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Mathematical programming
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Hertog, Dirk den
52
Nesterov, Jurij Evgenʹevič
52
Gendreau, Michel
51
Bertsimas, Dimitris
44
Pardalos, Panos M.
44
Escudero, Laureano F.
41
Lodi, Andrea
39
Zhang, Shuzhong
39
Drexl, Andreas
38
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
36
Kimms, Alf
36
Puerto, Justo
35
Goerigk, Marc
34
Drezner, Zvi
33
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
30
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30
Voß, Stefan
28
Ben-Tal, Aharon
27
Desaulniers, Guy
27
Sethi, Suresh
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Talman, Dolf
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25
Labbé, Martine
25
Leus, Roel
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Vial, Jean-Philippe
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Anjos, Miguel F.
24
Hao, Jin-Kao
24
Morabito, Reinaldo
24
Coelho, Leandro C.
23
Gendron, Bernard
23
Iori, Manuel
23
Letchford, Adam N.
23
Ljubić, Ivana
23
Yang, Zaifu
23
Crainic, Teodor Gabriel
22
Delage, Erick
22
Ehrgott, Matthias
22
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National Bureau of Economic Research
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International Federation for Information Processing
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Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
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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Helmut-Schmidt-Universität
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Ekonomiska Forskningsinstitutet
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
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FernUniversität in Hagen
2
INSEAD
2
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
2
Society for Industrial and Applied Mathematics
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Technische Universität Clausthal
2
Advanced Study Institute on Mathematical Modelling of Energy Systems <1979, Istanbul>
1
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European journal of operational research : EJOR
1,842
Computers & operations research : and their applications to problems of world concern ; an international journal
1,061
Operations research letters
534
International journal of production research
482
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322
INFORMS journal on computing : JOC
314
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International journal of production economics
183
Omega : the international journal of management science
174
Transportation research / E : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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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Journal of the Operational Research Society : OR
144
Opsearch : journal of the Operational Research Society of India
128
Journal of the Operational Research Society
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Operational research : an international journal
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RAIRO / Operations research
124
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
OR spectrum : quantitative approaches in management
116
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
Discussion paper / Center for Economic Research, Tilburg University
113
Top : transactions in operations research
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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Annals of operations research
106
International transactions in operational research : a journal of the International Federation of Operational Research Societies
101
4OR : a quarterly journal of operations research
93
Discussion paper / Tinbergen Institute
90
EURO journal on computational optimization
90
Journal of economic dynamics & control
89
Computational Management Science : CMS
86
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
82
Computers & operations research : an international journal
78
Journal of scheduling
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
77
Computational economics
73
Lecture notes in economics and mathematical systems : LNEMS
72
SpringerLink / Bücher
71
Networks and spatial economics : a journal of infrastructure modeling and computation
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ECONIS (ZBW)
17,101
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1
On the exact solution of the multi-period portfolio choice problem for an exponential
utility
under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
2
Portfolio optimization under nonlinear
utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
3
A comparison between goal programming and regression analysis for portfolio selection
Tamiz, Mehrdad
- In:
Multiple criteria decision making : proceedings of the …
,
(pp. 421-432)
.
1997
Persistent link: https://www.econbiz.de/10001320327
Saved in:
4
Portfolio optimization : not necessarily concave
utility
and constraints on wealth and allocation
Escobar, Marcos
;
Kschonnek, Michel
;
Zagst, Rudi
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 101-140
Persistent link: https://www.econbiz.de/10013184223
Saved in:
5
Expected
utility
approximation and portfolio optimisation
Fahrenwaldt, Matthias
;
Sun, Chaofan
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
Saved in:
6
Robust decision making using a general
utility
set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
7
A two staged goal programming model for portfolio selection
Tamiz, Mehrdad
;
Hasham, Rishma
;
Jones, Dylan F.
;
Hesni, B.
- In:
Multi-objective programming and goal programming : …
,
(pp. 286-299)
.
1996
Persistent link: https://www.econbiz.de/10014550158
Saved in:
8
Polynomial
utility
Lollike, Alexander Sevel
;
Steffensen, Mogens
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500193
Saved in:
9
Multiobjective programming and multiattribute
utility
functions in portfolio optimization
Ehrgott, Matthias
;
Waters, Chris
;
Kasimbeyli, Refail
; …
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10003959530
Saved in:
10
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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