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~subject:"Mathematical programming"
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Mathematical programming
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Hertog, Dirk den
65
Gendreau, Michel
58
Nesterov, Jurij Evgenʹevič
54
Escudero, Laureano F.
47
Kleijnen, Jack P. C.
46
Bertsimas, Dimitris
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Figueira, José Rui
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Talman, Dolf
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Coelho, Leandro C.
27
Delage, Erick
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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
26
Letchford, Adam N.
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Savelsbergh, Martin W. P.
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Center for Economic Research <Tilburg>
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International Federation for Information Processing
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Deutsche Gesellschaft für Operations-Research
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International Institute for Applied Systems Analysis
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Gesellschaft für Operations-Research
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Institutionen för Skogsekonomi <Umeå>
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International Workshop on Global Optimization <1999, Florenz>
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference on Optimization Techniques <8, 1977, Würzburg>
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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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Springer International Publishing
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The Wharton Financial Institutions Center
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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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
Logos Verlag Berlin
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
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OECD
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Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
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Society for Industrial and Applied Mathematics
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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
2,158
Computers & operations research : and their applications to problems of world concern ; an international journal
1,173
International journal of production research
615
Operations research letters
601
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392
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376
INFORMS journal on computing : JOC
338
International journal of production economics
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Omega : the international journal of management science
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Journal of the Operational Research Society : OR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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
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Opsearch : journal of the Operational Research Society of India
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Journal of the Operational Research Society
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Computers & operations research : an international journal
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RAIRO / Operations research
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Journal of global optimization
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Top : transactions in operations research
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Les cahiers du GERAD
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Discussion paper / Center for Economic Research, Tilburg University
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Computational Management Science : CMS
110
4OR : a quarterly journal of operations research
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
96
Discussion paper / Tinbergen Institute
95
Computational economics
90
Journal of economic dynamics & control
89
Operations research forum
89
CORE discussion paper : DP
88
EURO journal on computational optimization
88
SpringerLink / Bücher
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Journal of scheduling
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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ECONIS (ZBW)
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1
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:
2
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:
3
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal
;
Schied, Alexander
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
Saved in:
4
Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael
-
1998
Persistent link: https://www.econbiz.de/10000672590
Saved in:
5
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
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6
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
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7
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
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8
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
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9
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
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10
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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