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Mathematical programming
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Hertog, Dirk den
65
Gendreau, Michel
56
Nesterov, Jurij Evgenʹevič
54
Escudero, Laureano F.
45
Kleijnen, Jack P. C.
45
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43
Dolgui, Alexandre
42
Lodi, Andrea
42
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41
Zhang, Shuzhong
40
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39
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37
Kimms, Alf
36
Spieksma, Frits C. R.
36
Drexl, Andreas
35
Goerigk, Marc
35
Puerto, Justo
35
Voß, Stefan
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Hao, Jin-Kao
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31
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29
Chu, Feng
29
Ben-Tal, Aharon
28
Talman, Dolf
28
Coelho, Leandro C.
27
Ehrgott, Matthias
27
Figueira, José Rui
27
Leus, Roel
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Liu, Ming
27
Morabito, Reinaldo
27
Soumis, François
27
Ahmed, Shabbir
26
Demeulemeester, Erik
26
Desaulniers, Guy
26
Iori, Manuel
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Letchford, Adam N.
26
Savelsbergh, Martin W. P.
26
Anjos, Miguel F.
25
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Erasmus Research Institute of Management
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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
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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
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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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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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Technische Universität Clausthal
3
The Wharton Financial Institutions Center
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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>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
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European journal of operational research : EJOR
2,065
Computers & operations research : and their applications to problems of world concern ; an international journal
1,156
International journal of production research
597
Operations research letters
583
Operations research
370
Mathematics of operations research
342
INFORMS journal on computing : JOC
329
International journal of production economics
250
Omega : the international journal of management science
213
Mathematical methods of operations research
203
Transportation research / E : an international journal
199
Journal of the Operational Research Society : OR
183
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
173
Computers & operations research : an international journal
163
Opsearch : journal of the Operational Research Society of India
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of the Operational Research Society
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OR spectrum : quantitative approaches in management
146
Operational research : an international journal
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
129
Annals of operations research
128
RAIRO / Operations research
123
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
123
Journal of global optimization
121
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
4OR : a quarterly journal of operations research
107
Les cahiers du GERAD
105
Computational Management Science : CMS
104
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
Journal of economic dynamics & control
85
Journal of scheduling
85
Operations research forum
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
83
SpringerLink / Bücher
81
Computational economics
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ECONIS (ZBW)
19,434
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1
Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
202
(
2010
)
1
,
pp. 175-181
Persistent link: https://www.econbiz.de/10003960067
Saved in:
2
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:
3
Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates
Hata, Hiroaki
;
Sekine, Jun
- In:
Advances in mathematical economics
8
(
2006
),
pp. 231-255
Persistent link: https://www.econbiz.de/10003308963
Saved in:
4
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing
;
Hu, Cheng-feng
- In:
European journal of operational research : EJOR
204
(
2010
)
2
,
pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
Saved in:
5
Measurement of interest rates using a convex optimization model
Blomvall, Jörgen
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 308-316
Persistent link: https://www.econbiz.de/10011611272
Saved in:
6
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
Saved in:
7
Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael
-
1998
Persistent link: https://www.econbiz.de/10000672590
Saved in:
8
Linear duality, term structure, and valuation
Frauendorfer, Karl
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 13-18)
.
1998
Persistent link: https://www.econbiz.de/10001323348
Saved in:
9
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
Saved in:
10
Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R.
-
1999
Persistent link: https://www.econbiz.de/10001377676
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