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~subject:"Mathematische Optimierung"
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Liquidity risk and expected st...
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Mathematische Optimierung
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Gendreau, Michel
54
Nesterov, Jurij Evgenʹevič
53
Hertog, Dirk den
51
Bertsimas, Dimitris
44
Pardalos, Panos M.
44
Drexl, Andreas
43
Lodi, Andrea
42
Escudero, Laureano F.
41
Kimms, Alf
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Zhang, Shuzhong
41
Dolgui, Alexandre
37
Kleijnen, Jack P. C.
37
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Puerto, Justo
36
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34
Goerigk, Marc
34
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
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Sethi, Suresh
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Coelho, Leandro C.
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Gendron, Bernard
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Hao, Jin-Kao
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Leus, Roel
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Vial, Jean-Philippe
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Anjos, Miguel F.
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Savelsbergh, Martin W. P.
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Yang, Zaifu
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Chu, Chengbin
23
Crainic, Teodor Gabriel
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Ehrgott, Matthias
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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 Operations-Research
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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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Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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European journal of operational research : EJOR
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research letters
536
International journal of production research
509
Operations research
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Mathematics of operations research
321
INFORMS journal on computing : JOC
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Mathematical methods of operations research
196
International journal of production economics
193
Omega : the international journal of management science
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Transportation research / E : an international journal
168
Journal of the Operational Research Society : OR
153
Management science : journal of the Institute for Operations Research and the Management Sciences
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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
149
Opsearch : journal of the Operational Research Society of India
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Journal of the Operational Research Society
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RAIRO / Operations research
126
Operational research : an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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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
OR spectrum : quantitative approaches in management
117
Annals of operations research
112
Discussion paper / Center for Economic Research, Tilburg University
112
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
112
Top : transactions in operations research
111
Computers & operations research : an international journal
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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
100
4OR : a quarterly journal of operations research
99
EURO journal on computational optimization
91
Discussion paper / Tinbergen Institute
90
Journal of economic dynamics & control
88
Computational Management Science : CMS
85
CORE discussion paper : DP
83
Journal of scheduling
81
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
Networks and spatial economics : a journal of infrastructure modeling and computation
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SpringerLink / Bücher
72
Computational economics
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EconStor
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OLC EcoSci
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1
Measuring
liquidity
with return volatility : an analytical approach based on heavy-tailed Censored-GARCH model
Zhao, Wandi
;
Gao, Yang
;
Wang, Mingjin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538992
Saved in:
2
Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the
CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
-
2011
.
CAPM
, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical …
Persistent link: https://www.econbiz.de/10009009611
Saved in:
3
Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003981989
Saved in:
4
Using possibilistic moments and bi-objective optimization metaheuristics to compute pessimistic and optimistic efficient portfolios/frontiers for fuzzy-valued returns of risky asse...
Georgescu, Vasile
;
Ştefan, Andreea-Mirabela
- In:
Fuzzy economic review : the review of the International …
25
(
2020
)
2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10012628322
Saved in:
5
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando
;
Guijarro, Francisco
;
Moya, Ismael
- In:
Journal of business economics and management
14
(
2013
)
4
,
pp. 758-775
Persistent link: https://www.econbiz.de/10010188972
Saved in:
6
Optimal basket liquidation for CARA investors is deterministic
Schied, Alexander
;
Schöneborn, Torsten
;
Tehranchi, Michael
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 471-489
Persistent link: https://www.econbiz.de/10008797245
Saved in:
7
Managing
liquidity
buffer through core
liquidity
portfolio
Chagwiza, Wilbert
;
Garira, Winston
;
Moyo, Simiso
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 70-77
Persistent link: https://www.econbiz.de/10010515774
Saved in:
8
Endogenizing exogenous default barrier models : the MM algorithm
Forte, Santiago
;
Lovreta, Lidija
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1639-1652
Persistent link: https://www.econbiz.de/10009616446
Saved in:
9
Optimal liquidation strategies regularize portfolio selection
Caccioli, Fabio
;
Still, Susanne
;
Marsili, Matteo
; …
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 554-571
Persistent link: https://www.econbiz.de/10010243596
Saved in:
10
On the computation of LOT
liquidity
measure
Zhao, Wandi
;
Wang, Mingjin
- In:
Economics letters
136
(
2015
),
pp. 76-80
Persistent link: https://www.econbiz.de/10011435884
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