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~person:"Baksalary, Oskar Maria"
~person:"Ledoit, Olivier"
~person:"Rosenow, Bernd"
~person:"Wolsey, Laurence A."
~type_genre:"Aufsatz in Zeitschrift"
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Network formulations of mixed-integer programs
Conforti, Michele
;
Di Summa, Marco
;
Eisenbrand, Friedrich
; …
- In:
Mathematics of operations research
34
(
2009
)
1
,
pp. 194-209
Persistent link: https://www.econbiz.de/10003870025
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2
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
3
Application of random matrix theory to study cross-correlations of stock prices
Rosenow, Bernd
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 399-403
Persistent link: https://www.econbiz.de/10001522893
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