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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
65,357
Theory
64,476
Risk
60,419
Risiko
60,053
Portfolio-Management
51,538
Portfolio selection
51,192
Stochastischer Prozess
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Stochastic process
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Risikomanagement
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Option pricing theory
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Kapitaleinkommen
12,754
Capital income
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Volatility
12,124
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10,732
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USA
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World
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United States
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Börsenkurs
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Share price
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CAPM
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Benchmarking
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Dekompositionsverfahren
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Decomposition method
6,128
Unvollkommene Information
5,921
Investmentfonds
5,862
Incomplete information
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Investment Fund
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Mathematical programming
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Escudero, Laureano F.
37
Gendreau, Michel
27
Ferrari, Giorgio
22
Maggioni, Francesca
21
Shapiro, Alexander
20
Wallace, Stein W.
19
Garín, María Araceli
18
Post, Thierry
18
Beraldi, Patrizia
17
Delage, Erick
17
Hertog, Dirk den
17
Topaloglou, Nikolas
17
Adulyasak, Yossiri
16
Dolgui, Alexandre
16
Pérez, Gloría
16
Ahmed, Shabbir
15
Arvanitis, Stelios
15
Bertsimas, Dimitris
15
Gilli, Manfred
15
Kleijnen, Jack P. C.
15
Sethi, Suresh
15
Goerigk, Marc
14
Kuhn, Daniel
14
Schumann, Enrico
14
Tomasgard, Asgeir
14
Kwon, Roy H.
13
Morton, David P.
13
Rei, Walter
13
Ulmer, Marlin Wolf
13
Bodur, Merve
12
Korn, Ralf
12
Li, Duan
12
Ljubić, Ivana
12
Powell, Warren B.
12
Shen, Siqian
12
Steffensen, Mogens
12
Ackooij, Wim van
11
Cesarone, Francesco
11
Consigli, Giorgio
11
Crainic, Teodor Gabriel
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National Bureau of Economic Research
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2
IGI Global
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
APMOD <8, 2006, Madrid>
1
Association of European Operational Research Societies / Working Group on Financial Modelling
1
Christian-Albrechts-Universität zu Kiel
1
Edward Elgar Publishing
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Eesti NSV Teaduste Akadeemia / Majanduse Instituut
1
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1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Euro Working Group for Financial Modeling <Chania, Greece)> / Meeting
1
Gesellschaft für Angewandte Mathematik und Mechanik
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Graduate School of Management <North Ryde>
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Institute of Mathematics and Its Applications
1
Institutionen för Skogsekonomi <Umeå>
1
International Center for Financial Asset Management and Engineering
1
International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
1
International Workshop on Financial Engineering <2009, Tokio>
1
Johns Hopkins University / Department of Economics
1
Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
1
Leonard N. Stern School of Business / Information Systems Department
1
Logos Verlag Berlin
1
Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Meeting on Stochastic Programming <1979, Oberwolfach>
1
Ruhr-Universität Bochum / Fakultät für Wirtschaftswissenschaft
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Springer Malaysia Representative Office
1
Stanford University.
1
University of New England / Department of Econometrics
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Mannheim
1
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European journal of operational research : EJOR
647
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Operations research
169
International journal of production research
143
Operations research letters
138
Mathematics of operations research
123
Omega : the international journal of management science
96
INFORMS journal on computing : JOC
87
International journal of production economics
75
Computational Management Science : CMS
72
Transportation research / E : an international journal
70
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
62
Journal of the Operational Research Society
59
OR spectrum : quantitative approaches in management
57
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
57
Finance and stochastics
55
Computational economics
54
Mathematical methods of operations research
54
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Insurance / Mathematics & economics
43
International journal of theoretical and applied finance
42
Quantitative finance
41
Annals of operations research
40
Les cahiers du GERAD
40
Operational research : an international journal
39
Mathematics and financial economics
36
Computational management science
35
International transactions in operational research : a journal of the International Federation of Operational Research Societies
35
Computers & operations research : an international journal
32
Journal of economic dynamics & control
31
Journal of the Operational Research Society : OR
29
Risks : open access journal
29
Research paper series / Swiss Finance Institute
28
IMA journal of management mathematics
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Opsearch : journal of the Operational Research Society of India
27
Finance research letters
24
Operations research perspectives
24
Top : transactions in operations research
23
RAIRO / Operations research
21
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ECONIS (ZBW)
5,632
EconStor
23
OLC EcoSci
1
USB Cologne (EcoSocSci)
1
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A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
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2
Risk
-averse multistage stochastic programs with expected conditional
risk
measures
Khatami, Maryam
;
Silva, Thuener
;
Pagnoncelli, Bernardo K.
; …
- In:
Computers & operations research : an international journal
172
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015066893
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3
Decomposition algorithms for
risk
-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini
;
Rahimian, Hamed
;
Bayraksan, Güzin
- In:
INFORMS journal on computing : JOC
28
(
2016
)
3
,
pp. 385-404
Persistent link: https://www.econbiz.de/10011538952
Saved in:
4
A scenario decomposition algorithm for stochastic programming problems with a class of downside
risk
measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
5
Parallel scenario decomposition of
risk
-averse 0-1 stochastic programs
Deng, Yan
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
Saved in:
6
Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and
risk
management
Escudero, Laureano F.
;
Garín, María Araceli
;
Monge, …
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 988-1001
Persistent link: https://www.econbiz.de/10012239827
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7
Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Saved in:
8
Option portfolio management in a
risk
-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
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9
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
10
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
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