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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematics of operations research"
~language:"afr"
~language:"eng"
~language:"hun"
~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
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6
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4
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3
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bilevel programs
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Bo, Lijun
Ye, Jane J.
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7
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5
Murota, Kazuo
5
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5
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4
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4
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4
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4
Toh, Kim-Chuan
4
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4
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4
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4
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4
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3
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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)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Necessary optimality conditions for multiobjective bilevel programs
Ye, Jane J.
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009007255
Saved in:
9
Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
Liu, Yongchao
;
Xu, Huifu
;
Ye, Jane J.
- In:
Mathematics of operations research
36
(
2011
)
4
,
pp. 670-694
Persistent link: https://www.econbiz.de/10009405893
Saved in:
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