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~subject:"Mathematische Optimierung"
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SPORT - ein Simulationsmodell...
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Mathematische Optimierung
Portfolio-Management
43,816
Portfolio selection
43,813
Theorie
24,926
Theory
24,778
Simulation
20,423
Capital income
6,898
Kapitaleinkommen
6,898
Anlageverhalten
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Behavioural finance
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Risk
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CAPM
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USA
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3,774
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3,704
Risk management
3,677
Kapitalanlage
3,602
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3,464
Schätzung
3,321
Estimation
3,319
Welt
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World
3,234
Risikomaß
2,881
Risk measure
2,877
Börsenkurs
2,757
Share price
2,745
Aktienmarkt
2,625
Stock market
2,590
simulation
2,557
Mathematical programming
2,554
Volatilität
2,429
Volatility
2,420
Hedging
2,377
Deutschland
2,353
Stochastischer Prozess
2,177
Stochastic process
2,160
Germany
2,143
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Undetermined
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Free
661
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Article
1,806
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749
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2
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1,623
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2,485
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69
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3
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Kleijnen, Jack P. C.
37
Van Nieuwenhuyse, Inneke
18
Gilli, Manfred
14
Schumann, Enrico
14
Li, Duan
13
Post, Thierry
13
Cesarone, Francesco
12
Fabozzi, Frank J.
12
Korn, Ralf
11
Beers, Wim C. M. van
10
Scozzari, Andrea
10
Steffensen, Mogens
10
Topaloglou, Nikolas
10
Mehdad, Ehsan
9
Steuer, Ralph E.
9
Tardella, Fabio
9
Arvanitis, Stelios
8
Kim, Woo Chang
8
Kwon, Roy H.
8
Mavrotas, George
8
Satchell, Stephen
8
Vanduffel, Steven
8
Zhang, Wei-guo
8
Ben Abdelaziz, Fouad
7
Bettonvil, Bert
7
Chen, Zhiping
7
Cui, Xiangyu
7
Kim, Jang Ho
7
Pachamanova, Dessislava A.
7
Qi, Yue
7
Speranza, Maria Grazia
7
Takahashi, Akihiko
7
Zenios, Stauros Andrea
7
Bertsimas, Dimitris
6
Biethahn, Jörg
6
Cajas, Dany
6
Chang, Kuo-Hao
6
Chen, Jingnan
6
Consigli, Giorgio
6
Forsyth, Peter A.
6
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Association of European Operational Research Societies / Working Group on Financial Modelling
1
Australian Graduate School of Management
1
Center for Economic Research <Tilburg>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Graduate School of Management <North Ryde>
1
IGI Global
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
International Center for Financial Asset Management and Engineering
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Institute for Applied Systems Analysis
1
International Workshop on Computationally Intensive Methods in Simulation and Optimization <1990, Laxenburg>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Johannes Gutenberg-Universität Mainz
1
Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
1
Leonard N. Stern School of Business / Information Systems Department
1
Martin-Luther-Universität Halle-Wittenberg
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Nuclear Energy Agency
1
Pio Manzù International Research Centre on the Environment
1
Radiation Shielding Information Center <Oak Ridge, Tenn.>
1
Shaker Verlag
1
Shielding Laboratory <Saclay>
1
Technische Universität Dresden
1
Technische Universität Ilmenau
1
Universität Essen / Fachbereich Maschinenwesen
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Victoria University of Wellington / School of Economics and Finance
1
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European journal of operational research : EJOR
189
International journal of production research
74
Computers & operations research : and their applications to problems of world concern ; an international journal
49
Journal of the Operational Research Society
34
Computational economics
31
International journal of production economics
31
Operations research
31
Finance and stochastics
29
International journal of theoretical and applied finance
28
Quantitative finance
27
Discussion paper / Center for Economic Research, Tilburg University
26
OR spectrum : quantitative approaches in management
26
Research paper series / Swiss Finance Institute
23
Finance research letters
20
Insurance / Mathematics & economics
20
Mathematics and financial economics
20
INFORMS journal on computing : JOC
19
Journal of the Operational Research Society : OR
18
Omega : the international journal of management science
18
Operational research : an international journal
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Operations research letters
17
Journal of economic dynamics & control
16
Swiss Finance Institute Research Paper
16
Journal of banking & finance
15
Journal of mathematical finance
15
International journal of logistics systems and management
14
Mathematics of operations research
14
Operations research perspectives
14
The journal of asset management
14
Computational Management Science : CMS
13
INFOR : information systems and operational research
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Transportation research / E : an international journal
13
CentER Discussion Paper Series
11
Computational methods in decision-making, economics and finance
11
Optimizing optimization : the next generation of optimization applications and theory
11
Risks : open access journal
11
SpringerLink / Bücher
11
Applied mathematical finance
10
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ECONIS (ZBW)
2,553
EconStor
3
OLC EcoSci
1
Showing
1
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10
of
2,557
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date (oldest first)
1
A decision-making framework for project portfolio planning at Intel Corporation
Sampath, Siddhartha
;
Gel, Esma S.
;
Fowler, John W.
; …
- In:
Interfaces : the INFORMS journal on the practice of …
45
(
2015
)
5
,
pp. 391-408
Persistent link: https://www.econbiz.de/10011392441
Saved in:
2
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Saved in:
3
A clustering-based review on project portfolio optimization methods
Saiz, Miguel
;
Lostumbo, Marisa A.
;
Juan, Angel A.
; …
- In:
International transactions in operational research : a …
29
(
2022
)
1
,
pp. 172-199
Persistent link: https://www.econbiz.de/10012630737
Saved in:
4
Applying
simulation
optimization to the asset allocation of a property–casualty insurer
Yu, Tzu-yi
;
Tsai, Chenghsien
;
Huang, Hsiao-tzu
- In:
European journal of operational research : EJOR
207
(
2010
)
1
,
pp. 499-507
Persistent link: https://www.econbiz.de/10003997291
Saved in:
5
Asset allocation and multivariate position based trading
Pape, Bernd
- In:
Journal of economic interaction and coordination : JEIC
2
(
2007
)
2
,
pp. 163-193
Persistent link: https://www.econbiz.de/10003580915
Saved in:
6
Minimizing the cost of risk with
simulation
optimization technique
Lei, Yu
- In:
Risk management and insurance review
14
(
2011
)
1
,
pp. 121-144
Persistent link: https://www.econbiz.de/10008987547
Saved in:
7
Constrained mean-risk portfolio optimisation : an application of multiobjective simulated annealing
Mamanis, Georgios
;
Anagnostopoulos, Konstantinos P.
- In:
International journal of financial markets and derivatives
2
(
2011
)
1/2
,
pp. 50-67
Persistent link: https://www.econbiz.de/10008933527
Saved in:
8
Dynamic asset allocation and fixed income management
Sørensen, Carsten
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
4
,
pp. 513-531
Persistent link: https://www.econbiz.de/10001436383
Saved in:
9
Dynamic asset allocation and fixed income management
Sørensen, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000988700
Saved in:
10
Simulation
eines CO-2-Zertifikatenhandels und algorithmische Optimierung von Investitionen
Meyer-Nieberg, Silja
;
Pickl, Stefan
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 471-473)
.
2003
Persistent link: https://www.econbiz.de/10001752048
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