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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Laporte, Gilbert"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Derivat
Kreditrisiko
Statistical distribution
Theory
Theorie
242
Tourenplanung
117
Vehicle routing problem
117
Portfolio selection
111
Portfolio-Management
111
USA
83
United States
83
Heuristics
65
Heuristik
65
Mathematical programming
49
Mathematische Optimierung
49
Option pricing theory
47
Optionspreistheorie
47
CAPM
34
Derivative
33
Scheduling problem
33
Scheduling-Verfahren
33
Stochastic process
33
Stochastischer Prozess
33
Capital income
30
Kapitaleinkommen
30
Algorithm
29
Algorithmus
29
Volatility
29
Volatilität
29
Asset-Backed Securities
28
Asset-backed securities
28
Credit risk
28
Risk management
27
Anleihe
26
Bond
26
Risikomanagement
26
Statistische Verteilung
26
Rundreiseproblem
23
Travelling salesman problem
23
Lieferkette
22
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295
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Aufsatz in Zeitschrift
224
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72
Collection of articles of several authors
27
Sammelwerk
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Lehrbuch
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Graue Literatur
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Non-commercial literature
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Language
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Bosnian
English
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Fabozzi, Frank J.
Laporte, Gilbert
Nijkamp, Peter
179
Beladi, Hamid
169
Güth, Werner
166
Pestieau, Pierre
157
Creedy, John
154
Stiglitz, Joseph E.
153
Phillips, Peter C. B.
151
Lai, Ching-chong
141
Marjit, Sugata
139
Long, Ngo Van
134
Turnovsky, Stephen J.
133
Tirole, Jean
131
Cremer, Helmuth
129
Lambertini, Luca
126
Thisse, Jacques-François
126
Färe, Rolf
125
Jarrow, Robert A.
125
Frey, Bruno S.
122
Lien, Da-hsiang Donald
121
Acemoglu, Daron
118
Mukherjee, Arijit
118
Broll, Udo
109
Shogren, Jason F.
109
Devereux, Michael B.
107
Laffont, Jean-Jacques
107
Tsionas, Efthymios G.
107
Gersbach, Hans
106
Cheng, T. C. E.
105
Quiggin, John C.
104
Stark, Oded
104
Aghion, Philippe
103
Miceli, Thomas J.
103
Kumbhakar, Subal
102
Chiarella, Carl
101
Barnett, William A.
100
Bossert, Walter
100
Gupta, Rangan
100
Sappington, David Edward Michael
98
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Computers & operations research : and their applications to problems of world concern ; an international journal
36
European journal of operational research : EJOR
32
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
Investment management and financial management
10
The journal of fixed income
10
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
9
Financial markets and instruments
8
International journal of theoretical and applied finance
8
The journal of portfolio management : a publication of Institutional Investor
8
Computational economics
5
Journal of banking & finance
5
Top : an official journal of the Spanish Society of Statistics and Operations Research
5
Applied economics
4
INFORMS journal on computing : JOC
4
Journal of the Operational Research Society : OR
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Annals of operations research
3
Applied financial economics
3
Economics letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Review of quantitative finance and accounting
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of portfolio management : JPM
3
Annals of finance
2
Applied financial economics letters
2
European financial management : the journal of the European Financial Management Association
2
Finance research letters
2
Handbook of financial markets : securities, options and futures
2
INFOR : information systems and operational research
2
International journal of production research
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of regional science
2
Omega : the international journal of management science
2
Operations research
2
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ECONIS (ZBW)
296
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91
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91
A global shooting algorithm for the facility location and capacity acquisition problem on a line with dense demand
Murat, Alper
;
Laporte, Gilbert
;
Verter, Vedat
- In:
Computers & operations research : and their …
71
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011471547
Saved in:
92
The impact of modeling on robust inventory management under demand uncertainty
Solyalı, Oğuz
;
Cordeau, Jean-François
;
Laporte, Gilbert
- In:
Management science : journal of the Institute for …
62
(
2016
)
4
,
pp. 1188-1201
Persistent link: https://www.econbiz.de/10011470680
Saved in:
93
An iterative two-phase hybrid matheuristic for a multi-product short sea inventory-routing problem
Hemmati, Ahmad
;
Hvattum, Lars Magnus
;
Christiansen, Marielle
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 775-788
Persistent link: https://www.econbiz.de/10011472327
Saved in:
94
Mathematics and economics : saving a marriage on the brink of divorce?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011686076
Saved in:
95
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
96
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
97
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
98
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
99
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
100
Solving a multi-objective dynamic stochastic districting and routing problem with a co-evolutionary algorithm
Lei, Hongtao
;
Wang, Rui
;
Laporte, Gilbert
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 12-24
Persistent link: https://www.econbiz.de/10011440347
Saved in:
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