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subject:"Portfolio selection"
~language:"eng"
~person:"Berthold, Norbert"
~person:"Kleijnen, Jack P. C."
~person:"Markowitz, Harry"
~source:"econis"
~subject:"Germany"
~subject:"Lieferkette"
~subject:"Mathematische Optimierung"
~subject:"Pricing strategy"
~type_genre:"Arbeitspapier"
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Portfolio selection
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Berthold, Norbert
Kleijnen, Jack P. C.
Markowitz, Harry
Nesterov, Jurij Evgenʹevič
49
Zhang, Shuzhong
34
Drexl, Andreas
33
Platen, Eckhard
31
Härdle, Wolfgang
30
Uppal, Raman
27
Hertog, Dirk den
26
Kimms, Alf
26
Dustmann, Christian
24
Wolsey, Laurence A.
24
Talman, Dolf
23
Bergemann, Dirk
22
Frenk, Johannes G.
22
Winker, Peter
22
Gollier, Christian
21
Snower, Dennis J.
20
Sturm, Jos F.
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Lucas, André
19
Vial, Jean-Philippe
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Hautsch, Nikolaus
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Scaillet, Olivier
18
Başak, Suleyman
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Campbell, John Y.
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Güth, Werner
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Levy, Daniel C.
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Maurer, Raimond
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Raff, Horst
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Vries, Casper G. de
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Yang, Zaifu
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Büttner, Thiess
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Guidolin, Massimo
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Kaiser, Ulrich
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Pesaran, M. Hashem
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Schenk-Hoppé, Klaus Reiner
15
Snir, Avichai
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Tille, Cédric
15
Van Wincoop, Eric
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ECONIS (ZBW)
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Constrained optimization in random simulation : efficient global optimization and Karush-Kuhn-Tucker conditions
Angün, Mevlüde Ebru
;
Kleijnen, Jack P. C.
-
2023
-
Revision of CentER DP 2022-022
Persistent link: https://www.econbiz.de/10014248363
Saved in:
2
Optimization of system dynamics models : a novel methodology
Angün, Mevlüde Ebru
;
Kleijnen, Jack P. C.
;
Smits, …
-
2023
Persistent link: https://www.econbiz.de/10014439377
Saved in:
3
Constrained optimization in random simulation : efficient global optimization and Karush-Kuhn-Tucker conditions
Angün, Mevlüde Ebru
;
Kleijnen, Jack P. C.
-
2022
Persistent link: https://www.econbiz.de/10013355017
Saved in:
4
Constrained optimization im simulation : efficient global optimization and Karush-Kuhn-Tucker conditions
Kleijnen, Jack P. C.
;
Van Nieuwenhuyse, Inneke
;
Beers, …
-
2022
Persistent link: https://www.econbiz.de/10013343254
Saved in:
5
Efficient global optimization for black-box simulation via sequential intrinsic Kriging
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349886
Saved in:
6
Global optimization for black-box simulation via sequential intrinsic kriging
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2014
Persistent link: https://www.econbiz.de/10011284535
Saved in:
7
Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2014
-
Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
Saved in:
8
Response surface methodology
Kleijnen, Jack P. C.
-
2014
Persistent link: https://www.econbiz.de/10010387894
Saved in:
9
Adjustable robust parameter design with unknown distributions
Yanikoğlu, Ihsan
;
Hertog, Dirk den
;
Kleijnen, Jack P. C.
-
2013
Persistent link: https://www.econbiz.de/10009731529
Saved in:
10
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C.
-
2013
-
Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
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