Publication | Date of Publication | Type |
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Mean-variance-VaR portfolios: MIQP formulation and performance analysis | 2023-09-15 | Paper |
Discrete 2-convex functions | 2022-10-24 | Paper |
Risk parity with expectiles | 2021-06-07 | Paper |
Discrete Midpoint Convexity | 2020-04-30 | Paper |
An optimization-diversification approach to portfolio selection | 2020-02-28 | Paper |
Scaling, proximity, and optimization of integrally convex functions | 2019-05-17 | Paper |
Alternating current optimal power flow with generator selection | 2018-08-17 | Paper |
On exact and approximate stochastic dominance strategies for portfolio selection | 2018-05-25 | Paper |
Complexity of some graph-based bounds on the probability of a union of events | 2018-05-24 | Paper |
Largest minimal inversion-complete and pair-complete sets of permutations | 2018-04-27 | Paper |
Scaling and proximity properties of integrally convex functions | 2018-04-19 | Paper |
Equal risk bounding is better than risk parity for portfolio selection | 2017-11-02 | Paper |
Carathéodory, Helly, and Radon Numbers for Sublattice and Related Convexities | 2017-06-02 | Paper |
A linear risk-return model for enhanced indexation in portfolio optimization | 2015-08-03 | Paper |
Linear vs. quadratic portfolio selection models with hard real-world constraints | 2015-07-24 | Paper |
Polynomially Computable Bounds for the Probability of the Union of Events | 2015-04-24 | Paper |
A new method for mean-variance portfolio optimization with cardinality constraints | 2013-08-07 | Paper |
Exact and heuristic approaches for the index tracking problem with UCITS constraints | 2013-08-07 | Paper |
Structural and algorithmic properties for parametric minimum cuts | 2012-10-15 | Paper |
The fundamental theorem of linear programming: extensions and applications | 2011-05-03 | Paper |
On the complexity of some subgraph problems | 2010-04-28 | Paper |
A clique algorithm for standard quadratic programming | 2008-11-19 | Paper |
Existence and sum decomposition of vertex polyhedral convex envelopes | 2008-09-04 | Paper |
New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability | 2008-06-30 | Paper |
Sublattices of product spaces: Hulls, representations and counting | 2008-03-13 | Paper |
Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming | 2007-05-29 | Paper |
Bimonotone linear inequalities and sublattices of \(\mathbb R^n\) | 2006-03-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4464689 | 2004-05-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4527206 | 2002-02-06 | Paper |
A General Class of Greedily Solvable Linear Programs | 2001-11-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4247438 | 1999-06-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4234156 | 1999-03-16 | Paper |
On the equivalence between some discrete and continuous optimization problems | 1990-01-01 | Paper |
A New Proof of the Lyapunov Convexity Theorem | 1990-01-01 | Paper |
On the image of a constrained extremum problem and some applications to the existence of a minimum | 1989-01-01 | Paper |
Some topological properties in optimization theory | 1989-01-01 | Paper |
On a class of functions attaining their maximum at the vertices of a polyhedron | 1989-01-01 | Paper |