//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~person:"Georghiou, Angelos"
~person:"Lillo, Fabrizio"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Portfolio selection
4
Portfolio-Management
4
Mathematical programming
3
Mathematische Optimierung
3
Financial crisis
2
Finanzkrise
2
Risiko
2
Risk
2
Robust statistics
2
Robustes Verfahren
2
decision rules
2
error bounds
2
robust optimization
2
Bank liquidity
1
Bank risk
1
Bankenliquidität
1
Bankrisiko
1
Capital structure
1
Cluster analysis
1
Clusteranalyse
1
Collateral
1
Correlation
1
Credit risk
1
Decision
1
Dynamic programming
1
Dynamische Optimierung
1
Entscheidung
1
Experience curves
1
Financial product
1
Finanzprodukt
1
Haircut
1
Illiquidity
1
Kapitalstruktur
1
Korrelation
1
Kreditrisiko
1
Kreditsicherung
1
Learning process
1
Learning-by-doing
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Georghiou, Angelos
Lillo, Fabrizio
Bertsimas, Dimitris
15
Sim, Melvyn
9
Topaloğlu, Hüseyin
8
Li, Duan
7
Wiesemann, Wolfram
7
Goyal, Vineet
6
Kraft, Holger
6
Segev, Danny
6
Branger, Nicole
5
Chen, Xi
5
Delage, Erick
5
Kuhn, Daniel
5
Lam, Henry
5
Lioui, Abraham
5
Munk, Claus
5
Qi, Jin
5
Rusmevichientong, Paat
5
Zenios, Stauros Andrea
5
Chan, Timothy C. Y.
4
Chen, Xin
4
Cui, Xiangyu
4
Feldman, Jacob
4
Hertog, Dirk den
4
Li, Kai
4
Long, Daniel Zhuoyu
4
Nelson, Barry L.
4
Shapiro, Alexander
4
Simchi-Levi, David
4
Agrawal, Shipra
3
Atamtürk, Alper
3
Balseiro, Santiago R.
3
Bandi, Chaithanya
3
Ben-Tal, Aharon
3
Besbes, Omar
3
Capponi, Agostino
3
Correa, José
3
Cvitanić, Jakša
3
Gao, Rui
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Operations research
Computational Management Science : CMS
1
Les cahiers du GERAD
1
Quantitative Finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A primal-dual lifting scheme for two-stage robust
optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
Saved in:
2
Robust dual dynamic programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
Saved in:
3
Design of near optimal decision rules in multistage adaptive mixed-integer
optimization
Bertsimas, Dimitris
;
Georghiou, Angelos
- In:
Operations research
63
(
2015
)
3
,
pp. 610-627
Persistent link: https://www.econbiz.de/10011292952
Saved in:
4
Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
5
When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification
Corsi, Fulvio
;
Marmi, Stefano
;
Lillo, Fabrizio
- In:
Operations research
64
(
2016
)
5
,
pp. 1073-1088
Persistent link: https://www.econbiz.de/10011594641
Saved in:
6
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
7
Cluster analysis for portfolio
optimization
Tola, Vincenzo
;
Lillo, Fabrizio
;
Gallegati, Mauro
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 235-258
Persistent link: https://www.econbiz.de/10003622751
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->