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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
European journal of operational research : EJOR
3,087
Computers & operations research : and their applications to problems of world concern ; an international journal
1,534
SpringerLink / Bücher
1,307
NBER working paper series
1,095
International journal of production research
1,002
Working paper / National Bureau of Economic Research, Inc.
956
Finance research letters
955
Journal of banking & finance
898
NBER Working Paper
831
Operations research letters
770
Management science : journal of the Institute for Operations Research and the Management Sciences
644
Europäische Hochschulschriften / 5
616
The journal of finance : the journal of the American Finance Association
533
Journal of financial economics
520
Operations research
516
International review of financial analysis
497
Mathematics of operations research
494
Discussion paper / Centre for Economic Policy Research
474
International journal of production economics
454
Insurance / Mathematics & economics
446
INFORMS journal on computing : JOC
420
Journal of economic dynamics & control
388
Omega : the international journal of management science
388
Transportation research / E : an international journal
374
Applied economics
360
International review of economics & finance : IREF
353
Springer eBook Collection
336
Journal of financial and quantitative analysis : JFQA
330
Pacific-Basin finance journal
330
Gabler Edition Wissenschaft
329
Research paper series / Swiss Finance Institute
320
Working paper
319
The journal of corporate finance : contracting, governance and organization
311
The journal of portfolio management : a publication of Institutional Investor
311
The review of financial studies
311
Discussion paper
303
Economic modelling
288
Research in international business and finance
287
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ECONIS (ZBW)
303
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1
Duality for portfolio optimization with short sales
Wanka, Gert
;
Göhler, Lars
- In:
Mathematical methods of operations research
53
(
2001
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10001628002
Saved in:
2
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
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3
Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter
- In:
Mathematical methods of operations research
72
(
2010
)
3
,
pp. 433-451
Persistent link: https://www.econbiz.de/10008748334
Saved in:
4
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
Saved in:
5
Mean-variance portfolio selection for a non-life insurance company
Delong, Łukasz
;
Gerrard, Russell
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 339-367
Persistent link: https://www.econbiz.de/10003564155
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6
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
7
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
Saved in:
8
SAA method based on modified Newton method for stochastic variational inequality with second-oder cone constraints and application in portfolio optimization
Chen, Shuang
;
Pang, Li-Ping
;
Ma, Xue-Fei
;
Li, Dan
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011673458
Saved in:
9
Utility maximization in an illiquid market in continuous time
Soner, Halil Mete
;
Vukelja, Mirjana
- In:
Mathematical methods of operations research
84
(
2016
)
2
,
pp. 285-321
Persistent link: https://www.econbiz.de/10011673528
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10
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
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