//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
"Total assets" versus "risk we...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
623,346
Theory
608,449
USA
329,571
United States
291,036
Portfolio-Management
43,888
Schätzung
43,813
Portfolio selection
43,544
Estimation
42,396
Welt
33,937
Deutschland
33,899
World
33,104
Germany
30,487
Geldpolitik
29,312
Monetary policy
28,267
Risiko
22,046
Risk
21,795
Börsenkurs
20,036
Share price
19,724
CAPM
18,969
EU-Staaten
18,826
Kapitaleinkommen
18,765
Capital income
18,700
EU countries
18,126
Wirtschaftswachstum
17,650
Mathematische Optimierung
17,618
Prognoseverfahren
17,177
Großbritannien
17,118
Forecasting model
16,833
Economic growth
16,827
Volatilität
15,350
Volatility
14,995
Zeitreihenanalyse
14,850
United Kingdom
14,807
Time series analysis
14,404
Konjunktur
13,606
Innovation
13,363
Business cycle
13,116
Wirkungsanalyse
13,091
Spieltheorie
13,063
more ...
less ...
Online availability
All
Undetermined
6,675
Free
2,805
Type of publication
All
Article
12,789
Book / Working Paper
4,711
Journal
13
Type of publication (narrower categories)
All
Article in journal
11,615
Aufsatz in Zeitschrift
11,615
Graue Literatur
1,635
Non-commercial literature
1,635
Arbeitspapier
1,633
Working Paper
1,633
Aufsatz im Buch
1,047
Book section
1,047
Hochschulschrift
401
Thesis
324
Collection of articles of several authors
227
Sammelwerk
227
Lehrbuch
131
Konferenzschrift
126
Textbook
121
Conference paper
113
Konferenzbeitrag
113
Bibliografie enthalten
100
Bibliography included
100
Aufsatzsammlung
83
Conference proceedings
73
Systematic review
20
Übersichtsarbeit
20
Collection of articles written by one author
17
Mikroform
17
Sammlung
17
Case study
16
Fallstudie
16
Bibliografie
15
Forschungsbericht
15
Festschrift
11
CD-ROM, DVD
10
Mehrbändiges Werk
9
Multi-volume publication
9
Accompanied by computer file
7
Elektronischer Datenträger als Beilage
7
Rezension
6
Amtsdruckschrift
5
Government document
5
Handbook
5
more ...
less ...
Language
All
English
16,914
German
543
Russian
24
Polish
16
French
8
Spanish
7
Italian
6
Bulgarian
2
Dutch
2
Undetermined
2
Finnish
1
Ancient Greek (to 1453)
1
Hungarian
1
Japanese
1
Slovak
1
Slovenian
1
Swedish
1
more ...
less ...
Author
All
Gendreau, Michel
53
Hertog, Dirk den
52
Nesterov, Jurij Evgenʹevič
52
Bertsimas, Dimitris
45
Pardalos, Panos M.
44
Escudero, Laureano F.
41
Lodi, Andrea
41
Zhang, Shuzhong
39
Drexl, Andreas
38
Dolgui, Alexandre
37
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Kimms, Alf
36
Puerto, Justo
36
Goerigk, Marc
35
Drezner, Zvi
34
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Voß, Stefan
29
Ben-Tal, Aharon
27
Desaulniers, Guy
27
Sethi, Suresh
27
Talman, Dolf
27
Figueira, José Rui
25
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
Gendron, Bernard
24
Hao, Jin-Kao
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Savelsbergh, Martin W. P.
24
Coelho, Leandro C.
23
Crainic, Teodor Gabriel
23
Delage, Erick
23
Ehrgott, Matthias
23
Iori, Manuel
23
more ...
less ...
Institution
All
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
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
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
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1,889
Computers & operations research : and their applications to problems of world concern ; an international journal
1,081
Operations research letters
537
International journal of production research
501
Operations research
327
Mathematics of operations research
323
INFORMS journal on computing : JOC
318
Mathematical methods of operations research
198
International journal of production economics
191
Omega : the international journal of management science
178
Transportation research / E : an international journal
167
Management science : journal of the Institute for Operations Research and the Management Sciences
156
Journal of the Operational Research Society : OR
154
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
129
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
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
Annals of operations research
115
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
EURO journal on computational optimization
92
Discussion paper / Tinbergen Institute
90
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
Computers & operations research : an international journal
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
76
Computational economics
74
Lecture notes in economics and mathematical systems : LNEMS
72
Networks and spatial economics : a journal of infrastructure modeling and computation
72
SpringerLink / Bücher
71
more ...
less ...
Source
All
ECONIS (ZBW)
17,512
RePEc
1
Showing
1
-
10
of
17,513
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Stochastic optimization for enterprise risk management
Zhang, Zhuojuan
-
2006
Persistent link: https://www.econbiz.de/10003946505
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Approaching mean-variance efficiency for large portfolios
Ao, Mengmeng
;
Li, Yingying
;
Zheng, Xinghua
- In:
The review of financial studies
32
(
2019
)
7
,
pp. 2890-2919
Persistent link: https://www.econbiz.de/10012033894
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->