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Nagarajan, Viswanath
8
Sviridenko, Maxim
8
Basu, Amitabh
7
Blanchet, Jose
7
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7
Mannor, Shie
6
Scarsini, Marco
6
Végh, László A.
6
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5
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4
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4
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Mathematics of operations research
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1,980
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1,865
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1,804
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1,714
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ECONIS (ZBW)
772
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1
Numeraire-invariant quadratic hedging and mean-variance portfolio allocation
Černý, Aleš
;
Czichowsky, Christoph
;
Kallsen, Jan
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 752-781
Persistent link: https://www.econbiz.de/10014564364
Saved in:
2
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
3
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
4
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
5
Uniqueness of clearing payment matrices in financial networks
Csóka, Péter
;
Herings, Peter Jean-Jacques
- In:
Mathematics of operations research
49
(
2024
)
1
,
pp. 232-250
Persistent link: https://www.econbiz.de/10014527308
Saved in:
6
Extension of additive valuations to general valuations on the existence of EFX
Mahara, Ryoga
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1263-1277
Persistent link: https://www.econbiz.de/10014564977
Saved in:
7
On capacity-filling and substitutable choice rules
Doğan, Battal
;
Doğan, Serhat
;
Yıldız, Kemal
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 856-868
Persistent link: https://www.econbiz.de/10012625649
Saved in:
8
Stabilizing weighted graphs
Koh, Zhuan Khye
;
Sanità, Laura
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1318-1341
Persistent link: https://www.econbiz.de/10012320320
Saved in:
9
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi
;
Cui, Ying
;
Pang, Jong-shi
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
Saved in:
10
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
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