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Portfolio selection
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Fabozzi, Frank J.
144
Maurer, Raimond
77
Platen, Eckhard
57
Gollier, Christian
55
Korn, Ralf
47
Mitchell, Olivia S.
46
Uppal, Raman
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Li, Duan
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Kane, Alex
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Hens, Thorsten
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Kraft, Holger
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Račev, Svetlozar T.
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Lucas, André
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Albrecht, Peter
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Bayraktar, Erhan
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Blake, David
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Bonaparte, Yosef
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Guasoni, Paolo
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Universität Mannheim
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Judge Institute of Management Studies
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OECD
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Springer-Verlag GmbH
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Technische Universität Ilmenau
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The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
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Basel Committee on Banking Supervision
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European journal of operational research : EJOR
325
Insurance / Mathematics & economics
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Journal of banking & finance
284
NBER working paper series
271
Finance research letters
223
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
212
Journal of economic dynamics & control
180
Finance and stochastics
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
156
Quantitative finance
147
Journal of financial economics
141
The journal of portfolio management : a publication of Institutional Investor
133
Management science : journal of the Institute for Operations Research and the Management Sciences
131
Research paper series / Swiss Finance Institute
127
Risks : open access journal
122
Journal of empirical finance
119
The review of financial studies
103
The journal of finance : the journal of the American Finance Association
102
Economics letters
100
International review of financial analysis
100
The European journal of finance
99
International review of economics & finance : IREF
98
Economic modelling
92
Computational economics
88
Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
84
The journal of portfolio management : JPM
84
Applied economics
83
The North American journal of economics and finance : a journal of financial economics studies
80
The journal of asset management
79
Mathematics and financial economics
78
Journal of risk and financial management : JRFM
77
Discussion papers / CEPR
76
Discussion paper / Tinbergen Institute
72
SpringerLink / Bücher
72
Mathematical methods of operations research
68
Journal of investment management : JOIM
64
CESifo working papers
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ECONIS (ZBW)
22,224
EconStor
1
RePEc
1
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1
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22,226
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date (oldest first)
1
Vehicle
routing
with arrival time diversification
Hoogeboom, Maaike
;
Dullaert, Wout
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10011993227
Saved in:
2
A two stage stochastic programming for asset protection
routing
and a solution
algorithm
based on the Progressive Hedging
algorithm
Bashiri, Mahdi
;
Nikzad, Erfaneh
;
Eberhard, Andrew
; …
- In:
Omega : the international journal of management science
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012648548
Saved in:
3
Dynamic changes and multi-dimensional evolution of portfolio optimization
Zhou, Wei
;
Zhu, Wenqiang
;
Chen, Yan
;
Chen, Jin
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1431-1456
Persistent link: https://www.econbiz.de/10014380885
Saved in:
4
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
Saved in:
5
Robust portfolio optimization with a hybrid heuristic
algorithm
Fastrich, Björn
;
Winker, Peter
- In:
Computational Management Science : CMS
9
(
2012
)
1
,
pp. 63-88
Persistent link: https://www.econbiz.de/10009426597
Saved in:
6
Heuristic algorithms for the cardinality constrained efficient frontier
Woodside-Oriakhi, Maria
;
Lucas, Cormac
;
Beasley, John E.
- In:
European journal of operational research : EJOR
213
(
2011
)
3
,
pp. 538-550
Persistent link: https://www.econbiz.de/10009158119
Saved in:
7
Clustering stock exchange data by using evolutionary algorithms for portfolio management
Nejad, Malek Khojasteh
- In:
European research studies
17
(
2014
)
4
,
pp. 55-66
Persistent link: https://www.econbiz.de/10012003678
Saved in:
8
GAN-MP hybrid heuristic
algorithm
for non-convex portfolio optimization problem
Kim, Yerin
;
Kang, Daemook
;
Jeon, Mingoo
;
Lee, Chungmok
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 196-226
Persistent link: https://www.econbiz.de/10012195804
Saved in:
9
Selecting algorithms for large berth allocation problems
Wawrzyniak, Jakub
;
Drozdowski, Maciej
;
Sanlaville, Eric
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 844-862
Persistent link: https://www.econbiz.de/10012171660
Saved in:
10
An investigation of portfolio optimization using modified NSGA-II
algorithm
Mahapatra, Biplab
;
Mohapatra, Sanjay
;
Samanta, Biswajit
; …
- In:
South Asian journal of management : SAJM
26
(
2019
)
4
,
pp. 133-150
Persistent link: https://www.econbiz.de/10012256011
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