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Fabozzi, Frank J.
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Maurer, Raimond
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Korn, Ralf
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Gollier, Christian
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Ang, Andrew
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Lioui, Abraham
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Račev, Svetlozar T.
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Wang, Ruodu
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Jarrow, Robert A.
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Muhle-Karbe, Johannes
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Sass, Jörn
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Schmid, Wolfgang
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Shleifer, Andrei
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Gouriéroux, Christian
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Bank für Internationalen Zahlungsausgleich
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Books on Demand GmbH <Norderstedt>
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Christian-Albrechts-Universität zu Kiel
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De Gruyter Oldenbourg
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312
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287
Journal of banking & finance
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NBER working paper series
238
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191
NBER Working Paper
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Finance research letters
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Journal of economic dynamics & control
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Journal of financial economics
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
95
Swiss Finance Institute Research Paper
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Discussion paper / Centre for Economic Policy Research
85
Economics letters
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Economic modelling
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The European journal of finance
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Mathematics and financial economics
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Computational economics
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International review of economics & finance : IREF
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Mathematical methods of operations research
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International review of financial analysis
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
65
Discussion paper / Tinbergen Institute
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The journal of portfolio management : JPM
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Annals of finance
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Journal of economic theory
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ECONIS (ZBW)
19,074
RePEc
2
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1
An exact
algorithm
for small-cardinality constrained portfolio optimisation
Graham, David I.
;
Craven, Matthew J.
- In:
Journal of the Operational Research Society
72
(
2021
)
6
,
pp. 1415-1431
Persistent link: https://www.econbiz.de/10012588895
Saved in:
2
Revisiting where are the hard knapsack problems? : via instance space analysis
Smith-Miles, Kate
;
Christiansen, Jeffrey
;
Muñoz, Mario …
- In:
Computers & operations research : and their …
128
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012439903
Saved in:
3
Stochastic multi-attribute acceptability analysis-based heuristic algorithms for multi-attribute project portfolio selection and scheduling problem
Song, Shiling
;
Wei, Tingting
;
Yang, Feng
;
Xia, Qiong
- In:
Journal of the Operational Research Society
72
(
2021
)
6
,
pp. 1373-1389
Persistent link: https://www.econbiz.de/10012588892
Saved in:
4
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
5
A reactive greedy randomized adaptive search procedure for a mixed integer portfolio optimization problem
Anagnostopoulos, K. P.
;
Chatzoglou, P. D.
;
Katsavounis, S.
- In:
Managerial finance
36
(
2010
)
12
,
pp. 1057-1065
Persistent link: https://www.econbiz.de/10008778145
Saved in:
6
SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
Yang, Feng
;
Song, Shiling
;
Huang, Wei
;
Xia, Qiong
- In:
Mathematics in business management : [International …
,
(pp. 535-547)
.
2015
Persistent link: https://www.econbiz.de/10011488544
Saved in:
7
Using compromise programming in a stock market pricing model
Ballestero, Enrique
- In:
Research and practice in multiple criteria decision …
,
(pp. 388-399)
.
2000
Persistent link: https://www.econbiz.de/10001498022
Saved in:
8
Programming languages and systems in computational economics and finance
Nielsen, Søren S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001691760
Saved in:
9
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
10
M♮-convexity and its applications in operations
Chen, Xin
;
Li, Menglong
- In:
Operations research
69
(
2021
)
5
,
pp. 1396-1408
Persistent link: https://www.econbiz.de/10012660187
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