| Publication | Date of Publication | Type |
|---|
| Lagrangian mean curvature flows and moment maps | 2019-04-23 | Paper |
| Convergence of Kähler to real polarizations on flag manifolds via toric degenerations | 2014-10-15 | Paper |
| REBALANCE SCHEDULE OPTIMIZATION OF A LARGE SCALE PORTFOLIO UNDER TRANSACTION COST | 2014-03-19 | Paper |
| Classification of companies using maximal margin ellipsoidal surfaces | 2013-06-26 | Paper |
| Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm | 2012-02-19 | Paper |
| Third Degree Stochastic Dominance and Mean-Risk Analysis | 2012-02-12 | Paper |
| Mean–Absolute Deviation Model | 2011-05-31 | Paper |
| Construction of a portfolio with shorter downside tail and longer upside tail | 2011-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5393513 | 2011-04-18 | Paper |
| Multi-step methods for choosing the best set of variables in regression analysis | 2010-08-23 | Paper |
| A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY | 2010-08-11 | Paper |
| A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT | 2010-05-19 | Paper |
| Solving a large scale semi-definite logit model | 2010-05-10 | Paper |
| A maximal predictability portfolio using absolute deviation reformulation | 2010-01-26 | Paper |
| Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface | 2009-11-10 | Paper |
| Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems | 2009-11-02 | Paper |
| Choosing the best set of variables in regression analysis using integer programming | 2009-09-01 | Paper |
| Failure discrimination and rating of enterprises by semi-definite programming | 2009-04-15 | Paper |
| Failure discrimination and rating of enterprises by semi-definite programming | 2009-02-06 | Paper |
| Equilibrium relations in a capital asset market: A mean absolute deviation approach | 2009-02-06 | Paper |
| A constrained least square approach to the estimation of the term structure of interest rates | 2009-02-06 | Paper |
| On the de-facto convex structure of a least square problem for estimating the term structure of interest rates | 2009-02-06 | Paper |
| Convex structure of the constrained least square problem for estimating the forward rate sequence | 2009-02-06 | Paper |
| An international portfolio optimization model hedged with forward currency contracts | 2009-02-06 | Paper |
| Applications of the integrated approach to international portfolio optimization | 2009-02-06 | Paper |
| An efficient algorithm for solving convex-convex quadratic fractional programs | 2008-09-23 | Paper |
| The Geometry of Toric Hyperk\"ahler Varieties | 2008-09-12 | Paper |
| MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS | 2008-09-03 | Paper |
| Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints | 2008-07-29 | Paper |
| A MAXIMAL PREDICTABILITY PORTFOLIO MODEL: ALGORITHM AND PERFORMANCE EVALUATION | 2008-05-20 | Paper |
| A two step algorithm for solving a large scale semi-definite logit model | 2008-01-25 | Paper |
| Applications of Global Optimization to Portfolio Analysis | 2007-10-24 | Paper |
| Studies on a general stock-bond integrated portfolio optimization model | 2007-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488955 | 2006-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488958 | 2006-09-25 | Paper |
| Minimal ellipsoid circumscribing a polytope defined by a system of linear inequalities | 2006-06-28 | Paper |
| Integer programming approaches in mean-risk models | 2006-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3371137 | 2006-02-21 | Paper |
| Empirical studies on internationally diversified investment using a stock-bond integrated model | 2006-01-16 | Paper |
| A CONSTRAINED LEAST SQUARE METHOD FOR ESTIMATING A SMOOTH, NONNEGATIVE FORWARD RATE SEQUENCE | 2005-12-15 | Paper |
| Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs | 2005-12-13 | Paper |
| Optimization of a long-short portfolio under nonconvex transaction cost | 2005-11-16 | Paper |
| PORTFOLIO OPTIMIZATION OF SMALL SCALE FUND USING MEAN-ABSOLUTE DEVIATION MODEL | 2005-10-19 | Paper |
| Estimation of failure probability using semi-definite logit model | 2005-08-25 | Paper |
| A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS | 2005-08-03 | Paper |
| Index-plus-alpha tracking under concave transaction cost | 2005-06-07 | Paper |
| Optimization of polynomial fractional functions | 2004-11-22 | Paper |
| Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints | 2004-08-12 | Paper |
| VARIATION OF TORIC HYPERKÄHLER MANIFOLDS | 2004-07-12 | Paper |
| Portfolio optimization under lower partial risk measures | 2004-03-17 | Paper |
| Credit cards scoring with quadratic utility functions | 2003-10-29 | Paper |
| Cutting plane algorithms for nonlinear semi-definite programming problems with applications | 2003-10-27 | Paper |
| SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES | 2003-10-13 | Paper |
| Minimal concave cost rebalance of a portfolio to the efficient frontier | 2003-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779743 | 2003-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4782159 | 2002-11-27 | Paper |
| A cutting plane algorithm for semi-definite programming problems with applications to failure discriminant analysis | 2002-09-17 | Paper |
| COHOMOLOGY RINGS OF TORIC HYPERKÄHLER MANIFOLDS | 2002-09-10 | Paper |
| Mean-absolute deviation portfolio optimization model under transaction costs | 2002-07-11 | Paper |
