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Mathematical programming
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Gendreau, Michel
52
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
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38
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37
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37
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36
Kimms, Alf
36
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36
Drezner, Zvi
34
Goerigk, Marc
34
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
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Voß, Stefan
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Vial, Jean-Philippe
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24
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Hao, Jin-Kao
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Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Coelho, Leandro C.
23
Delage, Erick
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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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International Federation for Information Processing
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Deutsche Gesellschaft für Operations-Research
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4
International Workshop on Global Optimization <1999, Florenz>
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Conference on Optimization Techniques <8, 1977, Würzburg>
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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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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
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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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FernUniversität in Hagen
2
INSEAD
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
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Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
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Society for Industrial and Applied Mathematics
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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
1,856
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1,062
Operations research letters
536
International journal of production research
488
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327
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196
International journal of production economics
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OR spectrum : quantitative approaches in management
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Discussion paper / Center for Economic Research, Tilburg University
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Top : transactions in operations research
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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
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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EURO journal on computational optimization
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Computational Management Science : CMS
86
CORE discussion paper : DP
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Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
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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
73
Lecture notes in economics and mathematical systems : LNEMS
72
SpringerLink / Bücher
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Networks and spatial economics : a journal of infrastructure modeling and computation
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ECONIS (ZBW)
17,217
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1
Bond
portfolio management via stochastic programming
Bertocchi, Marida
;
Moriggia, Vittorio
;
Dupačová, Jitka
-
2006
Persistent link: https://www.econbiz.de/10003356693
Saved in:
2
Implementing a reference portfolio strategy in
bond
portfolio management
Derigs, Ulrich
;
Nickel, Nils-H.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 245-252)
.
2004
Persistent link: https://www.econbiz.de/10002072488
Saved in:
3
An integrated matching-immunization model for
bond
portfolio optimization
Xidonas, P.
;
Hassapis, Christis
;
Bouzianis, G.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 595-605
Persistent link: https://www.econbiz.de/10011963712
Saved in:
4
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
Saved in:
5
Sherman ratio optimization : constructing alternative ultrashort sovereign
bond
portfolios
Henide, Karim
- In:
The journal of investment strategies
12
(
2023
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10014484621
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
Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧
- In:
OR spectrum : quantitative approaches in management
29
(
2007
)
2
,
pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
Saved in:
9
Two-stage portfolio optimization with higher-order conditional measures of risk
Gülten, Sıtkı
;
Ruszczyński, Andrzej P.
-
2015
Persistent link: https://www.econbiz.de/10011284408
Saved in:
10
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang
;
Chen, Zhiping
;
Hu, Qianhui
- In:
China finance review international
4
(
2014
)
4
,
pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
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