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~source:"econis"
~subject:"Algorithmus"
~subject:"Multikriterielle Entscheidungsanalyse"
~subject:"Portfolio selection"
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BOOK REVIEWS - Stochastic Opti...
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Algorithmus
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Portfolio optimisation with drawdown constraints
Chekhlov, Alexei
;
Uryasev, Stanislav
;
Zabarankin, Michael
- In:
Asset and liability management tools
,
(pp. 253-268)
.
2003
Persistent link: https://www.econbiz.de/10002169368
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2
Optimization of conditional value-at-risk
Rockafellar, R. Tyrrell
;
Uryasev, Stanislav
- In:
Innovations in risk management : seminal papers from …
,
(pp. 179-204)
.
2004
Persistent link: https://www.econbiz.de/10002600304
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3
Conditional value-at-risk for general loss distributions
Rockafellar, Ralph Tyrrell
;
Uryasev, Stanislav
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10001688522
Saved in:
4
Regulatory impacts on credit portfolio management
Theiler, Ursula
;
Bugera, Vladimir
;
Revenko, Alla
; …
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 335-340)
.
2003
Persistent link: https://www.econbiz.de/10001752031
Saved in:
5
Advances in multicriteria analysis
Pardalos, Panos M.
(
ed.
);
Siskos, Yannis
(
contributor
); …
-
1995
Persistent link: https://www.econbiz.de/10000546277
Saved in:
6
A multicriteria approach for rating the credit risk of financial institutions
Baourakis, G.
;
Conisescu, M.
;
Dijk, Gert van
;
Pardalos, …
- In:
Computational Management Science : CMS
6
(
2009
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10003862189
Saved in:
7
An efficient string sorting algorithm for weighing matrices of small weight
Kotsireas, Ilias S.
;
Koukouvinos, Christos
;
Pardalos, …
- In:
Optimization letters
4
(
2010
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10003936238
Saved in:
8
Exact algorithms for a scheduling problem with unrelated parallel machines and sequence and machine-dependent setup times
Leite Rocha, Pedro
;
Ravetti, Martín Gómez
;
Mateus, …
- In:
Computers & operations research : and their …
35
(
2008
)
4
,
pp. 1250-1264
Persistent link: https://www.econbiz.de/10003670200
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9
A bilinear reduction based algorithm for solving capacitated multi-item dynamic pricing problems
Nahapetyan, Artyom G.
;
Pardalos, Panos M.
- In:
Computers & operations research : and their …
35
(
2008
)
5
,
pp. 1601-1612
Persistent link: https://www.econbiz.de/10003670891
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10
Periodic complementary binary sequences and combinatorial optimization algorithms
Kotsireas, Ilias S.
;
Koukouvinos, Christos
;
Pardalos, …
- In:
Journal of combinatorial optimization
20
(
2010
)
1
,
pp. 63-75
Persistent link: https://www.econbiz.de/10008649985
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