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~subject:"Mathematical programming"
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Mathematical programming
Theorie
627,526
Theory
612,623
Portfolio-Management
44,269
Portfolio selection
43,924
USA
43,462
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42,289
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Asymmetrische Information
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Finanzmarkt
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Gendreau, Michel
54
Nesterov, Jurij Evgenʹevič
53
Hertog, Dirk den
52
Bertsimas, Dimitris
45
Pardalos, Panos M.
44
Escudero, Laureano F.
41
Lodi, Andrea
41
Zhang, Shuzhong
39
Drexl, Andreas
38
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
36
Kimms, Alf
36
Puerto, Justo
36
Drezner, Zvi
34
Goerigk, Marc
34
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
31
Wolsey, Laurence A.
30
Voß, Stefan
29
Sethi, Suresh
28
Ben-Tal, Aharon
27
Desaulniers, Guy
27
Figueira, José Rui
27
Talman, Dolf
27
Hao, Jin-Kao
26
Labbé, Martine
25
Leus, Roel
25
Savelsbergh, Martin W. P.
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
Coelho, Leandro C.
24
Gendron, Bernard
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Poss, Michael
24
Powell, Warren B.
24
Soumis, François
24
Delage, Erick
23
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National Bureau of Economic Research
16
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Econometrisch Instituut <Rotterdam>
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IGI Global
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11
Erasmus Research Institute of Management
10
Center for Economic Research <Tilburg>
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
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
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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
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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
Society for Industrial and Applied Mathematics
2
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
Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
1
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European journal of operational research : EJOR
1,887
Computers & operations research : and their applications to problems of world concern ; an international journal
1,072
Operations research letters
547
International journal of production research
494
Operations research
340
INFORMS journal on computing : JOC
327
Mathematics of operations research
327
Mathematical methods of operations research
197
International journal of production economics
196
Omega : the international journal of management science
178
Transportation research / E : an international journal
164
Management science : journal of the Institute for Operations Research and the Management Sciences
160
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
152
Journal of the Operational Research Society : OR
148
Journal of the Operational Research Society
133
Opsearch : journal of the Operational Research Society of India
127
Operational research : an international journal
126
RAIRO / Operations research
124
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
120
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
117
Discussion paper / Center for Economic Research, Tilburg University
113
Top : transactions in operations research
112
Computers & operations research : an international journal
110
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
Annals of operations research
105
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
93
Journal of economic dynamics & control
93
EURO journal on computational optimization
89
Computational Management Science : CMS
87
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
82
Journal of scheduling
79
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
77
Computational economics
77
SpringerLink / Bücher
75
Lecture notes in economics and mathematical systems : LNEMS
72
Les cahiers du GERAD
70
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ECONIS (ZBW)
17,570
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1
Dynamische Programmierung bei erweiterten Modellen simultaner Investitions- und Finanzierungsplanung
Jackwerth, Jens Carsten
-
1994
Persistent link: https://www.econbiz.de/10012699907
Saved in:
2
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
3
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
4
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
5
Financial engineering durch Finanzinnovationen : Ertrags- und Risikooptimierung bei Banken und Unternehmen
Cramer, Jürgen
-
1993
Persistent link: https://www.econbiz.de/10000859406
Saved in:
6
Dynamic asset allocation strategies using a stochastic dynamic programming approach
Infanger, Gerd
-
2006
Persistent link: https://www.econbiz.de/10003356686
Saved in:
7
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
8
Solving dynamic programming problems on a computational grid
Cai, Yongyang
;
Judd, Kenneth L.
;
Thain, Greg
;
Wright, …
- In:
Computational economics
45
(
2015
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
Saved in:
9
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
Saved in:
10
A decision-making framework for justifying a portfolio of IT projects
Pendharkar, Parag C.
- In:
International journal of project management : the …
32
(
2014
)
4
,
pp. 625-639
Persistent link: https://www.econbiz.de/10010374448
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