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Author ID: perold.andre-f Recent zbMATH articles by "Perold, Andre F."
Published as: Perold, Andre F.; Perold, A. F.; Perold, André F.
Documents Indexed: 15 Publications since 1977
Co-Authors: 10 Co-Authors with 8 Joint Publications
521 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 265 times in 240 Documents Cited by Year
Large-scale portfolio optimization. Zbl 0548.90008
Perold, André F.
90
1984
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
70
1992
Combinatorial designs related to the strong perfect graph conjecture. Zbl 0403.05017
Chvatal, V.; Graham, R. L.; Perold, A. F.; Whitesides, S. H.
24
1979
Some properties of a class of continuous linear programs. Zbl 0518.90046
Anderson, E. J.; Nash, P.; Perold, A. F.
22
1983
Extreme points and basic feasible solutions in continuous time linear programming. Zbl 0488.49019
Perold, Andre F.
11
1981
An alternative method for a global analysis of quadratic programs in a finite number of steps. Zbl 0389.90077
Perold, Andre F.
11
1978
A generalization of the Frank-Wolfe theorem. Zbl 0429.90057
Perold, Andre F.
9
1980
Optimality conditions and strong duality in abstract and continuous-time linear programming. Zbl 0488.49020
Meidan, R.; Perold, A. F.
7
1983
Combinatorial designs related to the perfect graph conjecture. Zbl 0556.05012
Chvátal, V.; Graham, R. L.; Perold, A. F.; Whitesides, S. H.
7
1984
Sparsity and piecewise linearity in large portfolio optimization problems. Zbl 0472.65053
Markowitz, H. M.; Perold, A. F.
7
1981
A degeneracy exploiting LU factorization for the simplex method. Zbl 0442.90054
Perold, Andre F.
4
1980
Exploiting degeneracy in the simplex method. Zbl 0536.90052
Perold, André F.
2
1981
A basis factorization method for block triangular linear programs. Zbl 0424.65028
Perold, Andre F.; Dantzig, George B.
1
1979
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
70
1992
Large-scale portfolio optimization. Zbl 0548.90008
Perold, André F.
90
1984
Combinatorial designs related to the perfect graph conjecture. Zbl 0556.05012
Chvátal, V.; Graham, R. L.; Perold, A. F.; Whitesides, S. H.
7
1984
Some properties of a class of continuous linear programs. Zbl 0518.90046
Anderson, E. J.; Nash, P.; Perold, A. F.
22
1983
Optimality conditions and strong duality in abstract and continuous-time linear programming. Zbl 0488.49020
Meidan, R.; Perold, A. F.
7
1983
Extreme points and basic feasible solutions in continuous time linear programming. Zbl 0488.49019
Perold, Andre F.
11
1981
Sparsity and piecewise linearity in large portfolio optimization problems. Zbl 0472.65053
Markowitz, H. M.; Perold, A. F.
7
1981
Exploiting degeneracy in the simplex method. Zbl 0536.90052
Perold, André F.
2
1981
A generalization of the Frank-Wolfe theorem. Zbl 0429.90057
Perold, Andre F.
9
1980
A degeneracy exploiting LU factorization for the simplex method. Zbl 0442.90054
Perold, Andre F.
4
1980
Combinatorial designs related to the strong perfect graph conjecture. Zbl 0403.05017
Chvatal, V.; Graham, R. L.; Perold, A. F.; Whitesides, S. H.
24
1979
A basis factorization method for block triangular linear programs. Zbl 0424.65028
Perold, Andre F.; Dantzig, George B.
1
1979
An alternative method for a global analysis of quadratic programs in a finite number of steps. Zbl 0389.90077
Perold, Andre F.
11
1978
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Cited by 406 Authors

