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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematics of operations research"
~language:"afr"
~language:"eng"
~language:"hun"
~person:"Ahmadi, Amir Ali"
~person:"Bo, Lijun"
~person:"Ye, Jane J."
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~subject:"dynamic programming equation"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Portfolio-Management
United States
Estimation theory
Mathematische Optimierung
dynamic programming equation
Theorie
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Theory
12
Mathematical programming
9
Portfolio selection
4
Credit risk
3
Kreditrisiko
3
semidefinite programming
3
credit risk
2
Chebyshev polynomials
1
Cost of capital
1
Credit
1
Dynamic programming
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Dynamische Optimierung
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Entropie
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Fenchel duality
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HJB equations
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Martingal
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Martingale
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Mathematics
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Multi-criteria analysis
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Multikriterielle Entscheidungsanalyse
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Nichtlineare Optimierung
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Nonlinear programming
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Positivstellensatz
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Positivstellensätze
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Ahmadi, Amir Ali
Bo, Lijun
Ye, Jane J.
Basu, Amitabh
7
Nagarajan, Viswanath
7
Sviridenko, Maxim
7
Cornuéjols, Gérard
5
Murota, Kazuo
5
VĂ©gh, LĂ¡szlĂ³ A.
5
Bertsimas, Dimitris
4
Bolte, JĂ©rĂ´me
4
Buchbinder, Niv
4
Capponi, Agostino
4
Conforti, Michele
4
Feldman, Moran
4
Gupta, Anupam
4
Klerk, Etienne de
4
Toh, Kim-Chuan
4
Williamson, David P.
4
Xu, Huifu
4
Ye, Yinyu
4
Zambelli, Giacomo
4
Bomze, Immanuel M.
3
Chen, Xiaojun
3
Del Pia, Alberto
3
Fiorini, Samuel
3
Freund, Robert M.
3
Goyal, Vineet
3
Jansen, Klaus
3
Lasserre, Jean-Bernard
3
Laurent, Monique
3
Lee, Jon
3
Luo, Zhi-Quan
3
Ma, Shiqian
3
Malick, JĂ©rĂ´me
3
Molinaro, Marco
3
Parrilo, Pablo A.
3
Ravi, Ramamoorthi
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Mathematics of operations research
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
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ECONIS (ZBW)
12
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1
Sums of separable and quadratic polynomials
Ahmadi, Amir Ali
;
Dibek, Cemil
;
Hall, Georgina
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1316-1343
Persistent link: https://www.econbiz.de/10014329265
Saved in:
2
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
3
Second-order optimality conditions for nonconvex set-constrained optimization problems
Gfrerer, Helmut
;
Ye, Jane J.
;
Zhou, Jinchuan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2344-2365
Persistent link: https://www.econbiz.de/10013375065
Saved in:
4
Directional necessary optimality conditions for bilevel programs
Bai, Kuang
;
Ye, Jane J.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1169-1191
Persistent link: https://www.econbiz.de/10013365283
Saved in:
5
Time-varying semidefinite programs
Ahmadi, Amir Ali
;
El Khadir, Bachir
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1054-1080
Persistent link: https://www.econbiz.de/10012625683
Saved in:
6
On the construction of converging hierarchies for polynomial optimization based on certificates of global positivity
Ahmadi, Amir Ali
;
Hall, Georgina
- In:
Mathematics of operations research
44
(
2019
)
4
,
pp. 1192-1207
Persistent link: https://www.econbiz.de/10012128348
Saved in:
7
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
8
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
9
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
10
K-optimal design via semidefinite programming and entropy optimization
Maréchal, Pierre
;
Ye, Jane J.
;
Zhou, Julie
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 495-512
Persistent link: https://www.econbiz.de/10011283232
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