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~subject:"Mathematical programming"
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Mathematical programming
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Gendreau, Michel
52
Hertog, Dirk den
52
Nesterov, Jurij Evgenʹevič
52
Bertsimas, Dimitris
46
Pardalos, Panos M.
44
Escudero, Laureano F.
41
Lodi, Andrea
41
Zhang, Shuzhong
39
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38
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37
Laporte, Gilbert
37
Dolgui, Alexandre
36
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
28
Ben-Tal, Aharon
27
Desaulniers, Guy
27
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Sethi, Suresh
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Talman, Dolf
27
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
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Anjos, Miguel F.
24
Delage, Erick
24
Gendron, Bernard
24
Hao, Jin-Kao
24
Letchford, Adam N.
24
Ljubić, Ivana
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Morabito, Reinaldo
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Coelho, Leandro C.
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Iori, Manuel
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Poss, Michael
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Yang, Zaifu
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Crainic, Teodor Gabriel
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Federation for Information Processing
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Deutsche Gesellschaft für Operations-Research
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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
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Gesellschaft für Operations-Research
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Helmut-Schmidt-Universität
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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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>
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Ekonomiska Forskningsinstitutet
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Erasmus Institute for Advanced Studies in Management
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Eric Cuvillier <Firma>
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Federal Reserve System / Board of Governors
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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>
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
1,862
Computers & operations research : and their applications to problems of world concern ; an international journal
1,063
Operations research letters
536
International journal of production research
497
Mathematics of operations research
328
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327
INFORMS journal on computing : JOC
314
Mathematical methods of operations research
197
International journal of production economics
188
Omega : the international journal of management science
180
Transportation research / E : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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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Journal of the Operational Research Society : OR
146
Journal of the Operational Research Society
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Operational research : an international journal
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Opsearch : journal of the Operational Research Society of India
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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
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Top : transactions in operations research
113
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)
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Annals of operations research
106
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102
International transactions in operational research : a journal of the International Federation of Operational Research Societies
101
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Journal of economic dynamics & control
91
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90
EURO journal on computational optimization
90
Computational Management Science : CMS
86
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
76
Computational economics
74
Lecture notes in economics and mathematical systems : LNEMS
72
SpringerLink / Bücher
72
Les cahiers du GERAD
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ECONIS (ZBW)
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RePEc
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1
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
2
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:
3
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
4
Optimal portfolio in the presence of transaction costs and convex
risk
measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
5
Portfolio allocation for European markets with predictability and parameter uncertainty
Jondeau, Eric
;
Rockinger, Michael
-
2010
We implement a long-horizon static and dynamic portfolio allocation involving a
risk
-free and a risky asset. This model …
Persistent link: https://www.econbiz.de/10008797745
Saved in:
6
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
Saved in:
7
Using possibilistic moments and bi-objective optimization metaheuristics to compute pessimistic and optimistic efficient portfolios/frontiers for fuzzy-valued returns of risky asse...
Georgescu, Vasile
;
Ştefan, Andreea-Mirabela
- In:
Fuzzy economic review : the review of the International …
25
(
2020
)
2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10012628322
Saved in:
8
Exact solution for the portfolio diversification problem based on maximizing the
risk
adjusted return
Hatemi-J, Abdulnasser
;
Hajji, Mohamed Ali
;
El-Khatib, …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013402145
Saved in:
9
Portfolio optimization : a multi-period model with dynamic
risk
preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
10
Risk
- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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