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~subject:"Mathematical programming"
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Mathematical programming
Theorie
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USA
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Gendreau, Michel
52
Nesterov, Jurij Evgenʹevič
52
Hertog, Dirk den
51
Bertsimas, Dimitris
44
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
30
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Voß, Stefan
28
Desaulniers, Guy
27
Figueira, José Rui
27
Sethi, Suresh
27
Talman, Dolf
27
Ben-Tal, Aharon
26
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
Coelho, Leandro C.
23
Iori, Manuel
23
Poss, Michael
23
Yang, Zaifu
23
Crainic, Teodor Gabriel
22
Delage, Erick
22
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National Bureau of Economic Research
15
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Erasmus Research Institute of Management
10
Center for Economic Research <Tilburg>
9
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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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
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Forschungsinstitut für Diskrete Mathematik
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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
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Ekonomiska Forskningsinstitutet
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Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
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FernUniversität in Hagen
2
INSEAD
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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
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
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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
1,833
Computers & operations research : and their applications to problems of world concern ; an international journal
1,059
Operations research letters
533
International journal of production research
485
Operations research
323
Mathematics of operations research
322
INFORMS journal on computing : JOC
314
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194
International journal of production economics
187
Omega : the international journal of management science
174
Transportation research / E : an international journal
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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
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of the Operational Research Society : OR
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Opsearch : journal of the Operational Research Society of India
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Operational research : an international journal
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RAIRO / Operations research
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Journal of the Operational Research Society
122
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
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
113
Discussion paper / Center for Economic Research, Tilburg University
111
Top : transactions in operations research
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Annals of operations research
103
Computers & operations research : an international journal
102
International transactions in operational research : a journal of the International Federation of Operational Research Societies
100
4OR : a quarterly journal of operations research
93
Discussion paper / Tinbergen Institute
89
EURO journal on computational optimization
89
Journal of economic dynamics & control
88
Computational Management Science : CMS
84
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
82
Journal of scheduling
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
75
Lecture notes in economics and mathematical systems : LNEMS
72
Computational economics
71
SpringerLink / Bücher
69
Networks and spatial economics : a journal of infrastructure modeling and computation
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ECONIS (ZBW)
16,876
EconStor
1
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1
Optimal execution of multiasset block orders under stochastic
liquidity
Makimoto, Naoki
;
Sugihara, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008748180
Saved in:
2
Measuring
liquidity
with return
volatility
: an analytical approach based on heavy-tailed Censored-GARCH model
Zhao, Wandi
;
Gao, Yang
;
Wang, Mingjin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538992
Saved in:
3
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:
4
The effects of including bankruptcy on dynamic
investment
decisions
Novak, Frank S.
- In:
Journal of agricultural and resource economics : JARE ; …
19
(
1994
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10001176311
Saved in:
5
Liquidity
commonality and its causes : evidence from the Korean stock market
Cho̕e, Hyuk
;
Yang, Cheol-won
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 626-658
Persistent link: https://www.econbiz.de/10009231511
Saved in:
6
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
7
Fairness and efficiency in multiportfolio optimization
Iancu, Dan A.
;
Trichakis, Nikolaos
- In:
Operations research
62
(
2014
)
6
,
pp. 1283-1301
Persistent link: https://www.econbiz.de/10010471863
Saved in:
8
Optimal rebalancing frequencies for multidimensional portfolios
Ekren, Ibrahim
;
Liu, Ren
;
Muhle-Karbe, Johannes
-
2015
We study optimal
investment
with multiple assets in the presence of small proportional transaction costs. Rather than …
Persistent link: https://www.econbiz.de/10011412280
Saved in:
9
Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
Chen, Yao-Tsung
;
Yang, Hao-Qun
- In:
International journal of computational economics and …
10
(
2020
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10012271054
Saved in:
10
Risk constraints for portfolio optimization with fixed-fee transaction cost
Hirsch, Michael J.
;
Navarro, Nicole
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 91-112
Persistent link: https://www.econbiz.de/10011668136
Saved in:
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