, Stefan
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
Saved in:
10
Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
202
(
2010
)
1
,
pp. 175-181
Persistent link: https://www.econbiz.de/10003960067
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