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type_genre:"Übersichtsarbeit"
~isPartOf:"Computational Management Science : CMS"
~subject:"Financial market"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Financial market
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Theorie
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Theory
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Mathematical programming
84
Mathematische Optimierung
84
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51
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30
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Bertocchi, Marida
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Computational Management Science : CMS
European journal of operational research : EJOR
452
Insurance / Mathematics & economics
158
Journal of economic dynamics & control
158
Computers & operations research : and their applications to problems of world concern ; an international journal
147
International journal of theoretical and applied finance
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105
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94
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International journal of production economics
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Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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INFORMS journal on computing : JOC
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Econometric reviews
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Macroeconomic dynamics
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Annals of finance
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Journal of monetary economics
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European economic review : EER
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of financial studies
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Journal of economic behavior & organization : JEBO
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Transportation research / E : an international journal
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Mathematical methods of operations research
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Journal of financial economics
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Econometric theory
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International review of financial analysis
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ECONIS (ZBW)
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1
Blocks of coordinates, stochastic programming, and markets
Flåm, Sjur D.
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 3-16
Persistent link: https://www.econbiz.de/10011993406
Saved in:
2
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
3
Identifying systemically important financial institutions : a network approach
Rovira Kaltwasser, Pablo
;
Spelta, Alessandro
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 155-185
Persistent link: https://www.econbiz.de/10011993457
Saved in:
4
The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
Saved in:
5
The value of the right distribution in stochastic programming with application to a Newsvendor problem
Maggioni, Francesca
;
Cagnolari, Matteo
;
Bertazzi, Luca
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 739-758
Persistent link: https://www.econbiz.de/10012126690
Saved in:
6
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
7
Optimized operating rules for short-term hydropower planning in a stochastic environment
Marchand, Alexia
;
Gendreau, Michel
;
Blais, Marko
; …
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 501-519
Persistent link: https://www.econbiz.de/10012053154
Saved in:
8
Observational data-based quality assessment of scenario generation for stochastic programs
Ay, Didem Sarı
;
Ryan, Sarah M.
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 521-540
Persistent link: https://www.econbiz.de/10012053155
Saved in:
9
Approximation for portfolio optimization in a financial market with shot-noise jumps
Putyatina, Oleksandra
;
Sass, Jörn
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10011876522
Saved in:
10
A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles
;
Delage, Erick
;
Gendreau, Michel
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
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