Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Forecasting Value at Risk and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Theorie
628,992
Theory
614,090
USA
43,332
United States
42,132
Prognoseverfahren
41,457
Forecasting model
40,462
Schätzung
33,851
Estimation
33,023
Welt
27,010
World
26,356
Deutschland
23,677
Geldpolitik
23,254
Monetary policy
22,500
Germany
22,160
Portfolio-Management
20,651
Portfolio selection
20,437
Risiko
19,136
Risk
18,936
Mathematical programming
17,090
Zeitreihenanalyse
15,891
Time series analysis
15,427
Wirtschaftswachstum
14,003
Börsenkurs
13,831
Share price
13,602
Economic growth
13,375
Volatilität
13,357
Volatility
13,073
Spieltheorie
12,753
Schätztheorie
12,610
Estimation theory
12,206
Kapitaleinkommen
12,191
Capital income
12,146
Game theory
12,028
Experiment
11,484
Asymmetrische Information
10,672
Asymmetric information
10,389
Wettbewerb
10,337
Stochastischer Prozess
10,266
EU-Staaten
10,259
more ...
less ...
Online availability
All
Undetermined
6,647
Free
2,875
Type of publication
All
Article
12,490
Book / Working Paper
4,692
Journal
17
Type of publication (narrower categories)
All
Article in journal
11,349
Aufsatz in Zeitschrift
11,349
Working Paper
1,718
Arbeitspapier
1,615
Graue Literatur
1,606
Non-commercial literature
1,606
Aufsatz im Buch
996
Book section
996
Hochschulschrift
384
Thesis
312
Collection of articles of several authors
216
Sammelwerk
216
Konferenzschrift
124
Lehrbuch
124
Textbook
113
Conference paper
106
Konferenzbeitrag
106
Bibliografie enthalten
100
Bibliography included
100
Aufsatzsammlung
85
Conference proceedings
71
Systematic review
20
Übersichtsarbeit
20
Mikroform
18
Bibliografie
16
Collection of articles written by one author
15
Forschungsbericht
15
Sammlung
15
Case study
13
Fallstudie
13
Festschrift
11
CD-ROM, DVD
10
Mehrbändiges Werk
9
Multi-volume publication
9
Accompanied by computer file
6
Elektronischer Datenträger als Beilage
6
Rezension
6
Amtsdruckschrift
5
Government document
5
Aufgabensammlung
4
more ...
less ...
Language
All
English
16,592
German
552
Russian
25
Polish
15
French
8
Spanish
7
Italian
6
Bulgarian
2
Dutch
2
Finnish
1
Ancient Greek (to 1453)
1
Hungarian
1
Japanese
1
Slovak
1
Slovenian
1
Swedish
1
Undetermined
1
more ...
less ...
Author
All
Gendreau, Michel
53
Nesterov, Jurij Evgenʹevič
53
Hertog, Dirk den
52
Bertsimas, Dimitris
45
Pardalos, Panos M.
44
Drexl, Andreas
43
Lodi, Andrea
42
Escudero, Laureano F.
41
Kimms, Alf
41
Zhang, Shuzhong
41
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
36
Puerto, Justo
36
Drezner, Zvi
34
Goerigk, Marc
34
Speranza, Maria Grazia
31
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Talman, Dolf
29
Ben-Tal, Aharon
27
Desaulniers, Guy
27
Figueira, José Rui
27
Labbé, Martine
27
Sethi, Suresh
27
Voß, Stefan
27
Delage, Erick
26
Leus, Roel
26
Vial, Jean-Philippe
26
Coelho, Leandro C.
25
Hao, Jin-Kao
25
Anjos, Miguel F.
24
Gendron, Bernard
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Poss, Michael
24
Yang, Zaifu
24
Iori, Manuel
23
Crainic, Teodor Gabriel
22
more ...
less ...
Institution
All
National Bureau of Economic Research
15
Deutsche Forschungsgemeinschaft
14
Econometrisch Instituut <Rotterdam>
13
IGI Global
12
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Erasmus Research Institute of Management
10
Center for Economic Research <Tilburg>
9
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
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>
3
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
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
2
FernUniversität in Hagen
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
Technische Universität Clausthal
2
Advanced Study Institute on Mathematical Modelling of Energy Systems <1979, Istanbul>
1
Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1,878
Computers & operations research : and their applications to problems of world concern ; an international journal
1,061
Operations research letters
537
International journal of production research
492
Operations research
326
Mathematics of operations research
320
INFORMS journal on computing : JOC
314
Mathematical methods of operations research
194
International journal of production economics
186
Omega : the international journal of management science
179
Transportation research / E : an international journal
155
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
151
Management science : journal of the Institute for Operations Research and the Management Sciences
151
Journal of the Operational Research Society : OR
143
Opsearch : journal of the Operational Research Society of India
127
Operational research : an international journal
125
Journal of the Operational Research Society
124
RAIRO / Operations research
123
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
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
117
OR spectrum : quantitative approaches in management
113
Discussion paper / Center for Economic Research, Tilburg University
111
Top : transactions in operations research
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Computers & operations research : an international journal
108
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
106
Annals of operations research
104
International transactions in operational research : a journal of the International Federation of Operational Research Societies
100
4OR : a quarterly journal of operations research
93
Discussion paper / Tinbergen Institute
90
EURO journal on computational optimization
89
Journal of economic dynamics & control
89
Computational Management Science : CMS
84
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
75
Lecture notes in economics and mathematical systems : LNEMS
73
Computational economics
72
Les cahiers du GERAD
72
SpringerLink / Bücher
71
more ...
less ...
Source
All
ECONIS (ZBW)
17,088
EconStor
107
OLC EcoSci
4
Showing
1
-
10
of
17,199
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G.
-
2003
Persistent link: https://www.econbiz.de/10001786452
Saved in:
2
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
3
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
4
A vehicle routing problem with distribution uncertainty in deadlines
Zhang, Dali
;
Li, Dong
;
Sun, Hailin
;
Hou, Liwen
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012495440
Saved in:
5
Economic lot sampling inspection from defect counts with minimum conditional value-at-risk
Fernández, Arturo J.
- In:
European journal of operational research : EJOR
258
(
2017
)
2
,
pp. 573-580
Persistent link: https://www.econbiz.de/10011644156
Saved in:
6
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
7
Suboptimality in portfolio conditional value-at-risk optimization
Jakobsons, Edgars
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011578360
Saved in:
8
Risk parity : An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses
Mohabbati-Kalejahi, Nasrin
;
Vinel, Alexander
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 797-810
Persistent link: https://www.econbiz.de/10014332139
Saved in:
9
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:
10
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
