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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
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Theory
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Portfolio selection
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Nichtparametrisches Verfahren
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Risikomaß
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Prognoseverfahren
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Stochastic process
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Quantile regression
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Ankündigungseffekt
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English
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Mitra, Gautam
13
Ellison, Frank
2
Lucas, Cormac
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Roman, Diana
2
Scowcroft, Alan
2
Darby-Dowman, Ken
1
Erlwein, Christina
1
Fourer, Robert
1
Gregory, Christine
1
Hadjiconstantinou, Eleni
1
Jobst, Norbert J.
1
Júdice, J. J.
1
Kyriakis, Triphonas
1
Maros, Istvan
1
Messina, Enza
1
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1
Sadki, Mustapha
1
Schwaiger, Katharina
1
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The journal of asset management
3
European journal of operational research : EJOR
2
Annals of operations research
1
Asset and liability management tools
1
Computational Management Science : CMS
1
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Journal of economic dynamics & control
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Selected papers of the Symposium on Operations Research (SOR'95) : Passau, September 13 - September 15, 1995
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Stochastic modelling in innovative manufacturing : proceedings, Cambridge, UK, July 21 - 22, 1995
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Finding better starting bases for the simplex method
Maros, Istvan
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 7-12)
.
1996
Persistent link: https://www.econbiz.de/10001318181
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2
Risk and return analysis of a multiperiod strategic planning problem
Lucas, Cormac
- In:
Stochastic modelling in innovative manufacturing : …
,
(pp. 81-96)
.
1997
Persistent link: https://www.econbiz.de/10001319855
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3
An enumerative method for the solution of linear complementarity problems
Júdice, J. J.
- In:
European journal of operational research : EJOR
1
(
1988
),
pp. 122-128
Persistent link: https://www.econbiz.de/10001065823
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4
A linear and discrete programming framework for representing qualitative knowledge
Hadjiconstantinou, Eleni
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 273-297
Persistent link: https://www.econbiz.de/10001148499
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5
Alternative decision models for liability-driven investment
Schwaiger, Katharina
;
Lucas, Cormac
;
Mitra, Gautam
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
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6
Extending algebraic modelling languages for stochastic programming
Valente, Christian
;
Mitra, Gautam
;
Sadki, Mustapha
; …
- In:
INFORMS journal on computing : JOC
21
(
2009
)
1
,
pp. 107-122
Persistent link: https://www.econbiz.de/10003896676
Saved in:
7
Robust optimization and portfolio selection : the cost of robustness
Gregory, Christine
;
Darby-Dowman, Ken
;
Mitra, Gautam
- In:
European journal of operational research : EJOR
212
(
2011
)
2
,
pp. 417-428
Persistent link: https://www.econbiz.de/10009010065
Saved in:
8
HMM based scenario generation for an investment optimisation problem
Erlwein, Christina
;
Mitra, Gautam
;
Roman, Diana
-
2012
Persistent link: https://www.econbiz.de/10009620486
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
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10
Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I
Mitra, Gautam
;
Ellison, Frank
;
Scowcroft, Alan
- In:
The journal of asset management
8
(
2007/08
)
3
,
pp. 200-214
Persistent link: https://www.econbiz.de/10003543593
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