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~subject:"Mathematical programming"
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Mathematical programming
Theorie
629,607
Theory
614,706
USA
330,605
United States
292,009
Schätzung
44,440
Portfolio-Management
44,383
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21,069
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19,077
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Mathematische Optimierung
17,858
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17,855
Prognoseverfahren
17,478
Großbritannien
17,302
Forecasting model
17,134
Economic growth
17,026
Volatilität
16,120
Volatility
15,789
Zeitreihenanalyse
15,007
United Kingdom
14,973
Time series analysis
14,561
Konjunktur
13,737
Innovation
13,507
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Gendreau, Michel
54
Nesterov, Jurij Evgenʹevič
53
Hertog, Dirk den
52
Bertsimas, Dimitris
45
Pardalos, Panos M.
44
Lodi, Andrea
43
Escudero, Laureano F.
41
Zhang, Shuzhong
39
Drexl, Andreas
38
Dolgui, Alexandre
37
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Kimms, Alf
36
Puerto, Justo
36
Drezner, Zvi
34
Goerigk, Marc
34
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Voß, Stefan
29
Ben-Tal, Aharon
27
Desaulniers, Guy
27
Figueira, José Rui
27
Labbé, Martine
27
Sethi, Suresh
27
Talman, Dolf
27
Leus, Roel
26
Vial, Jean-Philippe
26
Coelho, Leandro C.
25
Gendron, Bernard
25
Hao, Jin-Kao
25
Anjos, Miguel F.
24
Chu, Chengbin
24
Delage, Erick
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Poss, Michael
24
Savelsbergh, Martin W. P.
24
Crainic, Teodor Gabriel
23
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National Bureau of Economic Research
15
Deutsche Forschungsgemeinschaft
14
Econometrisch Instituut <Rotterdam>
13
IGI Global
13
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Erasmus Research Institute of Management
10
Center for Economic Research <Tilburg>
9
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
United States / Congress / Senate / Committee on Interior and Insular Affairs
5
United States / Congress / Senate / Committee on the Judiciary
5
Institutionen för Skogsekonomi <Ume°a>
4
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
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Gesellschaft für Operations-Research
3
Helmut-Schmidt-Universität
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer International Publishing
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
2
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
2
OECD
2
Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
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European journal of operational research : EJOR
1,940
Computers & operations research : and their applications to problems of world concern ; an international journal
1,083
Operations research letters
539
International journal of production research
516
Operations research
329
Mathematics of operations research
323
INFORMS journal on computing : JOC
318
Mathematical methods of operations research
198
International journal of production economics
193
Omega : the international journal of management science
185
Transportation research / E : an international journal
168
Journal of the Operational Research Society : OR
155
Management science : journal of the Institute for Operations Research and the Management Sciences
155
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
Journal of the Operational Research Society
131
Opsearch : journal of the Operational Research Society of India
127
RAIRO / Operations research
127
Operational research : an international journal
125
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
125
OR spectrum : quantitative approaches in management
119
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
Computers & operations research : an international journal
115
Annals of operations research
114
Discussion paper / Center for Economic Research, Tilburg University
113
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
112
Top : transactions in operations research
112
International transactions in operational research : a journal of the International Federation of Operational Research Societies
101
4OR : a quarterly journal of operations research
99
Discussion paper / Tinbergen Institute
91
EURO journal on computational optimization
91
Journal of economic dynamics & control
90
Computational Management Science : CMS
87
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
82
Journal of scheduling
81
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
76
Computational economics
75
Lecture notes in economics and mathematical systems : LNEMS
73
SpringerLink / Bücher
73
Networks and spatial economics : a journal of infrastructure modeling and computation
72
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ECONIS (ZBW)
17,752
RePEc
1
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1
Optimal liquidation under stochastic liquidity
Becherer, Dirk
;
Bilarev, Todor
;
Frentrup, Peter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 39-68
Persistent link: https://www.econbiz.de/10011945624
Saved in:
2
Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the
CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
-
2011
.
CAPM
, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical …
Persistent link: https://www.econbiz.de/10009009611
Saved in:
3
On optimal allocation of risk vectors
Kiesel, Swen
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
Saved in:
4
Stochastic optimization for enterprise risk management
Zhang, Zhuojuan
-
2006
Persistent link: https://www.econbiz.de/10003946505
Saved in:
5
Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization
Chen, Hsin-hung
;
Tsai, Hsien-tang
;
Lin, Dennis K. J.
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2795-2801
Persistent link: https://www.econbiz.de/10009379590
Saved in:
6
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
Saved in:
7
Using genetic algorithms to find technical trading rules
Allen, Franklin
;
Karjalainen, Risto
- In:
Journal of financial economics
51
(
1999
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10001256193
Saved in:
8
The effects of holding nonfarm related financial assets on risk-adjusted farm income
Betubiza, Eustacius N.
- In:
Journal of agricultural and applied economics
26
(
1994
)
2
,
pp. 565-579
Persistent link: https://www.econbiz.de/10001183780
Saved in:
9
A new linear programming approach to bond portfolio management
Ronn, Ehud I.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
Saved in:
10
Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Chen, Yu-wang
;
Poon, Ser-Huang
;
Yang, Jian-bo
;
Xu, Dong-ling
- In:
European journal of operational research : EJOR
223
(
2012
)
3
,
pp. 775-784
Persistent link: https://www.econbiz.de/10009656136
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