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~subject:"Mathematical programming"
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Mathematical programming
Theorie
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Theory
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Portfolio-Management
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USA
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Hertog, Dirk den
52
Nesterov, Jurij Evgenʹevič
52
Gendreau, Michel
50
Bertsimas, Dimitris
44
Pardalos, Panos M.
43
Escudero, Laureano F.
41
Lodi, Andrea
39
Zhang, Shuzhong
39
Drexl, Andreas
38
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Kimms, Alf
36
Dolgui, Alexandre
35
Puerto, Justo
35
Goerigk, Marc
34
Drezner, Zvi
32
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Voß, Stefan
28
Ben-Tal, Aharon
27
Sethi, Suresh
27
Talman, Dolf
27
Desaulniers, Guy
26
Figueira, José Rui
25
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
25
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
15
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Econometrisch Instituut <Rotterdam>
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IGI Global
12
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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
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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Institutionen för Skogsekonomi <Ume°a>
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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
3
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
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
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European journal of operational research : EJOR
1,834
Computers & operations research : and their applications to problems of world concern ; an international journal
1,063
Operations research letters
534
International journal of production research
482
Operations research
321
INFORMS journal on computing : JOC
314
Mathematics of operations research
312
Mathematical methods of operations research
196
International journal of production economics
182
Omega : the international journal of management science
174
Transportation research / E : an international journal
154
Top : an official journal of the Spanish Society of Statistics and Operations Research
153
Management science : journal of the Institute for Operations Research and the Management Sciences
152
Journal of the Operational Research Society : OR
144
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
142
Journal of the Operational Research Society
127
Opsearch : journal of the Operational Research Society of India
127
Operational research : an international journal
125
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
112
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Annals of operations research
106
4OR : a quarterly journal of operations research
93
International transactions in operational research : a journal of the International Federation of Operational Research Societies
92
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
81
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
76
Lecture notes in economics and mathematical systems : LNEMS
72
Computational economics
71
SpringerLink / Bücher
71
Networks and spatial economics : a journal of infrastructure modeling and computation
68
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ECONIS (ZBW)
17,029
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1
Using compromise programming in a stock market pricing model
Ballestero, Enrique
- In:
Research and practice in multiple criteria decision …
,
(pp. 388-399)
.
2000
Persistent link: https://www.econbiz.de/10001498022
Saved in:
2
Optimal portfolios of a small investor in a limit order market : a shadow price approach
Kühn, Christoph
;
Stroh, Maximilian
- In:
Mathematics and financial economics
3
(
2010
)
2
,
pp. 45-72
Persistent link: https://www.econbiz.de/10003983165
Saved in:
3
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
Saved in:
4
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
5
Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu
;
Chen, Na
;
Yuan, Ying
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
Saved in:
6
Production and inventory planning under decreasing absolute risk aversion : a unified approach for sensitivity analysis
Seshadri, Sridhar
;
Wu, Qi
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 63-73
Persistent link: https://www.econbiz.de/10010492581
Saved in:
7
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
Saved in:
8
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:
9
A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan
;
Zhu, Song-Ping
;
Kang, Boda
- In:
Computational economics
55
(
2020
)
3
,
pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
Saved in:
10
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
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