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~isPartOf:"The engineering economist : a journal devoted to the problems of capital investment"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Handbook"
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Mathematische Optimierung
Portfolio selection
14
Portfolio-Management
14
Theorie
13
Theory
13
Mathematical programming
8
Capital income
3
Kapitaleinkommen
3
Heuristics
2
Heuristik
2
Portfolio optimization
2
Risiko
2
Risk
2
Aktienindex
1
Algorithm
1
Algorithmus
1
Betriebliche Liquidität
1
CAPM
1
Cash management
1
Cash-Management
1
Corporate liquidity
1
Danzig-Wolfe decomposition
1
Estimation theory
1
Evolutionary algorithm
1
Evolutionärer Algorithmus
1
Genetic algorithm
1
Index fund
1
Measurement
1
Messung
1
Mixed-integer nonlinear programming
1
Nachbarschaft
1
Neighbourhood
1
Nichtlineare Optimierung
1
Nonlinear programming
1
Project management
1
Projektmanagement
1
Risikoaversion
1
Risikomaß
1
Risk aversion
1
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8
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Bansal, Saurabh
2
Lee, Chungmok
2
Pachamanova, Dessislava A.
2
Ahipasaoglu, Selin D.
1
Ardila, Carlos
1
Brandão, Luiz Eduardo Teixeira
1
Cabrales, Sergio
1
Cantürk, Volkan S.
1
Castro, Javier Gutiérrez
1
Choi, Hwayong
1
Clavijo, Óscar
1
Cortés, María
1
Duman, Ekrem
1
Díaz, Juan
1
Gomes, Leonardo Lima
1
Hernández, Juan
1
Jeon, Mingoo
1
Jiang, Tao
1
Kang, Daemook
1
Kayış, Enis
1
Kim, Yerin
1
Organ, Z. Batuhan
1
Park, Sungsoo
1
Qin, Lang
1
Teksan, Zehra Melis
1
Tito, Edison Americo Huarsaya
1
Wang, Delin
1
Wang, Shuo
1
Wu, Jinglian
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Yıldırım, Ceren E.
1
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1
Çamlıca, Mustafa
1
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The engineering economist : a journal devoted to the problems of capital investment
European journal of operational research : EJOR
120
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
25
Journal of the Operational Research Society
20
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Journal of banking & finance
16
OR spectrum : quantitative approaches in management
16
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Omega : the international journal of management science
12
Mathematics of operations research
11
Applied mathematical finance
10
Economic modelling
10
Mathematical methods of operations research
10
Risks : open access journal
10
Annals of finance
9
International journal of financial engineering
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
Journal of risk and financial management : JRFM
8
Computational management science
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
INFOR : information systems and operational research
7
INFORMS journal on computing : JOC
7
RAIRO / Operations research
7
The European journal of finance
7
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ECONIS (ZBW)
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1
Crypto-assets portfolio optimization under the omega measure
Castro, Javier Gutiérrez
;
Tito, Edison Americo Huarsaya
; …
- In:
The engineering economist : a journal devoted to the …
65
(
2020
)
2
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012261172
Saved in:
2
Special Issue on nonconvex portfolio optimization : introduction
Bansal, Saurabh
;
Pachamanova, Dessislava A.
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 193-195
Persistent link: https://www.econbiz.de/10012195803
Saved in:
3
GAN-MP hybrid heuristic algorithm for non-convex portfolio optimization problem
Kim, Yerin
;
Kang, Daemook
;
Jeon, Mingoo
;
Lee, Chungmok
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 196-226
Persistent link: https://www.econbiz.de/10012195804
Saved in:
4
An inexact l2-norm penalty method for cardinality constrained portfolio optimization
Jiang, Tao
;
Wang, Shuo
;
Zhang, Ruochen
;
Qin, Lang
;
Wu, …
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 289-297
Persistent link: https://www.econbiz.de/10012195811
Saved in:
5
Index fund optimization using a hybrid model : genetic algorithm and mixed-integer nonlinear programming
Díaz, Juan
;
Cortés, María
;
Hernández, Juan
; …
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 298-309
Persistent link: https://www.econbiz.de/10012195813
Saved in:
6
An extension to the classical mean-variance portfolio optimization model
Ötken, Çelen N.
;
Organ, Z. Batuhan
;
Yıldırım, Ceren E.
- In:
The engineering economist : a journal devoted to the …
64
(
2019
)
3
,
pp. 310-321
Persistent link: https://www.econbiz.de/10012195814
Saved in:
7
Special issue on nonconvex portfolio optimization
Pachamanova, Dessislava A.
(
ed.
);
Bansal, Saurabh
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012195822
Saved in:
8
The column generation approach to the mean-risk model for the portfolio selection problem with spillover risk aversion
Choi, Hwayong
;
Lee, Chungmok
;
Park, Sungsoo
- In:
The engineering economist : a journal devoted to the …
69
(
2024
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014576802
Saved in:
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