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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
733,267
Theory
718,357
Risk
61,218
Risiko
60,819
Portfolio-Management
52,039
Portfolio selection
51,693
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Volatilität
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Volatility
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Zeitreihenanalyse
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Time series analysis
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Konsumentenverhalten
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Consumer behaviour
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Finanzmarkt
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Financial market
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Mortality
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Hertog, Dirk den
67
Gendreau, Michel
56
Nesterov, Jurij Evgenʹevič
54
Bertsimas, Dimitris
45
Escudero, Laureano F.
45
Kleijnen, Jack P. C.
45
Dolgui, Alexandre
44
Zhang, Shuzhong
43
Lodi, Andrea
42
Pardalos, Panos M.
42
Kimms, Alf
41
Drexl, Andreas
40
Sethi, Suresh
39
Goerigk, Marc
37
Spieksma, Frits C. R.
37
Wolsey, Laurence A.
37
Puerto, Justo
36
Voß, Stefan
36
Speranza, Maria Grazia
35
Hao, Jin-Kao
33
Ben-Tal, Aharon
30
Chu, Feng
30
Laporte, Gilbert
30
Talman, Dolf
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Figueira, José Rui
29
Coelho, Leandro C.
28
Delage, Erick
28
Liu, Ming
28
Ehrgott, Matthias
27
Leus, Roel
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
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Deutsche Forschungsgemeinschaft
16
Econometrisch Instituut <Rotterdam>
13
IGI Global
13
National Bureau of Economic Research
13
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
Springer International Publishing
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
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
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
2,181
Computers & operations research : and their applications to problems of world concern ; an international journal
1,166
International journal of production research
635
Operations research letters
592
Operations research
380
Mathematics of operations research
349
INFORMS journal on computing : JOC
330
International journal of production economics
264
Omega : the international journal of management science
241
Transportation research / E : an international journal
209
Mathematical methods of operations research
205
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
195
Journal of the Operational Research Society : OR
188
Management science : journal of the Institute for Operations Research and the Management Sciences
183
Computers & operations research : an international journal
180
Journal of the Operational Research Society
167
Opsearch : journal of the Operational Research Society of India
167
OR spectrum : quantitative approaches in management
152
Operational research : an international journal
145
Annals of operations research
132
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
129
RAIRO / Operations research
124
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
124
Journal of global optimization
120
International transactions in operational research : a journal of the International Federation of Operational Research Societies
119
Top : transactions in operations research
118
Discussion paper / Center for Economic Research, Tilburg University
111
Les cahiers du GERAD
110
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
110
4OR : a quarterly journal of operations research
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
97
Discussion paper / Tinbergen Institute
94
Journal of economic dynamics & control
93
EURO journal on computational optimization
89
CORE discussion paper : DP
88
SpringerLink / Bücher
87
Computational economics
86
Operations research forum
86
Journal of scheduling
85
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ECONIS (ZBW)
20,379
EconStor
107
OLC EcoSci
4
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1
Pension funds with longevity
risk
: an optimal portfolio insurance approach
Di Giacinto, Marina
;
Mancinelli, Daniele
;
Marino, Mario
; …
-
2024
Persistent link: https://www.econbiz.de/10015357881
Saved in:
2
Stable solutions for optimal reinsurance problems involving
risk
measures
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
Saved in:
3
Optimal insurance portfolio
risk
-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
4
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
Saved in:
5
Modelling and management of longevity
risk
: approximations to survivor functions and dynamic
hedging
Cairns, Andrew
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 438-453
Persistent link: https://www.econbiz.de/10009404687
Saved in:
6
Modelling and management of longevity
risk
: approximations to survivor functions and dynamic
hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
7
Optimal dynamic longevity hedge with basis
risk
Ken Seng Tan
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
8
Risk
reducers in convex order
He, Junnan
;
Tang, Qihe
;
Zhang, Huan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Saved in:
9
Computational framework for longevity
risk
management
D'Amato, Valeria
;
Haberman, Steven
;
Piscopo, Gabriella
; …
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10010251207
Saved in:
10
Production planning with
risk
hedging
under a conditional value at
risk
objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
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