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~language:"eng"
~language:"hrv"
~language:"spa"
~source:"econis"
~subject:"Außenwirtschaftstheorie"
~subject:"Mathematische Optimierung"
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Außenwirtschaftstheorie
Mathematische Optimierung
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Gendreau, Michel
53
Nesterov, Jurij Evgenʹevič
52
Hertog, Dirk den
51
Jones, Ronald Winthrop
48
Bertsimas, Dimitris
44
Pardalos, Panos M.
44
Lodi, Andrea
42
Escudero, Laureano F.
41
Zhang, Shuzhong
39
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
36
Drexl, Andreas
36
Kimms, Alf
36
Krugman, Paul R.
36
Puerto, Justo
36
Markusen, James R.
35
Drezner, Zvi
34
Goerigk, Marc
34
Beladi, Hamid
31
Kemp, Murray C.
30
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Helpman, Elhanan
29
Desaulniers, Guy
27
Figueira, José Rui
27
Labbé, Martine
27
Sethi, Suresh
27
Talman, Dolf
27
Venables, Anthony
27
Ben-Tal, Aharon
26
Grossman, Gene M.
26
Hazari, Bharat R.
26
Coelho, Leandro C.
25
Deardorff, Alan V.
25
Hao, Jin-Kao
25
Leus, Roel
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
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National Bureau of Economic Research
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15
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IGI Global
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12
Erasmus Research Institute of Management
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Center for Economic Research <Tilburg>
9
Edward Elgar Publishing
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Federation for Information Processing
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Internationaler Währungsfonds / Research Department
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International Workshop on Global Optimization <1999, Florenz>
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Conference on Optimization Techniques <8, 1977, Würzburg>
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Gesellschaft für Angewandte Mathematik und Mechanik
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Gesellschaft für Operations-Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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University of Exeter / Department of Economics
3
University of Nottingham / Centre for Research on Globalisation and Labour Markets
3
Australian National University / Faculty of Economics and Commerce
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Erasmus Institute for Advanced Studies in Management
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
FernUniversität in Hagen
2
Forschungsinstitut für Diskrete Mathematik
2
INSEAD
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
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European journal of operational research : EJOR
1,858
Computers & operations research : and their applications to problems of world concern ; an international journal
1,060
Operations research letters
538
International journal of production research
492
Operations research
325
Mathematics of operations research
320
INFORMS journal on computing : JOC
314
Mathematical methods of operations research
194
International journal of production economics
185
Omega : the international journal of management science
177
Transportation research / E : an international journal
154
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
150
Management science : journal of the Institute for Operations Research and the Management Sciences
149
Journal of the Operational Research Society : OR
143
Opsearch : journal of the Operational Research Society of India
127
Operational research : an international journal
125
Journal of the Operational Research Society
123
RAIRO / Operations research
123
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
118
Discussion paper / Center for Economic Research, Tilburg University
116
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
113
Top : transactions in operations research
112
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Computers & operations research : an international journal
108
Annals of operations research
103
Discussion paper / Tinbergen Institute
102
International transactions in operational research : a journal of the International Federation of Operational Research Societies
100
Journal of economic dynamics & control
95
4OR : a quarterly journal of operations research
93
CORE discussion paper : DP
91
EURO journal on computational optimization
89
Working paper / National Bureau of Economic Research, Inc.
89
Computational Management Science : CMS
84
Journal of international economics
82
Journal of scheduling
78
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
77
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
76
Lecture notes in economics and mathematical systems : LNEMS
75
Computational economics
71
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ECONIS (ZBW)
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170
OLC EcoSci
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1
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
2
Portfolio selection and optimization with higher moments : evidence from the Indian stock market
Saranya, K.
;
Prasanna, P. Krishna
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10010358431
Saved in:
3
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G.
-
2003
Persistent link: https://www.econbiz.de/10001786452
Saved in:
4
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
5
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
9
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
10
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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