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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Laporte, Gilbert"
~person:"Zeng, Yan"
~subject:"Integer programming"
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Portfolio-Management
United States
Integer programming
Theorie
41
Theory
41
Tourenplanung
20
Vehicle routing problem
20
Heuristics
12
Heuristik
12
Portfolio selection
10
Mathematical programming
7
Mathematische Optimierung
7
Algorithm
6
Algorithmus
6
Reinsurance
6
Rückversicherung
6
Rundreiseproblem
5
Scheduling problem
5
Scheduling-Verfahren
5
Travelling salesman problem
5
Altersvorsorge
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Mean-variance criterion
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Pension fund
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Pensionskasse
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Retirement provision
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Time consistency
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USA
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Zeitkonsistenz
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Branch-and-cut
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Ganzzahlige Optimierung
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Insurance
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Logistics provider
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Logistikdienstleister
3
Risikoaversion
3
Risk aversion
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Versicherung
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Adaptive large neighborhood search
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Laporte, Gilbert
Zeng, Yan
Liang, Zongxia
12
Li, Zhongfei
10
Liesiö, Juuso
10
Puerto, Justo
8
Salo, Ahti A.
7
Sinnl, Markus
7
Yao, Haixiang
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5
Figueira, José Rui
5
Furman, Edward
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Landsman, Zinoviy
5
Li, Danping
5
Ljubić, Ivana
5
Marín, Alfredo
5
Monaci, Michele
5
Rodríguez-Chía, Antonio M.
5
Spieksma, Frits C. R.
5
Steuer, Ralph E.
5
Wang, Ruodu
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Yam, Sheung Chi Phillip
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Bektaş, Tolga
4
Briskorn, Dirk
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Chen, Ping
4
Chiu, Mei Choi
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Computers & operations research : and their applications to problems of world concern ; an international journal
11
Economic modelling
3
INFOR : information systems and operational research
1
Journal of the Operational Research Society : OR
1
Les cahiers du GERAD
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The international journal of advanced manufacturing technology
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
17
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1
Territorial design for customers with demand frequency
Zhen, Lu
;
Gao, Jiajing
;
Tan, Zheyi
;
Laporte, Gilbert
; …
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 82-101
Persistent link: https://www.econbiz.de/10014290392
Saved in:
2
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
3
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
4
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
5
The fleet size and mix location-routing problem with time windows : formulations and a heuristic algorithm
Koç, Çağrı
;
Bektaş, Tolga
;
Jabali, Ola
;
Laporte, …
- In:
European journal of operational research : EJOR
248
(
2016
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10011434688
Saved in:
6
An iterative two-phase hybrid matheuristic for a multi-product short sea inventory-routing problem
Hemmati, Ahmad
;
Hvattum, Lars Magnus
;
Christiansen, Marielle
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 775-788
Persistent link: https://www.econbiz.de/10011472327
Saved in:
7
Exact and heuristic algorithms for the Hamiltonian p-median problem
Erdogăn, Güneş
;
Laporte, Gilbert
;
Rodríguez Chía, …
- In:
European journal of operational research : EJOR
253
(
2016
)
2
,
pp. 280-289
Persistent link: https://www.econbiz.de/10011490270
Saved in:
8
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
9
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin
;
Meng, Hui
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
Saved in:
10
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
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