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Mathematical programming
100
Mathematische Optimierung
100
Theorie
69
Theory
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Portfolio selection
27
Portfolio-Management
27
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16
Algorithmus
16
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Markov chain
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Amman, Hans M.
3
Blueschke, D.
3
Blueschke-Nikolaeva, V.
3
Alkemade, Floortje
2
Bayón, L.
2
García-Rubio, Raquel
2
Gulliksson, Mårten
2
Halkos, George E.
2
LaPoutré, Han
2
Mazur, Stepan
2
Neck, Reinhard
2
Schinas, C. J.
2
Toloo, Mehdi
2
Tucci, Marco Paolo
2
Vezeris, D. Th.
2
Ahmadian, D.
1
Alexakis, Christos A.
1
Alves, Maria João
1
Arapakis, Karolos
1
Barat, Mona
1
Battaglia, Francesco
1
Berger, Thomas
1
Best, Michael J.
1
Bhaya, Amit
1
Bizergianidou, V. A.
1
Blueschke, Dmitri
1
Borges, C. C. H.
1
Bouzianis, G.
1
Brandt-Pollmann, Ulrich
1
Brorsen, B. Wade
1
Cai, Yongyang
1
Camcı, A.
1
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1
Carrano, Eduardo G.
1
Ceffer, Attila
1
Cerda, José
1
Chang, Wonjun
1
Chavanasporn, Walailuck
1
Chen, Chi Ming
1
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1
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Computational economics
European journal of operational research : EJOR
2,427
Computers & operations research : and their applications to problems of world concern ; an international journal
1,392
International journal of production research
863
Operations research letters
643
Operations research
400
Mathematics of operations research
399
INFORMS journal on computing : JOC
386
International journal of production economics
356
Transportation research / E : an international journal
286
Omega : the international journal of management science
273
Mathematical methods of operations research
217
Journal of the Operational Research Society : OR
209
Management science : journal of the Institute for Operations Research and the Management Sciences
206
Annals of operations research
195
Opsearch : journal of the Operational Research Society of India
192
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
190
Journal of the Operational Research Society
181
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
177
Operational research : an international journal
168
OR spectrum : quantitative approaches in management
164
RAIRO / Operations research
161
SpringerLink / Bücher
155
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
142
Discussion paper / Center for Economic Research, Tilburg University
141
Top : transactions in operations research
134
International transactions in operational research : a journal of the International Federation of Operational Research Societies
128
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
127
4OR : a quarterly journal of operations research
119
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
115
Discussion paper / Tinbergen Institute
111
Lecture notes in economics and mathematical systems : LNEMS
110
Report
109
Journal of economic dynamics & control
107
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
106
EURO journal on computational optimization
106
Computational Management Science : CMS
103
Journal of scheduling
100
CORE discussion paper : DP
95
Computers & operations research : an international journal
94
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ECONIS (ZBW)
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1
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
- In:
Computational economics
63
(
2024
)
6
,
pp. 2247-2269
Persistent link: https://www.econbiz.de/10014636734
Saved in:
2
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
3
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
4
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
5
On the optimal size and composition of customs unions : an evolutionary approach
Saber, Takfarinas
;
Naeher, Dominik
;
De Lombaerde, Philippe
- In:
Computational economics
62
(
2023
)
4
,
pp. 1457-1479
Persistent link: https://www.econbiz.de/10014437379
Saved in:
6
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional simulation output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
Saved in:
7
A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
Saved in:
8
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
9
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
10
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
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