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~isPartOf:"European journal of operational research : EJOR"
~person:"Gao, Jianjun"
~person:"Pérez, Gloría"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
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Portfolio selection
Stochastischer Prozess
Theorie
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5
Mathematische Optimierung
5
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4
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Gao, Jianjun
Pérez, Gloría
Escudero, Laureano F.
11
Liesiö, Juuso
10
Shapiro, Alexander
8
Gendreau, Michel
7
Salo, Ahti A.
7
Li, Duan
6
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Rossi, Roberto
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Steuer, Ralph E.
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4
Powell, Warren B.
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Speranza, Maria Grazia
4
Utz, Sebastian
4
Zopounidis, Constantin
4
Ahmed, Shabbir
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Bertazzi, Luca
3
Boute, Robert N.
3
Côté, Jean-François
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Côté, Pascal
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Disney, Stephen M.
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Florio, Alexandre M.
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Kerstens, Kristiaan
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Long, Hongwei
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European journal of operational research : EJOR
Biltoki : documentos de trabajo
5
Computers & operations research : and their applications to problems of world concern ; an international journal
4
Top : transactions in operations research
2
Computational Management Science : CMS
1
Journal of economic dynamics & control
1
Operational research : an international journal
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ECONIS (ZBW)
6
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1
An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems : some theoretical and experimental aspects
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
- In:
European journal of operational research : EJOR
204
(
2010
)
1
,
pp. 105-116
Persistent link: https://www.econbiz.de/10003946641
Saved in:
2
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
3
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
Saved in:
4
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
5
A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
Aldasoro, Unai
;
Escudero, Laureano F.
;
Merino, María
; …
- In:
European journal of operational research : EJOR
258
(
2017
)
2
,
pp. 590-606
Persistent link: https://www.econbiz.de/10011644197
Saved in:
6
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
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