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Mathematical programming
Portfolio selection
43,961
Portfolio-Management
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Theorie
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Theory
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Share price
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Welt
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16
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15
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13
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11
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Topaloglou, Nikolas
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Wallace, Stein W.
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10
Kim, Woo Chang
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Rei, Walter
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Scozzari, Andrea
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Sethi, Suresh
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10
Arvanitis, Stelios
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
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International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
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International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
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International Workshop on Financial Engineering <2009, Tokio>
1
Johannes Gutenberg-Universität Mainz
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Johns Hopkins University / Department of Economics
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
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Leonard N. Stern School of Business / Information Systems Department
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Logos Verlag Berlin
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Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
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Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
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1
Springer Fachmedien Wiesbaden
1
Springer Malaysia Representative Office
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Stanford University.
1
UK Japanese Workshop on Stochastic Modelling in Innovative Manufacturing <1995, Cambridge>
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1
Universität Mannheim
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Victoria University of Wellington / School of Economics and Finance
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
1
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European journal of operational research : EJOR
378
Computers & operations research : and their applications to problems of world concern ; an international journal
124
Operations research
95
Operations research letters
80
Mathematics of operations research
72
International journal of production research
65
INFORMS journal on computing : JOC
54
Computational Management Science : CMS
49
Omega : the international journal of management science
45
International journal of production economics
44
Transportation research / E : an international journal
37
Computational economics
36
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
35
OR spectrum : quantitative approaches in management
35
Journal of the Operational Research Society
33
Finance and stochastics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
International journal of theoretical and applied finance
31
Quantitative finance
31
Annals of operations research
29
Operational research : an international journal
26
Research paper series / Swiss Finance Institute
25
Insurance / Mathematics & economics
24
Mathematical methods of operations research
24
Computational management science
23
International transactions in operational research : a journal of the International Federation of Operational Research Societies
23
Journal of economic dynamics & control
22
Mathematics and financial economics
22
IMA journal of management mathematics
21
Finance research letters
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Operations research perspectives
19
Journal of the Operational Research Society : OR
18
Swiss Finance Institute Research Paper
18
Les cahiers du GERAD
17
Journal of banking & finance
16
INFOR : information systems and operational research
15
Journal of mathematical finance
15
Opsearch : journal of the Operational Research Society of India
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1
Szenariogenerierung in der mehrstufigen stochastischen Optimierung
Cutaia, Massimo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003641427
Saved in:
2
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
3
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
4
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
5
An alternative approach to portfolio selection problem via stochastic differential delay equations
Viaşu, Ioana
- In:
Review of economic studies and research Virgil Madgearu
8
(
2015
)
2
,
pp. 125-136
Persistent link: https://www.econbiz.de/10011719883
Saved in:
6
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
7
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
8
A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay
;
Clarke, John-Paul
;
Johnson, Ellis
; …
- In:
Operations research proceedings 2007 : selected papers …
,
(pp. 75-80)
.
2008
Persistent link: https://www.econbiz.de/10003716095
Saved in:
9
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
10
A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.
;
Wang, S.-M.
;
Chen, James-C.
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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