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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
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Theory
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Estimation
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Yield curve
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Börsenkurs
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Zeitreihenanalyse
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Share price
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Time series analysis
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Konsumentenverhalten
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Volatilität
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Consumer behaviour
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Spieltheorie
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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
43
Dolgui, Alexandre
42
Lodi, Andrea
42
Zhang, Shuzhong
42
Kimms, Alf
41
Pardalos, Panos M.
41
Drexl, Andreas
40
Sethi, Suresh
39
Wolsey, Laurence A.
37
Spieksma, Frits C. R.
36
Goerigk, Marc
35
Puerto, Justo
35
Voß, Stefan
34
Speranza, Maria Grazia
33
Hao, Jin-Kao
32
Laporte, Gilbert
30
Talman, Dolf
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Chu, Feng
29
Ben-Tal, Aharon
28
Coelho, Leandro C.
27
Ehrgott, Matthias
27
Figueira, José Rui
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
Savelsbergh, Martin W. P.
26
Anjos, Miguel F.
25
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Deutsche Forschungsgemeinschaft
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Econometrisch Instituut <Rotterdam>
13
National Bureau of Economic Research
13
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
2,065
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
249
Omega : the international journal of management science
206
Mathematical methods of operations research
202
Transportation research / E : an international journal
198
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
Opsearch : journal of the Operational Research Society of India
163
Computers & operations research : an international journal
162
Management science : journal of the Institute for Operations Research and the Management Sciences
160
Journal of the Operational Research Society
159
OR spectrum : quantitative approaches in management
146
Operational research : an international journal
140
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
120
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
111
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
110
4OR : a quarterly journal of operations research
107
Computational Management Science : CMS
104
Les cahiers du GERAD
103
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
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
SpringerLink / Bücher
81
Computational economics
79
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ECONIS (ZBW)
19,370
EconStor
105
OLC EcoSci
4
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1
Dual optimization problem on defaultable claims
Goutte, Stéphane
;
Ngoupeyou, Armand
- In:
Mathematical economics letters
1
(
2013
)
2/4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010437851
Saved in:
2
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
3
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
Saved in:
4
Stochastic Optimization for Portfolios Consisting of Corporate Bonds in an Integrated Market and Credit Risk Framework
Papanikolaou, Nikolaos E.
-
2011
Persistent link: https://www.econbiz.de/10013131576
Saved in:
5
Envelope condition method with an application to default risk models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 436-459
Persistent link: https://www.econbiz.de/10011708605
Saved in:
6
Optimal portfolio choice with crash and default risk
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013371220
Saved in:
7
Determination of weights for an optimal credit rating model based on default and nondefault distance maximization
Chi, Guotai
;
Yuan, Kunpeng
;
Zhou, Ying
;
Gong, Lingling
- In:
The journal of risk model validation
14
(
2020
)
4
,
pp. 65-87
Persistent link: https://www.econbiz.de/10014336043
Saved in:
8
Interaction of credit and liquidity risks: Modelling and valuation
Zheng, Harry
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10003291277
Saved in:
9
Integrating market and credit risk: A simulation and optimisation perspective
Jobst, Norbert J.
;
Mitra, Gautam
;
Zenios, Stauros Andrea
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 717-742
Persistent link: https://www.econbiz.de/10003291365
Saved in:
10
A two-factor structural model for valuing corporate securities
Ben-Abdellatif, Malek
;
Ben-Ameur, Hatem
;
Chérif, Rim
; …
- In:
Review of derivatives research
27
(
2024
)
2
,
pp. 203-225
Persistent link: https://www.econbiz.de/10015133915
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