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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Risks : open access journal"
~subject:"Algorithmus"
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Portfolio selection
Algorithmus
Theorie
8,762
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8,762
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1,864
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878
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Schenk-Hoppé, Klaus Reiner
11
Soner, Halil Mete
11
Evstigneev, Igor V.
10
Malamud, Semyon
10
Liesiö, Juuso
9
Lim, Andrew
9
Hens, Thorsten
8
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6
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Salo, Ahti A.
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Schweizer, Martin
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Zhu, Qiji Jim
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Paolella, Marc S.
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4
Polak, Pawel
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4
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Journal of economic theory
European journal of operational research : EJOR
Mathematics and financial economics
Research paper series / Swiss Finance Institute
Risks : open access journal
Computers & operations research : and their applications to problems of world concern ; an international journal
488
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ECONIS (ZBW)
1,016
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91
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
92
Approximation algorithms for bicriteria scheduling problems on identical parallel machines for makespan and total completion time
Jiang, Xiaojuan
;
Lee, Kangbok
;
Pinedo, Michael
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 594-607
Persistent link: https://www.econbiz.de/10013479238
Saved in:
93
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
94
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
95
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
96
A hybrid particle swarm optimization and simulated annealing algorithm for the job shop scheduling problem with transport resources
Fontes, Dalila B. M. M.
;
Homayouni, S. Mahdi
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1140-1157
Persistent link: https://www.econbiz.de/10014279723
Saved in:
97
CliSAT : a new exact algorithm for hard maximum clique problems
San Segundo, Pablo
;
Furini, Fabio
;
Álvarez, David
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1008-1025
Persistent link: https://www.econbiz.de/10014282934
Saved in:
98
Multi-project scheduling : a benchmark analysis of metaheuristic algorithms on various optimisation criteria and due dates
Bredael, Dries
;
Vanhoucke, Mario
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 54-75
Persistent link: https://www.econbiz.de/10014283009
Saved in:
99
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil
;
Russo, Marianna
;
Keles, Dogan
;
Bertsch, …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
Saved in:
100
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
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