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~subject:"Mathematical programming"
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Liquidity and market structure
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Mathematical programming
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Nesterov, Jurij Evgenʹevič
52
Gendreau, Michel
51
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51
Pardalos, Panos M.
44
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43
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41
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39
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39
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38
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37
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37
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36
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36
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35
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34
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33
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30
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30
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28
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26
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25
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25
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25
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25
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24
Hao, Jin-Kao
24
Morabito, Reinaldo
24
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23
Gendron, Bernard
23
Iori, Manuel
23
Letchford, Adam N.
23
Ljubić, Ivana
23
Yang, Zaifu
23
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Martello, Silvano
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International Workshop on Global Optimization <1999, Florenz>
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
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Edward Elgar Publishing
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Forschungsinstitut für Diskrete Mathematik
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Gesellschaft für Angewandte Mathematik und Mechanik
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Gesellschaft für Operations-Research
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Federal Reserve System / Board of Governors
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INSEAD
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Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
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OECD
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Society for Industrial and Applied Mathematics
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Technische Universität Clausthal
2
Advanced Study Institute on Mathematical Modelling of Energy Systems <1979, Istanbul>
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European journal of operational research : EJOR
1,817
Computers & operations research : and their applications to problems of world concern ; an international journal
1,058
Operations research letters
531
International journal of production research
479
Operations research
318
INFORMS journal on computing : JOC
314
Mathematics of operations research
311
Mathematical methods of operations research
194
International journal of production economics
182
Omega : the international journal of management science
172
Transportation research / E : an international journal
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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
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of the Operational Research Society : OR
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Opsearch : journal of the Operational Research Society of India
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Operational research : an international journal
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RAIRO / Operations research
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Journal of the Operational Research Society
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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
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
114
Top : transactions in operations research
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Discussion paper / Center for Economic Research, Tilburg University
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Annals of operations research
104
International transactions in operational research : a journal of the International Federation of Operational Research Societies
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4OR : a quarterly journal of operations research
93
EURO journal on computational optimization
90
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89
Journal of economic dynamics & control
87
Computational Management Science : CMS
84
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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Journal of scheduling
78
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75
Lecture notes in economics and mathematical systems : LNEMS
72
Computational economics
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SpringerLink / Bücher
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Networks and spatial economics : a journal of infrastructure modeling and computation
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ECONIS (ZBW)
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1
Liquidity
commonality and its causes : evidence from the Korean stock market
Cho̕e, Hyuk
;
Yang, Cheol-won
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 626-658
Persistent link: https://www.econbiz.de/10009231511
Saved in:
2
Asset allocation and multivariate position based trading
Pape, Bernd
- In:
Journal of economic interaction and coordination : JEIC
2
(
2007
)
2
,
pp. 163-193
Persistent link: https://www.econbiz.de/10003580915
Saved in:
3
Economic Engineering Modeling of Liberalized Electricity Markets : Approaches, Algorithms, and Applications in a European Context
Leuthold, Florian U.
-
2010
Persistent link: https://www.econbiz.de/10003923966
Saved in:
4
Economies of scale and scope, contestability, windfall profits and regulatory risk
Ryan, Michael J.
- In:
The Manchester School
68
(
2000
)
6
,
pp. 701-722
Persistent link: https://www.econbiz.de/10001532907
Saved in:
5
Optimal basket liquidation for CARA investors is deterministic
Schied, Alexander
;
Schöneborn, Torsten
;
Tehranchi, Michael
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 471-489
Persistent link: https://www.econbiz.de/10008797245
Saved in:
6
Managing
liquidity
buffer through core
liquidity
portfolio
Chagwiza, Wilbert
;
Garira, Winston
;
Moyo, Simiso
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 70-77
Persistent link: https://www.econbiz.de/10010515774
Saved in:
7
Endogenizing exogenous default barrier models : the MM algorithm
Forte, Santiago
;
Lovreta, Lidija
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1639-1652
Persistent link: https://www.econbiz.de/10009616446
Saved in:
8
Optimal liquidation strategies regularize portfolio selection
Caccioli, Fabio
;
Still, Susanne
;
Marsili, Matteo
; …
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 554-571
Persistent link: https://www.econbiz.de/10010243596
Saved in:
9
On the computation of LOT
liquidity
measure
Zhao, Wandi
;
Wang, Mingjin
- In:
Economics letters
136
(
2015
),
pp. 76-80
Persistent link: https://www.econbiz.de/10011435884
Saved in:
10
The LIX : a model-independent
liquidity
index
Guillaume, Florence
- In:
Journal of banking & finance
58
(
2015
),
pp. 214-231
Persistent link: https://www.econbiz.de/10011543981
Saved in:
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