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Mathematical programming
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Escudero, Laureano F.
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27
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Maggioni, Francesca
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Shapiro, Alexander
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19
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Post, Thierry
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Beraldi, Patrizia
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Hertog, Dirk den
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Topaloglou, Nikolas
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Dolgui, Alexandre
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15
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Gilli, Manfred
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Kleijnen, Jack P. C.
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Sethi, Suresh
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Goerigk, Marc
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Kuhn, Daniel
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Schumann, Enrico
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Tomasgard, Asgeir
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Kwon, Roy H.
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Morton, David P.
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Rei, Walter
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Ulmer, Marlin Wolf
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Bodur, Merve
12
Korn, Ralf
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Li, Duan
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Ljubić, Ivana
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Shen, Siqian
12
Steffensen, Mogens
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1
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International Center for Financial Asset Management and Engineering
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
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International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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International Federation for Information Processing
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International Workshop on Financial Engineering <2009, Tokio>
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
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Logos Verlag Berlin
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Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Springer Malaysia Representative Office
1
Stanford University.
1
University of New England / Department of Econometrics
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Mannheim
1
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European journal of operational research : EJOR
647
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Operations research
169
International journal of production research
143
Operations research letters
138
Mathematics of operations research
123
Omega : the international journal of management science
96
INFORMS journal on computing : JOC
87
International journal of production economics
75
Computational Management Science : CMS
72
Transportation research / E : an international journal
70
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
62
Journal of the Operational Research Society
59
OR spectrum : quantitative approaches in management
57
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
57
Finance and stochastics
55
Computational economics
54
Mathematical methods of operations research
54
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Insurance / Mathematics & economics
43
International journal of theoretical and applied finance
42
Quantitative finance
41
Annals of operations research
40
Les cahiers du GERAD
40
Operational research : an international journal
39
Mathematics and financial economics
36
Computational management science
35
International transactions in operational research : a journal of the International Federation of Operational Research Societies
35
Computers & operations research : an international journal
32
Journal of economic dynamics & control
31
Journal of the Operational Research Society : OR
29
Risks : open access journal
29
Research paper series / Swiss Finance Institute
28
IMA journal of management mathematics
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Opsearch : journal of the Operational Research Society of India
27
Finance research letters
24
Operations research perspectives
24
Top : transactions in operations research
23
RAIRO / Operations research
21
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ECONIS (ZBW)
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1
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
2
Risk
-averse multistage stochastic programs with expected conditional
risk
measures
Khatami, Maryam
;
Silva, Thuener
;
Pagnoncelli, Bernardo K.
; …
- In:
Computers & operations research : an international journal
172
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015066893
Saved in:
3
Decomposition algorithms for
risk
-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini
;
Rahimian, Hamed
;
Bayraksan, Güzin
- In:
INFORMS journal on computing : JOC
28
(
2016
)
3
,
pp. 385-404
Persistent link: https://www.econbiz.de/10011538952
Saved in:
4
A scenario decomposition algorithm for stochastic programming problems with a class of downside
risk
measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
5
Parallel scenario decomposition of
risk
-averse 0-1 stochastic programs
Deng, Yan
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
Saved in:
6
Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and
risk
management
Escudero, Laureano F.
;
Garín, María Araceli
;
Monge, …
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 988-1001
Persistent link: https://www.econbiz.de/10012239827
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7
Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Saved in:
8
Option portfolio management in a
risk
-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
9
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
10
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
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