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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematics of operations research"
~language:"afr"
~language:"eng"
~language:"hun"
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~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
Theorie
520
Theory
520
Mathematical programming
301
Stochastic process
79
Stochastischer Prozess
79
Algorithm
70
Algorithmus
70
Markov chain
42
Markov-Kette
42
Dynamic programming
30
Dynamische Optimierung
30
Decision
28
Entscheidung
28
approximation algorithms
28
Portfolio selection
27
Scheduling problem
23
Scheduling-Verfahren
23
Probability theory
22
Risiko
22
Risk
22
Robust statistics
22
Robustes Verfahren
22
Wahrscheinlichkeitsrechnung
22
Inventory model
21
Lagerhaltungsmodell
21
Mathematics
21
Mathematik
21
USA
20
Measurement
19
Messung
19
Risikomaß
19
Risk measure
19
Ganzzahlige Optimierung
18
Integer programming
18
Lagermanagement
17
Learning process
17
Lernprozess
17
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Undetermined
221
Type of publication
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Article
334
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Hochschulschrift
Multi-volume publication
Systematic review
Aufsatz in Zeitschrift
334
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Afrikaans
English
Hungarian
Author
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Basu, Amitabh
7
Nagarajan, Viswanath
7
Sviridenko, Maxim
7
Cornuéjols, Gérard
5
Murota, Kazuo
5
Végh, László A.
5
Ye, Jane J.
5
Bertsimas, Dimitris
4
Bo, Lijun
4
Bolte, Jérôme
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
Ahmadi, Amir Ali
3
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, Jérôme
3
Molinaro, Marco
3
Parrilo, Pablo A.
3
Ravi, Ramamoorthi
3
Schulz, Andreas S.
3
Segev, Danny
3
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Published in...
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Mathematics of operations research
European journal of operational research : EJOR
2,145
Computers & operations research : and their applications to problems of world concern ; an international journal
1,200
Economics letters
650
Operations research letters
599
International journal of production research
587
Journal of econometrics
473
Journal of banking & finance
378
Journal of economic dynamics & control
366
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
Operations research
342
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
335
INFORMS journal on computing : JOC
328
The review of economics and statistics
323
Insurance / Mathematics & economics
314
The American economic review
314
The review of financial studies
306
Management science : journal of the Institute for Operations Research and the Management Sciences
302
American journal of agricultural economics
296
Econometric theory
294
The journal of finance : the journal of the American Finance Association
294
International journal of production economics
262
Applied economics
257
Mathematical methods of operations research
250
Journal of applied econometrics
223
Journal of financial economics
223
Journal of the Operational Research Society : OR
223
Journal of monetary economics
217
Journal of political economy
197
Omega : the international journal of management science
193
Transportation research / E : an international journal
182
International economic review
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
172
International journal of theoretical and applied finance
171
Finance and stochastics
170
Finance research letters
170
Econometric reviews
169
Top : an official journal of the Spanish Society of Statistics and Operations Research
167
Economic modelling
160
Journal of money, credit and banking : JMCB
157
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ECONIS (ZBW)
334
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1
On the Douglas-Rachford algorithm for solving possibly inconsistent optimization problems
Bauschke, Heinz
;
Moursi, Walaa M.
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 58-77
Persistent link: https://www.econbiz.de/10014527205
Saved in:
2
A feasible method for solving an SDP relaxation of the quadratic knapsack problem
Tang, Tianyun
;
Toh, Kim-Chuan
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10014527200
Saved in:
3
Online generalized network design under (dis)economies of scale
Nagarajan, Viswanath
;
Wang, Lily
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 107-124
Persistent link: https://www.econbiz.de/10014527219
Saved in:
4
A first-order primal-dual method for nonconvex constrained optimization based on the augmented lagrangian
Zhu, Daoli
;
Zhao, Lei
;
Zhang, Shuzhong
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 125-150
Persistent link: https://www.econbiz.de/10014527298
Saved in:
5
Naive feature selection : a nearly tight convex relaxation for sparse naive Bayes
Askari, Armin
;
D'Aspremont, Alexandre
;
El Ghaoui, Laurent
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 278-296
Persistent link: https://www.econbiz.de/10014527945
Saved in:
6
Dissolving constraints for Riemannian optimization
Xiao, Nachuan
;
Liu, Xin
;
Toh, Kim-Chuan
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 366-397
Persistent link: https://www.econbiz.de/10014527949
Saved in:
7
An oblivious ellipsoid algorithm for solving a system of (in)feasible linear inequalities
Lamperski, Jourdain
;
Freund, Robert M.
;
Todd, Michael J.
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 204-231
Persistent link: https://www.econbiz.de/10014527306
Saved in:
8
Approximation algorithms and linear programming relaxations for scheduling problems related to min-sum set cover
Happach, Felix
;
Schulz, Andreas S.
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 578-598
Persistent link: https://www.econbiz.de/10014527957
Saved in:
9
Exactness conditions for semidefinite programming relaxations of generalization of the extended trust region subproblem
Jiang, Rujun
;
Li, Duan
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1235-1253
Persistent link: https://www.econbiz.de/10014329218
Saved in:
10
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
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