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Mathematical programming
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Kort, Peter M.
6
Shapiro, Alexander
6
Blueschke, Dmitri
5
Mostovyi, Oleksii
5
Savin, Ivan
5
Camacho, Carmen
4
Feichtinger, Gustav
4
Tucci, Marco Paolo
4
Grass, Dieter
3
Hartl, Richard F.
3
Kupper, Michael
3
Ruan, Weihua
3
Abimbade, Sulaimon F.
2
Akan, Mustafa
2
Angoshtari, Bahman
2
Bayraktar, Erhan
2
Bielecki, Tomasz R.
2
Blessing, Jonas
2
Blueschke-Nikolaeva, V.
2
Cai, Yongyang
2
Capponi, Agostino
2
Cialenco, Igor
2
Eisenberg, Julia
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Escobar, Marcos
2
Faggian, Silvia
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Fürnkranz-Prskawetz, Alexia
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Gharbi, Ali
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Grundel, Don
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Hinz, Juri
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Iancu, Dan A.
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Larsen, Kasper
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Martimort, David
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Matoussi, Anis
2
Messine, Frédéric
2
Miao, Jianjun
2
Nadar, Emre
2
Nendel, Max
2
Olaniyi, Samson
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European journal of operational research : EJOR
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Operations research
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Finance and stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
7
International journal of theoretical and applied finance
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computational economics
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Insurance / Mathematics & economics
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Operations research letters
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International journal of production research
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4OR : a quarterly journal of operations research
3
Applied mathematical finance
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Finance research letters
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Games
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Journal of mathematical economics
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Quantitative finance
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Risks : open access journal
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Central European journal of operations research
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
2
Jena economics research papers
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Journal of risk and financial management : JRFM
2
Journal of the Operational Research Society
2
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2
Lecture notes in economics and mathematical systems : LNEMS
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Les cahiers du GERAD
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
OR spectrum : quantitative approaches in management
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Operations research forum
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Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
213
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1
Utility maximization in a large market
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10011969163
Saved in:
2
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
3
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
4
A convex duality method for optimal liquidation with participation constraints
Guéant, Olivier
;
Lasry, Jean-Michel
;
Pu, Jiang
- In:
Market microstructure and liquidity
1
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011588186
Saved in:
5
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
6
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
7
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
8
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
9
Portfolio optimization under convex incentive schemes
Bichuch, Maxim
;
Sturm, Stephan
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 873-915
Persistent link: https://www.econbiz.de/10010416186
Saved in:
10
Convex duality for Epstein-Zin stochastic differential utility
Matoussi, Anis
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 991-1019
Persistent link: https://www.econbiz.de/10012166994
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