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~subject:"Mathematical programming"
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Mathematical programming
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Nesterov, Jurij Evgenʹevič
52
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51
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44
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44
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41
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Gendron, Bernard
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Iori, Manuel
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Poss, Michael
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Yang, Zaifu
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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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Edward Elgar Publishing
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Forschungsinstitut für Diskrete Mathematik
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Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
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Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Technische Universität Clausthal
2
Advanced Seminar on Mathematical Programming <1972, Madison, Wis.>
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European journal of operational research : EJOR
1,844
Computers & operations research : and their applications to problems of world concern ; an international journal
1,073
Operations research letters
541
International journal of production research
494
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INFORMS journal on computing : JOC
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International journal of production economics
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Omega : the international journal of management science
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Transportation research / E : an international journal
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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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
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Opsearch : journal of the Operational Research Society of India
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Journal of the Operational Research Society
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RAIRO / Operations research
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OR spectrum : quantitative approaches in management
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Discussion paper / Center for Economic Research, Tilburg University
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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
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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
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Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
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Journal of scheduling
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79
Computers & operations research : an international journal
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SpringerLink / Bücher
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Lecture notes in economics and mathematical systems : LNEMS
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Computational economics
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Lecture Notes in Economics and Mathematical Systems
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ECONIS (ZBW)
17,113
RePEc
2
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1
Inverse portfolio problem with coherent
risk
measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
2
Robustness-based portfolio optimization under epistemic uncertainty
Asadujjaman, Md.
;
Zaman, Kais
- In:
Journal of industrial engineering international
15
(
2019
)
2
,
pp. 207-219
discussed empirically based on portfolio return and
risk
. …
Persistent link: https://www.econbiz.de/10012020120
Saved in:
3
Portfolio optimization with entropic value-at-
risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
Saved in:
4
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
Saved in:
5
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
Saved in:
6
An experimental analysis of the p-median problem under uncertainty : an evolutionary algorithm approach
López-Monzalvo, Francisco
;
Brizuela, Carlos A.
- In:
European journal of industrial engineering : EJIE
8
(
2014
)
4
,
pp. 554-578
Persistent link: https://www.econbiz.de/10011284994
Saved in:
7
Uncertainty representation and
risk
management for direct segmented marketing
Pachamanova, Dessislava A.
;
Lo, Victor S.
;
Gülpınar, …
- In:
Journal of marketing management : JMM ; journal of the …
36
(
2020
)
1/2
,
pp. 149-175
Persistent link: https://www.econbiz.de/10012178695
Saved in:
8
Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray
;
Özmen, Ayşe
;
Weber, Gerhard-Wilhelm
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
1
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011965635
Saved in:
9
Mathematical model of financial investment
risk
Yin, Deyu
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
Saved in:
10
Portfolio optimization with disutility-based
risk
measure
Fulga, Cristinca
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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