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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Operations research"
~subject:"Portfolio-Management"
~subject:"Risikomanagement"
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Portfolio-Management
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565
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565
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215
Mathematische Optimierung
215
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101
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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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3
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
Operations research
Journal of banking & finance
570
NBER working paper series
533
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
419
European journal of operational research : EJOR
411
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386
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379
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287
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264
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255
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253
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232
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221
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220
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209
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200
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200
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196
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194
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178
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177
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ECONIS (ZBW)
490
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1
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490
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1
The inventory routing problem under uncertainty
Cui, Zheng
;
Long, Daniel Zhuoyu
;
Qi, Jin
;
Zhang, Lianmin
- In:
Operations research
71
(
2023
)
1
,
pp. 378-395
Persistent link: https://www.econbiz.de/10014308539
Saved in:
2
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
3
Endogenous credit, business cycle, and portfolio selection
Choi, Kyoung Jin
;
Koo, Hyeng-keun
;
Lim, Byung Hwa
;
Yoo, Jane
- In:
Operations research
72
(
2024
)
3
,
pp. 871-884
Persistent link: https://www.econbiz.de/10014556823
Saved in:
4
Robust risk quantification via shock propagation in financial networks
Ahn, Dohyun
;
Chen, Nan
;
Kim, Kyoung-Kuk
- In:
Operations research
72
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014505013
Saved in:
5
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
6
Nonadditive multiattribute utility functions for portfolio decision analysis
Liesiö, Juuso
;
Vilkkumaa, Eeva
- In:
Operations research
69
(
2021
)
6
,
pp. 1886-1908
Persistent link: https://www.econbiz.de/10012815744
Saved in:
7
Submodularity in conic quadratic mixed 0-1
optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
8
Robustness in the
optimization
of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
9
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
10
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
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