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Analysis of credit ABS based o...
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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
Bertsimas, Dimitris
44
Dolgui, Alexandre
42
Lodi, Andrea
42
Pardalos, Panos M.
41
Sethi, Suresh
40
Zhang, Shuzhong
40
Spieksma, Frits C. R.
37
Wolsey, Laurence A.
37
Kimms, Alf
36
Puerto, Justo
36
Drexl, Andreas
35
Goerigk, Marc
35
Speranza, Maria Grazia
34
Voß, Stefan
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Hao, Jin-Kao
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Laporte, Gilbert
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Chu, Feng
29
Figueira, José Rui
29
Ben-Tal, Aharon
28
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
Demeulemeester, Erik
26
Desaulniers, Guy
26
Iori, Manuel
26
Letchford, Adam N.
26
Ljubić, Ivana
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
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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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
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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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Springer International Publishing
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Technische Universität Clausthal
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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
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
2,144
Computers & operations research : and their applications to problems of world concern ; an international journal
1,161
International journal of production research
607
Operations research letters
593
Operations research
388
Mathematics of operations research
350
INFORMS journal on computing : JOC
331
International journal of production economics
254
Omega : the international journal of management science
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Mathematical methods of operations research
203
Transportation research / E : an international journal
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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
191
Journal of the Operational Research Society : OR
185
Management science : journal of the Institute for Operations Research and the Management Sciences
181
Computers & operations research : an international journal
179
Opsearch : journal of the Operational Research Society of India
164
Journal of the Operational Research Society
161
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
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
118
Top : transactions in operations research
118
Discussion paper / Center for Economic Research, Tilburg University
110
4OR : a quarterly journal of operations research
109
Les cahiers du GERAD
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
96
Discussion paper / Tinbergen Institute
95
Journal of economic dynamics & control
89
CORE discussion paper : DP
88
EURO journal on computational optimization
88
Journal of scheduling
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
85
Operations research forum
85
Computational economics
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SpringerLink / Bücher
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ECONIS (ZBW)
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1
Optimal structuring of collateralized debt obligation contracts : an optimization approach
Veremyer, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 133-155
Persistent link: https://www.econbiz.de/10009700459
Saved in:
2
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:
3
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:
4
An extended likelihood framework for modelling discretely observed credit rating transitions
Pfeuffer, Marius
;
Möstel, Linda
;
Fischer, Matthias
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012194622
Saved in:
5
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
6
Integer extended ABS algorithms and possible control of intermediate results for linear Diophantine systems
Khorramizadeh, Mostafa
;
Mahdavi-Amiri, Nezam
- In:
4OR : a quarterly journal of operations research
7
(
2009
)
2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10003856162
Saved in:
7
Numerical analysis of parallel implementation of the reorthogonalized ABS methods
Fodor, Szabina
;
Németh, Zoltán
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
2
,
pp. 437-454
Persistent link: https://www.econbiz.de/10011994359
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8
A hybrid biobjective Markov chain based optimization model for sustainable aggregate production planning
Tirkolaee, Erfan Babaee
;
Aydın, Nadi Serhan
;
Mahdavi, Iraj
- In:
IEEE transactions on engineering management : EM ; a …
71
(
2024
),
pp. 4273-4283
Persistent link: https://www.econbiz.de/10015407828
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9
Economic modelling and optimisation of SPRT-based quality control schemes for individual observations
Li, Chenglong
;
Nenes, George
- In:
International journal of production research
62
(
2024
)
24
,
pp. 8766-8789
Persistent link: https://www.econbiz.de/10015196889
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10
Gravity-type interactive Markov models
Smith, Tony E.
- In:
Journal of regional science
37
(
1997
)
4
,
pp. 653-682
Persistent link: https://www.econbiz.de/10001298748
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