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~subject:"Mathematical programming"
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Mathematical programming
Theorie
734,130
Theory
719,220
Portfolio-Management
52,055
Portfolio selection
51,709
Welt
37,498
World
36,835
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Mathematische Optimierung
20,189
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18,076
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16,857
Capital income
16,819
Börsenkurs
16,372
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16,371
Share price
16,147
Zeitreihenanalyse
14,437
Time series analysis
14,046
Volatilität
13,748
Volatility
13,494
Konsumentenverhalten
12,979
Finanzmarkt
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Consumer behaviour
12,833
Anlageverhalten
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Financial market
12,724
Spieltheorie
12,696
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12,621
CAPM
12,619
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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
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
2,157
Computers & operations research : and their applications to problems of world concern ; an international journal
1,160
International journal of production research
607
Operations research letters
589
Operations research
379
Mathematics of operations research
345
INFORMS journal on computing : JOC
329
International journal of production economics
252
Omega : the international journal of management science
231
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
165
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 / Operations research
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
Journal of economic dynamics & control
90
CORE discussion paper : DP
88
EURO journal on computational optimization
88
Computational economics
86
Journal of scheduling
85
Operations research forum
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
83
SpringerLink / Bücher
82
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ECONIS (ZBW)
20,081
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1
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
2
Parametrically computing efficient frontiers and reanalyzing efficiency-
diversification
discrepancies and naive
diversification
Qi, Yue
;
Zhang, Yushu
;
Ma, Siyuan
- In:
INFOR : information systems and operational research
57
(
2019
)
3
,
pp. 430-453
Persistent link: https://www.econbiz.de/10012203594
Saved in:
3
Fairness and efficiency in multiportfolio optimization
Iancu, Dan A.
;
Trichakis, Nikolaos
- In:
Operations research
62
(
2014
)
6
,
pp. 1283-1301
Persistent link: https://www.econbiz.de/10010471863
Saved in:
4
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
5
Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.
;
Navarro, Nicole
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
Saved in:
6
Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung
;
Yang, Hao-Qun
- In:
International journal of computational economics and …
10
(
2020
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
Saved in:
7
High order portfolio optimization problem with transaction costs
Li, Xin
;
Zhang, Peiai
- In:
Inventi impact: international trade
(
2019
)
4
,
pp. 208-226
Persistent link: https://www.econbiz.de/10012432352
Saved in:
8
High order portfolio optimization problem with transaction costs
Li, Xin
;
Zhang, Peiai
- In:
Modern economy
10
(
2019
)
6
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10012178810
Saved in:
9
Can continuous-time portfolio optimization really be applied?
Korn, Ralf
- In:
IMA journal of management mathematics
36
(
2025
)
3
,
pp. 405-426
Persistent link: https://www.econbiz.de/10015423318
Saved in:
10
Stochastic dominance efficiency tests under
diversification
Kuosmanen, Timo
-
2001
Persistent link: https://www.econbiz.de/10001584125
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