9 Zhang, Weiguo
7 Wu, Hsien-Chung
6 Wen, Chingfeng
5 Prigent, Jean-Luc
5 Zagst, Rudi
4 Cairns, Andrew J. G.
4 De Farias, Ismael Regis jun.
4 Konno, Hiroshi
4 Tian, Weidong
4 Wang, Yingluo
4 Zhao, Ming
3 Anderson, Edward James
3 Blake, David
3 Boros, Endre
3 Boyd, Stephen Poythress
3 Chen, Zhiping
3 Günlük, Oktay
3 Gurvich, Vladimir A.
3 Ivanov, Aleksandr Aleksandrovich
3 Linderoth, Jeff T.
3 Lur, Yung-Yih
3 Mahayni, Antje
3 Nie, Zankan
3 Takano, Yuichi
2 Bernard, Carole L.
2 Bienstock, Daniel
2 Boyle, Phelim P.
2 Dowd, Kevin
2 Escobar Anel, Marcos
2 Fourer, Robert
2 Ghate, Archis
2 Kobayashi, Ken-ichiro
2 le Courtois, Olivier
2 Li, Qiao
2 Li, Xiang
2 Li, Zhongfei
2 Maire, Frédéric
2 Mavrotas, George
2 Mulvey, John M.
2 Naguez, Naceur
2 Nakata, Kazuhide
2 Niu, Shufen
2 Omer, Jérémy
2 Perold, Andre F.
2 Phạm Tiên So’n
2 Qian, Weiyi
2 Qin, Zhongfeng
2 Rusu, Irena
2 Sakuma, Tadashi
2 Schneider, Judith C.
2 Shinohara, Hidehiro
2 Soumis, François
2 Tankov, Peter
2 Thuillier, Henri
2 Wahl, Markus
2 Wong, Wing-Keung
2 Wu, Yaokun
2 Xiao, Weilin
2 Xidonas, Panos
2 Xu, Fengmin
2 Xu, Weijun
2 Yin, Mingqiang
2 Zopounidis, Constantin
1 Aaltonen, Jaana
1 Acary, Vincent
1 Acomb, Simon
1 Adcock, C. J.
1 Agarwal, Arun
1 Ahmadi, Amir Ali
1 Ahmed, Shabbir
1 Akishino, Keisuke
1 Angulo, Gustavo
1 Arenas-Parra, Mar
1 Audeguil, Emilien
1 Babakhani, Masoud
1 Bacsó, Gábor
1 Bai, Zhi-Dong
1 Balder, Sven
1 Barro, Diana
1 Basak, Suleyman
1 Baydar, Evren
1 Benati, Stefano
1 Bertsekas, Dimitri Panteli
1 Bertsimas, Dimitris John
1 Boulier, Jean-François
1 Viero Brandão, Adilson José
1 Brandl, Michael
1 Branger, Nicole
1 Branke, Jürgen
1 Braun, Stephen
1 Brogliato, Bernard
1 Brotcorne, Luce
1 Brown, Jason Ira
1 Buckingham, Mark A.
1 Canestrelli, Elio
1 Cao, Yixin
1 Cesari, Riccardo
1 Chang, Dongkyu
1 Chen, An
1 Chen, Cuixia
...and 306 more Authors
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Cited in 87 Serials

16 European Journal of Operational Research
13 Discrete Mathematics
12 Insurance Mathematics & Economics
12 Annals of Operations Research
12 Mathematical Programming. Series A. Series B
8 Applied Mathematics and Computation
8 Journal of Economic Dynamics & Control
8 Quantitative Finance
6 Journal of Global Optimization
5 Optimization
5 Linear Algebra and its Applications
5 Journal of Mathematical Sciences (New York)
5 Mathematical Finance
5 International Journal of Theoretical and Applied Finance
4 Journal of Optimization Theory and Applications
4 Mathematical Programming
4 Scandinavian Actuarial Journal
3 Journal of Mathematical Analysis and Applications
3 Journal of Combinatorial Theory. Series B
3 Journal of Computational and Applied Mathematics
3 Journal of Information & Optimization Sciences
3 Computers & Operations Research
3 Computational Optimization and Applications
3 Mathematical Problems in Engineering
2 Information Sciences
2 Numerical Functional Analysis and Optimization
2 Optimal Control Applications & Methods
2 Operations Research Letters
2 Acta Mathematicae Applicatae Sinica. English Series
2 Graphs and Combinatorics
2 Asia-Pacific Journal of Operational Research
2 Applied Mathematical Modelling
2 International Transactions in Operational Research
2 INFORMS Journal on Computing
2 Optimization Methods & Software
2 Soft Computing
2 Journal of Inequalities and Applications
2 ASTIN Bulletin
2 Optimization Letters
2 European Actuarial Journal
2 Fuzzy Information and Engineering
2 Stochastic Systems
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Bulletin of the Australian Mathematical Society
1 Computers & Mathematics with Applications
1 Discrete Applied Mathematics
1 International Journal of Systems Science
1 Chaos, Solitons and Fractals
1 Automatica
1 Journal of Economic Theory
1 Journal of Mathematical Economics
1 Mathematics of Operations Research
1 Networks
1 Opsearch
1 SIAM Journal on Control and Optimization
1 European Journal of Combinatorics
1 SIAM Journal on Algebraic and Discrete Methods
1 Combinatorica
1 Stochastic Analysis and Applications
1 Computer Science in Economics and Management
1 Computational Economics
1 The Electronic Journal of Combinatorics
1 Journal of Convex Analysis
1 Finance and Stochastics
1 Taiwanese Journal of Mathematics
1 Journal of Shanghai University
1 Discrete Dynamics in Nature and Society
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Decisions in Economics and Finance
1 OR Spectrum
1 Journal of Intelligent and Fuzzy Systems
1 North American Actuarial Journal
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Fuzzy Optimization and Decision Making
1 Computational Management Science
1 Discrete Optimization
1 Journal of Industrial and Management Optimization
1 International Journal of Operations Research (Taichung)
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Advances in Operations Research
1 Mathematical Programming Computation
1 Annals of Finance
1 SIAM Journal on Applied Algebra and Geometry
1 AIMS Mathematics

Citations by Year