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Mathematical programming
Theorie
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Theory
718,151
Portfolio-Management
52,036
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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
Pardalos, Panos M.
43
Dolgui, Alexandre
42
Lodi, Andrea
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
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Econometrisch Instituut <Rotterdam>
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National Bureau of Economic Research
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IGI Global
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12
Erasmus Research Institute of Management
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
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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
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Forschungsinstitut für Diskrete Mathematik
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Gesellschaft für Angewandte Mathematik und Mechanik
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Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Springer International Publishing
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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
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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
1,162
International journal of production research
607
Operations research letters
589
Operations research
377
Mathematics of operations research
345
INFORMS journal on computing : JOC
330
International journal of production economics
253
Omega : the international journal of management science
230
Mathematical methods of operations research
205
Transportation research / E : an international journal
199
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
186
Computers & operations research : an international journal
180
Management science : journal of the Institute for Operations Research and the Management Sciences
180
Opsearch : journal of the Operational Research Society of India
164
Journal of the Operational Research Society
163
OR spectrum : quantitative approaches in management
150
Operational research : an international journal
142
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
International transactions in operational research : a journal of the International Federation of Operational Research Societies
120
Journal of global optimization
120
Top : transactions in operations research
117
Discussion paper / Center for Economic Research, Tilburg University
111
Computational Management Science : CMS
109
Les cahiers du GERAD
108
4OR : a quarterly journal of operations research
107
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
98
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
Operations research forum
86
Journal of scheduling
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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SpringerLink / Bücher
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ECONIS (ZBW)
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1
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
2
A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics
Singh, Arti
;
Dharmaraja, Selvamuthu
- In:
International journal of financial markets and derivatives
6
(
2017
)
2
,
pp. 102-119
Persistent link: https://www.econbiz.de/10011862377
Saved in:
3
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
4
Forecasting plausible scenarios and losses in interest rate targeting using mathematical optimization
Tanaka, Katsuhiro
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012314512
Saved in:
5
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
6
Contributions to credit portfolio modeling and optimization
Onwunta, Akwum
-
2011
Persistent link: https://www.econbiz.de/10008935882
Saved in:
7
Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente
Geidt-Karrenbauer, Ulrike
-
2010
Persistent link: https://www.econbiz.de/10003929052
Saved in:
8
Regulatory impacts on credit portfolio management
Theiler, Ursula
;
Bugera, Vladimir
;
Revenko, Alla
; …
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 335-340)
.
2003
Persistent link: https://www.econbiz.de/10001752031
Saved in:
9
Portfolio credit-risk optimization
Iscoe, Ian
;
Kreinin, Alexander
;
Mausser, Helmut
; …
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1604-1615
Persistent link: https://www.econbiz.de/10009616462
Saved in:
10
Optimal securitization of credit portfolios via impulse control
Frey, Rüdiger
;
Seydel, Roland C.
- In:
Mathematics and financial economics
4
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
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