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Search: person:"Vandenbussche, Dieter"
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Mathematical programming
2
Mathematische Optimierung
2
Portfolio selection
2
Portfolio-Management
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2
Theory
2
Branch-and-bound
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CAPM
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alpha decay
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mean-variance optimisation
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Vandenbussche, Dieter
9
Burer, Samuel
2
Campbell, Ann Melissa
2
Hermann, William
2
Cornuéjols, Gérard
1
Jeet, Vishv
1
Li, Yanjun
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Lin, Tin-Chi
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Sivaramakrishnan, Kartik
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Stubbs, Robert A
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Stubbs, Robert A.
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The journal of portfolio management : a publication of Institutional Investor
2
Computational Optimization and Applications
1
Computational optimization and applications : an international journal
1
INFORMS journal on computing : JOC
1
International journal of financial engineering and risk management
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
1
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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ECONIS (ZBW)
4
OLC EcoSci
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Multi-period portfolio optimisation with alpha decay
Sivaramakrishnan, Kartik
;
Jeet, Vishv
;
Vandenbussche, Dieter
- In:
International journal of financial engineering and risk …
2
(
2018
)
4
,
pp. 283-307
Persistent link: https://www.econbiz.de/10012000022
Saved in:
2
Constraint attribution
Stubbs, Robert A.
;
Vandenbussche, Dieter
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 48-59
Persistent link: https://www.econbiz.de/10008652171
Saved in:
3
CONSTRAINT ATTRIBUTION
Stubbs, Robert A
;
Vandenbussche, Dieter
- In:
The journal of portfolio management : a publication of …
36
(
2010
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10008445484
Saved in:
4
Globally solving box-constrained nonconvex quadratic programs with semidefinite-based definite branch-and-bound
Burer, Samuel
;
Vandenbussche, Dieter
- In:
Computational optimization and applications : an …
43
(
2009
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10003888178
Saved in:
5
Globally solving box-constrained nonconvex quadratic programs with semidefinite-based finite branch-and-bound
Burer, Samuel
;
Vandenbussche, Dieter
- In:
Computational Optimization and Applications
43
(
2009
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10004995503
Saved in:
6
Routing for relief efforts
Campbell, Ann Melissa
;
Vandenbussche, Dieter
;
Hermann, …
- In:
Transportation science : a journal of the Institute for …
42
(
2008
)
2
,
pp. 127-145
Persistent link: https://www.econbiz.de/10003735537
Saved in:
7
Box-constrained quadratic programs with fixed charge variables
Lin, Tin-Chi
;
Vandenbussche, Dieter
- In:
Journal of global optimization : an international …
41
(
2008
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10007986580
Saved in:
8
Routing for Relief Efforts
Campbell, Ann Melissa
;
Vandenbussche, Dieter
;
Hermann, …
- In:
Transportation science : the publication of the …
42
(
2008
)
2
,
pp. 127-145
Persistent link: https://www.econbiz.de/10008045593
Saved in:
9
K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau
Cornuéjols, Gérard
;
Li, Yanjun
;
Vandenbussche, Dieter
- In:
INFORMS journal on computing : JOC
15
(
2003
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10007103375
Saved in:
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