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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Gendreau, Michel
53
Hertog, Dirk den
53
Nesterov, Jurij Evgenʹevič
53
Bertsimas, Dimitris
47
Pardalos, Panos M.
44
Drexl, Andreas
43
Kimms, Alf
43
Kleijnen, Jack P. C.
42
Escudero, Laureano F.
41
Lodi, Andrea
41
Zhang, Shuzhong
41
Laporte, Gilbert
37
Dolgui, Alexandre
36
Puerto, Justo
36
Goerigk, Marc
35
Drezner, Zvi
34
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Talman, Dolf
29
Ben-Tal, Aharon
28
Desaulniers, Guy
27
Figueira, José Rui
27
Sethi, Suresh
27
Voß, Stefan
27
Hao, Jin-Kao
25
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
Coelho, Leandro C.
24
Delage, Erick
24
Gendron, Bernard
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Yang, Zaifu
24
Gilli, Manfred
23
Iori, Manuel
23
Poss, Michael
23
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
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IGI Global
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11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Center for Economic Research <Tilburg>
10
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
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
3
Eric Cuvillier <Firma>
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Gesellschaft für Operations-Research
3
Helmut-Schmidt-Universität
3
Institutionen för Skogsekonomi <Ume°a>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer International Publishing
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Ekonomiska Forskningsinstitutet
2
Erasmus Institute for Advanced Studies in Management
2
Federal Reserve System / Board of Governors
2
FernUniversität in Hagen
2
Gottfried Wilhelm Leibniz Universität Hannover
2
INSEAD
2
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
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Springer Fachmedien Wiesbaden
2
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European journal of operational research : EJOR
1,884
Computers & operations research : and their applications to problems of world concern ; an international journal
1,068
Operations research letters
536
International journal of production research
524
Operations research
334
Mathematics of operations research
326
INFORMS journal on computing : JOC
315
International journal of production economics
197
Mathematical methods of operations research
197
Omega : the international journal of management science
182
Transportation research / E : an international journal
162
Management science : journal of the Institute for Operations Research and the Management Sciences
153
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
152
Journal of the Operational Research Society : OR
151
Journal of the Operational Research Society
135
Operational research : an international journal
128
Opsearch : journal of the Operational Research Society of India
128
OR spectrum : quantitative approaches in management
125
RAIRO / Operations research
124
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
120
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
Discussion paper / Center for Economic Research, Tilburg University
117
Top : transactions in operations research
112
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
Computers & operations research : an international journal
108
Annals of operations research
107
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
106
International transactions in operational research : a journal of the International Federation of Operational Research Societies
102
4OR : a quarterly journal of operations research
93
Journal of economic dynamics & control
91
Discussion paper / Tinbergen Institute
90
EURO journal on computational optimization
89
Computational Management Science : CMS
86
CORE discussion paper : DP
83
Journal of scheduling
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
77
Computational economics
77
SpringerLink / Bücher
76
Lecture notes in economics and mathematical systems : LNEMS
72
Les cahiers du GERAD
71
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ECONIS (ZBW)
17,729
EconStor
108
OLC EcoSci
5
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1
Risk
Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
2
On the price of
risk
in a mean-
risk
optimization model
Dentcheva, Darinka
;
Stock, Gregory J.
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1699-1713
Persistent link: https://www.econbiz.de/10012261905
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced
risk
measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Risk
budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
5
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:
6
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:
7
Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen
;
Toan Luu Duc Huynh
- In:
Quantitative finance and economics
3
(
2019
)
3
,
pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
Saved in:
8
Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent
risk
measures
Borgonovo, Emanuele
;
Peccati, Lorenzo
-
2010
Persistent link: https://www.econbiz.de/10003964884
Saved in:
9
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
Saved in:
10
Dynamic optimal capital growth with
risk
constraints
Yong, Luo
;
Zhu, Bo
;
Yong, Tang
- In:
Economic modelling
30
(
2013
),
pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
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