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European journal of operational research : EJOR
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Finance and stochastics
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Computational methods in decision-making, economics and finance
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Optimizing optimization : the next generation of optimization applications and theory
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1
Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory
Steenkamp, Andries
-
2023
Persistent link: https://www.econbiz.de/10014388473
Saved in:
2
Modeling the number of insured households in an insurance portfolio using queuing theory
Boucher, Jean-Philippe
;
Couture-Piché, Guillaume
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 401-430
Persistent link: https://www.econbiz.de/10011576776
Saved in:
3
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz
- In:
International journal of logistics systems and management
25
(
2016
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
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4
Optimal investment planning : a reappraisal of Mahalonobis-Fel'dman strategy
Das, R. K.
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1974
Persistent link: https://www.econbiz.de/10000042261
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5
Portfolio theory with application to bank asset management
Szegö, Giorgio P.
-
1980
Persistent link: https://www.econbiz.de/10000048808
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6
Portfolio optimization with strictly positive transaction costs and impulse control
Korn, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000903142
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7
A fuzzy control model (FCM) for dynamic portfolio management
Östermark, Ralf
-
1994
Persistent link: https://www.econbiz.de/10000879611
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8
A downside risk approach to asset allocation
Murtagh, Bruce A.
-
1995
Persistent link: https://www.econbiz.de/10000934115
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9
Parametric stability of interior point methods for linear programming : evidence on solving portfolio problems on high performance computers
Östermark, Ralf
-
1992
Persistent link: https://www.econbiz.de/10000850801
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10
A portfolio approach to endogenous growth : Eaton's model revisited
Corsetti, Giancarlo
-
1992
Persistent link: https://www.econbiz.de/10000853640
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