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~subject:"Mathematical programming"
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Mathematical programming
Theorie
734,232
Theory
719,322
Schätzung
45,020
Estimation
44,084
Volatility
44,034
Volatilität
43,769
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41,743
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41,260
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41,162
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41,023
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40,869
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39,333
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32,001
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31,777
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31,200
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31,083
Börsenkurs
30,989
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30,665
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26,171
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25,729
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25,330
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24,136
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22,319
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22,015
CAPM
20,233
Mathematische Optimierung
19,821
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18,081
Economic growth
17,414
Zeitreihenanalyse
17,024
Time series analysis
16,611
Finanzmarkt
14,652
Aktienmarkt
14,638
Stock market
14,429
Financial market
14,403
Stochastischer Prozess
13,803
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13,644
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13,520
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Hertog, Dirk den
65
Gendreau, Michel
56
Nesterov, Jurij Evgenʹevič
54
Escudero, Laureano F.
45
Kleijnen, Jack P. C.
45
Bertsimas, Dimitris
44
Dolgui, Alexandre
42
Lodi, Andrea
42
Pardalos, Panos M.
41
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
34
Voß, Stefan
34
Hao, Jin-Kao
33
Laporte, Gilbert
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Chu, Feng
29
Figueira, José Rui
29
Ben-Tal, Aharon
28
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
Econometrisch Instituut <Rotterdam>
13
National Bureau of Economic Research
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
2,131
Computers & operations research : and their applications to problems of world concern ; an international journal
1,158
International journal of production research
604
Operations research letters
585
Operations research
377
Mathematics of operations research
345
INFORMS journal on computing : JOC
329
International journal of production economics
253
Omega : the international journal of management science
224
Mathematical methods of operations research
203
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
191
Journal of the Operational Research Society : OR
183
Computers & operations research : an international journal
179
Management science : journal of the Institute for Operations Research and the Management Sciences
179
Opsearch : journal of the Operational Research Society of India
163
Journal of the Operational Research Society
161
OR spectrum : quantitative approaches in management
146
Operational research : an international journal
140
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
129
Annals of operations research
128
RAIRO
123
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
117
Top : transactions in operations research
117
Discussion paper / Center for Economic Research, Tilburg University
110
Les cahiers du GERAD
109
4OR : a quarterly journal of operations research
107
Computational Management Science : CMS
103
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
95
Discussion paper / Tinbergen Institute
93
CORE discussion paper : DP
88
EURO journal on computational optimization
88
Computational economics
86
Journal of economic dynamics & control
86
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)
19,714
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1
Optimal portfolio using
volatility
anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar
;
Mascarenhas, Edward
- In:
International journal of business excellence : IJBEX
25
(
2021
)
4
,
pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
Saved in:
2
Essays in portfolio selection
Giuzio, Margherita
-
2017
Persistent link: https://www.econbiz.de/10011914236
Saved in:
3
Portfoliooptimierung nach Tobin
Specht, Katja
;
Gohout, Wolfgang
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
38
(
2009
)
12
,
pp. 1609-1614
Persistent link: https://www.econbiz.de/10003910605
Saved in:
4
The robust Merton problem of an ambiguity averse investor
Biagini, Sara
;
Pınar, Mustafa Ç.
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
8
Volatility
vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana
;
Canestrelli, Elio
;
Lanza, Fabio
-
2014
Persistent link: https://www.econbiz.de/10011632160
Saved in:
9
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
10
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
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