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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
730,902
Theory
715,992
Börsenkurs
55,085
Share price
53,589
Schätzung
39,856
Estimation
38,990
USA
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United States
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Welt
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World
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Risiko
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Geldpolitik
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Portfolio-Management
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Portfolio selection
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Monetary policy
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Germany
24,101
Kapitaleinkommen
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Capital income
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Mathematical programming
19,491
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19,343
Volatilität
19,310
Forecasting model
19,059
Volatility
18,977
Wirtschaftswachstum
17,037
Economic growth
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Zeitreihenanalyse
15,332
Aktienmarkt
14,981
Time series analysis
14,938
Stock market
14,751
Finanzmarkt
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Financial market
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Konsumentenverhalten
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Consumer behaviour
12,730
Spieltheorie
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Asymmetrische Information
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CAPM
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Hertog, Dirk den
65
Gendreau, Michel
56
Nesterov, Jurij Evgenʹevič
54
Escudero, Laureano F.
45
Kleijnen, Jack P. C.
45
Bertsimas, Dimitris
43
Dolgui, Alexandre
42
Lodi, Andrea
42
Zhang, Shuzhong
42
Kimms, Alf
41
Pardalos, Panos M.
41
Drexl, Andreas
40
Sethi, Suresh
39
Wolsey, Laurence A.
37
Puerto, Justo
36
Spieksma, Frits C. R.
36
Goerigk, Marc
35
Voß, Stefan
34
Speranza, Maria Grazia
33
Hao, Jin-Kao
32
Laporte, Gilbert
30
Talman, Dolf
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Chu, Feng
29
Ben-Tal, Aharon
28
Figueira, José Rui
28
Coelho, Leandro C.
27
Ehrgott, Matthias
27
Leus, Roel
27
Liu, Ming
27
Morabito, Reinaldo
27
Soumis, François
27
Ahmed, Shabbir
26
Demeulemeester, Erik
26
Desaulniers, Guy
26
Iori, Manuel
26
Letchford, Adam N.
26
Savelsbergh, Martin W. P.
26
Anjos, Miguel F.
25
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Deutsche Forschungsgemeinschaft
16
Econometrisch Instituut <Rotterdam>
13
National Bureau of Economic Research
13
IGI Global
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Erasmus Research Institute of Management
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Center for Economic Research <Tilburg>
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
5
Gesellschaft für Operations-Research
4
Institutionen för Skogsekonomi <Umeå>
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
European Commission / Joint Research Centre
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Springer International Publishing
3
Technische Universität Clausthal
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
2. Symposium in Linear Programming Washington, D. C. Jan. 27-29, 1955
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
FernUniversität in Hagen
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
Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
U.S. Air Force, DCS Comptroller, Directorate of Management Analysis
2
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European journal of operational research : EJOR
2,091
Computers & operations research : and their applications to problems of world concern ; an international journal
1,156
International journal of production research
597
Operations research letters
583
Operations research
371
Mathematics of operations research
343
INFORMS journal on computing : JOC
329
International journal of production economics
250
Omega : the international journal of management science
225
Mathematical methods of operations research
202
Transportation research / E : an international journal
198
Journal of the Operational Research Society : OR
183
Management science : journal of the Institute for Operations Research and the Management Sciences
175
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
173
Computers & operations research : an international journal
163
Opsearch : journal of the Operational Research Society of India
163
Journal of the Operational Research Society
161
OR spectrum : quantitative approaches in management
146
Operational research : an international journal
139
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
129
Annals of operations research
128
RAIRO / Operations research
123
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
123
Journal of global optimization
120
International transactions in operational research : a journal of the International Federation of Operational Research Societies
117
Top : transactions in operations research
117
Discussion paper / Center for Economic Research, Tilburg University
110
4OR : a quarterly journal of operations research
107
Les cahiers du GERAD
107
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
107
Computational Management Science : CMS
103
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
96
Discussion paper / Tinbergen Institute
93
CORE discussion paper : DP
88
EURO journal on computational optimization
88
Journal of economic dynamics & control
85
Journal of scheduling
85
Operations research forum
85
Computational economics
81
SpringerLink / Bücher
81
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ECONIS (ZBW)
19,491
EconStor
103
OLC EcoSci
4
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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
Consistent Price Systems and
Arbitrage
Opportunities of the Second Kind in Models with Transaction Costs
Lepinette, Emmanuel
-
2012
costs, even satisfying usual no-
arbitrage
properties, may admit
arbitrage
opportunities of the second kind. This means that …
Persistent link: https://www.econbiz.de/10013107809
Saved in:
3
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
4
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:
5
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:
6
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:
7
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:
8
High order portfolio optimization problem with transaction costs
Li, Xin
;
Zhang, Peiai
- In:
Inventi impact: international trade
(
2019
)
4
,
pp. 208-226
Persistent link: https://www.econbiz.de/10012432352
Saved in:
9
High order portfolio optimization problem with transaction costs
Li, Xin
;
Zhang, Peiai
- In:
Modern economy
10
(
2019
)
6
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10012178810
Saved in:
10
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
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