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~person:"Bertsimas, Dimitris"
~person:"Lejeune, Miguel A."
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Estimation theory
Portfolio-Management
Mathematical programming
63
Mathematische Optimierung
63
Theorie
58
Theory
58
Robust statistics
20
Robustes Verfahren
20
Stochastic process
18
Stochastischer Prozess
18
Portfolio selection
9
mixed-integer optimization
9
Scheduling problem
7
Scheduling-Verfahren
7
stochastic programming
7
Algorithm
6
Algorithmus
6
Ganzzahlige Optimierung
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Integer programming
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Risiko
5
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robust optimization
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Decision under uncertainty
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Dynamic programming
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Dynamische Optimierung
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Entscheidung unter Unsicherheit
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Schätztheorie
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Stochastic programming
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outer approximation
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Air transport
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Heuristik
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13
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13
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Bertsimas, Dimitris
Lejeune, Miguel A.
Li, Duan
13
Post, Thierry
12
Kwon, Roy H.
10
Steuer, Ralph E.
9
Chen, Zhiping
8
Consigli, Giorgio
8
Korn, Ralf
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
Zagst, Rudi
7
Zenios, Stauros Andrea
7
Escobar, Marcos
6
Kim, Woo Chang
6
Liang, Zongxia
6
Steffensen, Mogens
6
Weissensteiner, Alex
6
Xu, Fengmin
6
Yao, Haixiang
6
Carrizosa, Emilio
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Kopa, Miloš
5
Lee, Yongjae
5
Mavrotas, George
5
Pla-Santamaria, David
5
Puerto, Justo
5
Scozzari, Andrea
5
Speranza, Maria Grazia
5
Sun, Xiaoling
5
Tardella, Fabio
5
Topaloglou, Nikolas
5
Zariphopoulou-Souganidis, Thaleia
5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Best, Michael J.
4
Bäuerle, Nicole
4
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Computers & operations research : and their applications to problems of world concern ; an international journal
2
European journal of operational research : EJOR
2
INFORMS journal on computing : JOC
2
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
Operations research
1
Operations research letters
1
Quantitative finance
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ECONIS (ZBW)
13
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1
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13
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1
Data-driven project portfolio selection : decision-dependent stochastic
programming
formulations with reliability and time to market requirements
Kettunen, Janne
;
Lejeune, Miguel A.
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013343228
Saved in:
2
Sparse convex regression
Bertsimas, Dimitris
;
Mundru, Nishanth
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 262-279
Persistent link: https://www.econbiz.de/10012496386
Saved in:
3
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
4
A scalable algorithm for sparse portfolio selection
Bertsimas, Dimitris
;
Cory-Wright, Ryan
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1489-1511
Persistent link: https://www.econbiz.de/10013361693
Saved in:
5
Multi-objective probabilistically constrained programs with variable risk : models for multi-portfolio financial optimization
Lejeune, Miguel A.
;
Shen, Siqian
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 522-539
Persistent link: https://www.econbiz.de/10011457705
Saved in:
6
Characterization of the equivalence of robustification and regularization in linear and matrix regression
Bertsimas, Dimitris
;
Copenhaver, Martin S.
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 931-942
Persistent link: https://www.econbiz.de/10011882668
Saved in:
7
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
8
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
9
On the approximability of adjustable robust convex optimization under uncertainty
Bertsimas, Dimitris
;
Goyal, Vineet
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 323-343
Persistent link: https://www.econbiz.de/10009774897
Saved in:
10
Construction of risk-averse enhanced index funds
Lejeune, Miguel A.
;
Samatlı-Paç, Gülay
- In:
INFORMS journal on computing : JOC
25
(
2013
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10010203600
Saved in:
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