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
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
Applying CVaR for decentralize...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
18
Portfolio-Management
18
Theorie
18
Theory
18
Mathematical programming
11
Mathematische Optimierung
11
Stochastic process
6
Stochastischer Prozess
6
Stochastic programming
5
Investment analysis
4
Altersvorsorge
3
Artificial intelligence
3
Betriebliche Finanzwirtschaft
3
Commodity derivative
3
Finance
3
Gruppenbildung
3
Künstliche Intelligenz
3
Managerial finance
3
Neural networks
3
Neuronale Netze
3
Pension fund
3
Pensionskasse
3
Portfolio optimization
3
Programmanalyse ganzzahlig
3
Regime identification
3
Retirement provision
3
Risikomanagement
3
Risk management
3
Rohstoffderivat
3
Statistik
3
Asset allocation
2
Bewertung
2
Bilanzstrukturmanagement
2
Forecasting model
2
Gesetzliche Rentenversicherung
2
Hedge fund
2
Hedgefonds
2
Hidden Markov model
2
Index
2
Index number
2
more ...
less ...
Online availability
All
Undetermined
26
Free
7
Type of publication
All
Article
64
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
8
Book section
8
Konferenzschrift
3
Arbeitspapier
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference proceedings
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
43
Undetermined
34
Author
All
Mulvey, John M.
77
Kim, Woo Chang
10
Zhang, Zhuojuan
5
Li, Xiaoyue
4
Simsek, Koray D.
4
Beck, Michael P.
3
Erkan, Hafize G.
3
Fabozzi, Frank J.
3
Pauling, William R.
3
Rosenbaum, Daniel P.
3
Shetty, Bala
3
Zenios, Stavros A.
3
Ziemba, William T.
3
Bae, Geum Il
2
Crowder, Harlan P.
2
Gu, Junhan
2
Holen, Margaret
2
Konicz, Agnieszka Karolina
2
Ma, Yi
2
Nadbielny, Thomas
2
Reus, Lorenzo
2
Ural, Cenk
2
Uysal, A. Sinem
2
Uysal, Sinem
2
Vladimirou, Hercules
2
Aydinhan, Afsar Onat
1
Blount White, Sally E.
1
Britt, Stephen
1
Drud, Arne
1
Dyer, James S.
1
Gould, Gordon
1
Guerard, John Baynard
1
Hao, Han
1
Kim, Jang Ho
1
Konicz Bell, Agnieszka K.
1
Li, Nongchao
1
Lin, Changle
1
Liu, Han
1
Madey, Ronald E.
1
Martellini, Lionel
1
more ...
less ...
Institution
All
Conference on Testing and Evaluating Mathematical Programming Algorithms and Software <1, 1981, Boulder, Colo.>
1
USA / National Bureau of Standards
1
Published in...
All
European Journal of Operational Research
7
European journal of operational research : EJOR
7
Management Science
5
The journal of portfolio management : a publication of Institutional Investor
5
Interfaces : the INFORMS journal on the practice of operations research
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of asset management
4
Operations research : the journal of the Operations Research Society of America
3
The journal of financial data science
3
Quantitative Finance
2
Applications and case studies
1
Applications of management science : a research annual
1
Computational methods in decision-making, economics and finance
1
DRD discussion paper
1
Finance
1
Financial analysts' journal : FAJ
1
International journal of financial engineering and risk management
1
International review of financial analysis
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of investment management : JOIM
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Lecture notes in economics and mathematical systems : operations research, computer science, social science
1
Operations research
1
Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus
1
Optimal financial decision making under uncertainty
1
Optimization and logistics challenges in the enterprise
1
Publications of the Newton Institute
1
Quantitative finance
1
Quantitative fund management
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
1
The Journal of financial perspectives
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
OLC EcoSci
16
RePEc
15
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An enterprise risk management model for supply chains
Mulvey, John M.
;
Erkan, Hafize G.
- In:
Optimization and logistics challenges in the enterprise
,
(pp. 177-189)
.
2009
Persistent link: https://www.econbiz.de/10003860528
Saved in:
2
Applying CVaR for decentralized risk management of financial companies
Mulvey, John M.
;
Erkan, Hafize G.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 627-644
Persistent link: https://www.econbiz.de/10003291336
Saved in:
3
Applying CVaR for decentralized risk management of financial companies
Mulvey, John M.
;
Erkan, Hafize G.
- In:
Journal of Banking & Finance
30
(
2006
)
2
,
pp. 627-644
Persistent link: https://www.econbiz.de/10005213677
Saved in:
4
Multivariate stratified sampling by optimization
Mulvey, John M.
- In:
Management science : journal of the Institute for …
29
(
1983
)
6
,
pp. 715-724
Persistent link: https://www.econbiz.de/10003637156
Saved in:
5
Multi-stage financial planning systems
Mulvey, John M.
- In:
Operations research models in quantitative finance : …
,
(pp. 18-35)
.
1994
Persistent link: https://www.econbiz.de/10001315488
Saved in:
6
A rule-based commodity index
Mulvey, John M.
- In:
Journal of investment management : JOIM
12
(
2014
)
3
,
pp. 19-30
Persistent link: https://www.econbiz.de/10011634617
Saved in:
7
Balancing large social accounting matrices with nonlinear network programming
Drud, Arne
;
Zenios, Stauros Andrea
;
Mulvey, John M.
-
1986
Persistent link: https://www.econbiz.de/10000691855
Saved in:
8
Nonlinear network programming on vector supercomputers : a study on the Cray X-MP
Zenios, Stavros A.
;
Mulvey, John M.
- In:
Operations research
34
(
1986
)
5
,
pp. 667-682
Persistent link: https://www.econbiz.de/10003637158
Saved in:
9
Improving performance for long-term investors : wide diversification, leverage, and overlay strategies
Mulvey, John M.
;
Ural, Cenk
;
Zhang, Zhuojuan
- In:
Quantitative fund management
,
(pp. 107-128)
.
2009
Persistent link: https://www.econbiz.de/10003796948
Saved in:
10
Solving capacitated clustering problems
Mulvey, John M.
;
Beck, Michael P.
- In:
European journal of operational research : EJOR
18
(
1984
)
3
,
pp. 339-348
Persistent link: https://www.econbiz.de/10003485213
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
