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Mathematical programming
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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
Wolsey, Laurence A.
37
Kimms, Alf
36
Puerto, Justo
36
Spieksma, Frits C. R.
36
Drexl, Andreas
35
Goerigk, Marc
35
Speranza, Maria Grazia
34
Voß, Stefan
34
Hao, Jin-Kao
32
Laporte, Gilbert
30
Vial, Jean-Philippe
30
Ben-Tal, Aharon
29
Chu, Chengbin
29
Chu, Feng
29
Figueira, José Rui
28
Talman, Dolf
28
Coelho, Leandro C.
27
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
Savelsbergh, Martin W. P.
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
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
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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
U.S. Air Force, DCS Comptroller, Directorate of Management Analysis
2
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European journal of operational research : EJOR
2,120
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
374
Mathematics of operations research
345
INFORMS journal on computing : JOC
329
International journal of production economics
252
Omega : the international journal of management science
230
Mathematical methods of operations research
205
Transportation research / E : an international journal
198
Journal of the Operational Research Society : OR
185
Management science : journal of the Institute for Operations Research and the Management Sciences
178
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
174
Computers & operations research : an international journal
164
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 / Operations research
125
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)
19,966
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1
Multi-Objective Portfolio Optimization by Mixed Integer Programming
Sawik, Bartosz
-
2016
Persistent link: https://www.econbiz.de/10012988207
Saved in:
2
A new linear programming approach to
bond
portfolio management: a comment
Ehrhardt, Michael C.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 533-537
Persistent link: https://www.econbiz.de/10001082067
Saved in:
3
Using linear and goal programming to immunize
bond
portfolios
Alexander, Gordon J.
;
Resnick, Bruce G.
- In:
Journal of banking & finance
9
(
1985
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001824052
Saved in:
4
Implementing a reference portfolio strategy in
bond
portfolio management
Derigs, Ulrich
;
Nickel, Nils-H.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 245-252)
.
2004
Persistent link: https://www.econbiz.de/10002072488
Saved in:
5
Robust
Bond
Portfolio Construction via Convex-Concave Saddle Point Optimization
Luxenberg, Eric
;
Schiele, Philipp
;
Boyd, Stephen
-
2022
problem. We then show how to construct a long-only
bond
portfolio that includes the worst case value in its objective or as a …
Persistent link: https://www.econbiz.de/10014235429
Saved in:
6
Multi-period dynamic
bond
portfolio optimization utilizing a stochastic interest rate model
Shimai, Yoshiyuki
;
Makimoto, Naoki
- In:
Asia Pacific financial markets
30
(
2023
)
4
,
pp. 817-844
Persistent link: https://www.econbiz.de/10014391968
Saved in:
7
Bond
portfolio management via stochastic programming
Bertocchi, Marida
;
Moriggia, Vittorio
;
Dupačová, Jitka
-
2006
Persistent link: https://www.econbiz.de/10003356693
Saved in:
8
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:
9
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
Saved in:
10
An integrated matching-immunization model for
bond
portfolio optimization
Xidonas, P.
;
Hassapis, Christis
;
Bouzianis, G.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 595-605
Persistent link: https://www.econbiz.de/10011963712
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