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
Multivariate subordination of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
622,818
Theory
607,816
USA
44,500
United States
43,323
Volatility
40,583
Volatilität
40,376
Schätzung
36,142
Estimation
35,273
Welt
28,900
World
28,205
Geldpolitik
23,492
Deutschland
23,173
Monetary policy
22,734
Germany
21,739
Portfolio-Management
20,459
Portfolio selection
20,251
Risiko
19,308
Risk
19,147
Börsenkurs
18,393
Share price
18,108
Mathematische Optimierung
17,395
Stochastischer Prozess
17,105
Stochastic process
16,665
Prognoseverfahren
16,565
Forecasting model
16,265
Zeitreihenanalyse
15,278
Time series analysis
14,851
Wirtschaftswachstum
14,348
Kapitaleinkommen
13,742
Economic growth
13,727
Capital income
13,686
Spieltheorie
13,124
Game theory
12,403
Schätztheorie
11,953
Estimation theory
11,554
Experiment
11,515
Finanzmarkt
11,052
Financial market
10,817
Asymmetrische Information
10,671
more ...
less ...
Online availability
All
Undetermined
6,695
Free
2,792
Type of publication
All
Article
12,601
Book / Working Paper
4,673
Journal
13
Type of publication (narrower categories)
All
Article in journal
11,463
Aufsatz in Zeitschrift
11,463
Arbeitspapier
1,644
Working Paper
1,644
Graue Literatur
1,638
Non-commercial literature
1,638
Aufsatz im Buch
1,011
Book section
1,011
Hochschulschrift
397
Thesis
322
Collection of articles of several authors
219
Sammelwerk
219
Konferenzschrift
126
Lehrbuch
121
Conference paper
113
Konferenzbeitrag
113
Textbook
112
Bibliografie enthalten
100
Bibliography included
100
Aufsatzsammlung
87
Conference proceedings
73
Systematic review
20
Übersichtsarbeit
20
Collection of articles written by one author
16
Forschungsbericht
16
Sammlung
16
Bibliografie
15
Mikroform
15
Case study
14
Fallstudie
14
Festschrift
13
CD-ROM, DVD
10
Mehrbändiges Werk
9
Multi-volume publication
9
Accompanied by computer file
6
Elektronischer Datenträger als Beilage
6
Rezension
6
Amtsdruckschrift
5
Government document
5
Handbook
4
more ...
less ...
Language
All
English
16,686
German
546
Russian
25
Polish
15
French
8
Spanish
7
Italian
6
Bulgarian
2
Dutch
2
Finnish
1
Ancient Greek (to 1453)
1
Hungarian
1
Japanese
1
Slovak
1
Slovenian
1
Swedish
1
Undetermined
1
more ...
less ...
Author
All
Gendreau, Michel
53
Nesterov, Jurij Evgenʹevič
52
Hertog, Dirk den
51
Pardalos, Panos M.
45
Bertsimas, Dimitris
43
Escudero, Laureano F.
42
Lodi, Andrea
39
Zhang, Shuzhong
39
Drexl, Andreas
38
Dolgui, Alexandre
37
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Kimms, Alf
36
Puerto, Justo
35
Goerigk, Marc
34
Drezner, Zvi
33
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Sethi, Suresh
28
Voß, Stefan
28
Desaulniers, Guy
27
Talman, Dolf
27
Ben-Tal, Aharon
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
Delage, Erick
23
Ehrgott, Matthias
23
Gendron, Bernard
23
Iori, Manuel
23
Kuhn, Daniel
23
Letchford, Adam N.
23
Ljubić, Ivana
23
Poss, Michael
23
more ...
less ...
Institution
All
National Bureau of Economic Research
16
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
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
Institutionen för Skogsekonomi <Ume°a>
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
Logos Verlag Berlin
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
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1,872
Computers & operations research : and their applications to problems of world concern ; an international journal
1,078
Operations research letters
550
International journal of production research
485
Operations research
338
Mathematics of operations research
332
INFORMS journal on computing : JOC
319
Mathematical methods of operations research
198
International journal of production economics
197
Omega : the international journal of management science
181
Transportation research / E : an international journal
167
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 : OR
149
Operational research : an international journal
131
Opsearch : journal of the Operational Research Society of India
130
Journal of the Operational Research Society
126
RAIRO / Operations research
125
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
124
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
114
Top : transactions in operations research
112
Discussion paper / Center for Economic Research, Tilburg University
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
International transactions in operational research : a journal of the International Federation of Operational Research Societies
102
Discussion paper / Tinbergen Institute
94
4OR : a quarterly journal of operations research
93
EURO journal on computational optimization
90
Journal of economic dynamics & control
89
Computational Management Science : CMS
88
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
82
Journal of scheduling
80
Computers & operations research : an international journal
78
Computational economics
77
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
76
SpringerLink / Bücher
76
Lecture Notes in Economics and Mathematical Systems
69
more ...
less ...
Source
All
ECONIS (ZBW)
17,287
Showing
1
-
10
of
17,287
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization under partial information: stochastic
volatility
in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
2
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
3
B-spline techniques for
volatility
modeling
Corlay, Sulvain
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
Saved in:
4
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
Saved in:
5
Portfolio optimization and stochastic
volatility
asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
6
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
7
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
8
Optimal EWMA of linear combination of Poisson variables for multivariate statistical process control
Garcia-Bustos, Sandra
;
Aparisi, Francisco
;
Epprecht, …
- In:
International journal of production research
53
(
2015
)
14
,
pp. 4141-4159
Persistent link: https://www.econbiz.de/10011302788
Saved in:
9
Optimal linear combination of Poisson variables for multivariate statistical process control
Epprecht, Eugenio K.
;
Aparisi, Francisco
; …
- In:
Computers & operations research : and their …
40
(
2013
)
12
,
pp. 3021-3032
Persistent link: https://www.econbiz.de/10010210670
Saved in:
10
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
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...