| Maximization of the ratio of two convex quadratic functions over a polytope | 2002-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4406411 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2715740 | 2001-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2751321 | 2001-10-21 | Paper |
| Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints | 2001-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2742677 | 2001-09-23 | Paper |
| A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems | 2001-03-28 | Paper |
| The intersection pairings on the configuration spaces of points in the projective line. | 2001-01-01 | Paper |
| A branch and bound algorithm for solving mean-risk-skewness portfolio models | 2000-07-10 | Paper |
| An algorithm for a concave production cost network flow problem | 2000-06-14 | Paper |
| Minimization of the sum of three linear fractional functions | 2000-06-05 | Paper |
| A deterministic approach to linear programs with several additional multiplicative constraints | 2000-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4266762 | 1999-09-22 | Paper |
| Cutting plane/tabu search algorithms for low rank concave quadratic programming problems | 1998-12-02 | Paper |
| Internationally Diversified Investment Using an Integrated Portfolio Model | 1998-11-22 | Paper |
| THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET | 1998-07-28 | Paper |
| An integrated stock-bond portfolio optimization model | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357170 | 1998-07-12 | Paper |
| BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH | 1997-10-30 | Paper |
| D.C. representability of closed sets in reflexive Banach spaces and applications to optimization problems | 1997-07-06 | Paper |
| Optimization on low rank nonconvex structures | 1997-04-29 | Paper |
| Equilibria in the capital market with non-homogeneous investors | 1997-04-16 | Paper |
| EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET | 1997-03-23 | Paper |
| On the degree and separability of nonconvexity and applications to optimization problems | 1997-01-01 | Paper |
| Dual approach to minimization on the set of Pareto-optimal solutions | 1996-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4328356 | 1996-04-22 | Paper |
| A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL | 1996-02-07 | Paper |
| OUTER APPROXIMATION ALGORITHMS FOR LOWER RANK BILINEAR PROGRAMMING PROBLEMS | 1996-01-14 | Paper |
| Convex programs with an additional constraint on the product of several convex functions | 1995-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4833809 | 1995-05-23 | Paper |
| Calculating a minimal sphere containing a polytope defined by a system of linear inequalities | 1994-12-01 | Paper |
| Global minimization of a generalized convex multiplicative function | 1994-03-10 | Paper |
| Optimal portfolios with asymptotic criteria | 1994-01-26 | Paper |
| A mean-absolute deviation-skewness portfolio optimization model | 1994-01-26 | Paper |
| On the natural line bundle on the moduli space of stable parabolic bundles | 1994-01-04 | Paper |
| Construction of the moduli space of stable parabolic Higgs bundles on a Riemann surface | 1993-12-20 | Paper |
| An outer approximation method for minimizing the product of several convex functions on a convex set | 1993-10-13 | Paper |
| A PARAMETRIC SUCCESSIVE UNDERESTIMATION METHOD FOR CONVEX PROGRAMMING PROBLEMS WITH AN ADDITIONAL CONVEX MULTIPLICATIVE CONSTRAINT | 1993-08-12 | Paper |
| Linear multiplicative programming | 1993-04-01 | Paper |
| Parametric simplex algorithms for a class of NP-complete problems whose average number of steps is polynomial | 1993-02-04 | Paper |
| A parametric successive underestimation method for convex multiplicative programming problems | 1993-01-16 | Paper |
| A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES | 1993-01-16 | Paper |
| A generalized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems | 1993-01-01 | Paper |
| Efficient algorithms for solving rank two and rank three bilinear programming problems | 1992-06-28 | Paper |
| Parametric simplex algorithms for solving a special class of nonconvex minimization problems | 1992-06-26 | Paper |
| A linear-time algorithm for solving continuous maximin knapsack problems | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5753230 | 1990-01-01 | Paper |
| Generalized linear multiplicative and fractional programming | 1990-01-01 | Paper |
| PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION | 1990-01-01 | Paper |
| BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING | 1989-01-01 | Paper |
| A mofified gub algorithm for solving linear minimax problems | 1989-01-01 | Paper |
| Best piecewise constant approximation of a function of single variable | 1988-01-01 | Paper |
| Minimum concave cost production system: A further generalization of multi-echelon model | 1988-01-01 | Paper |
| OPTIMIZING CHEMICAL PLANT OPERATION BY MIXED INTEGER PROGRAMMING | 1988-01-01 | Paper |
| AN ALGORITHM FOR SOLVING BILINEAR KNAPSACK PROBLEMS | 1981-01-01 | Paper |
| MAXIMIZING A CONVEX QUADRATIC FUNCTION OVER A HYPERCUBE | 1980-01-01 | Paper |
| A cutting plane algorithm for solving bilinear programs | 1976-01-01 | Paper |
| Maximization of A convex quadratic function under linear constraints | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4109494 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4111295 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403986 | 1973-01-01 | Paper |
