Edit Profile (opens in new tab) Perold, Andre F. Co-Author Distance Author ID: perold.andre-f Published as: Perold, Andre F.; Perold, A. F.; Perold, André F. more...less Documents Indexed: 15 Publications since 1977 Co-Authors: 10 Co-Authors with 8 Joint Publications 521 Co-Co-Authors all top 5 Co-Authors 7 single-authored 2 Chvátal, Václav 2 Graham, Ronald Lewis 2 Whitesides, Sue H. 1 Anderson, Edward James 1 Black, Fischer 1 Dantzig, George Bernard 1 Hawkins, Douglas M. 1 Markowitz, Harry Max 1 Meidan, Reuven 1 Nash, Peter all top 5 Serials 3 Mathematical Programming 2 SIAM Journal on Control and Optimization 1 Discrete Mathematics 1 Journal of Optimization Theory and Applications 1 Management Science 1 Utilitas Mathematica 1 Journal of Economic Dynamics & Control all top 5 Fields 11 Operations research, mathematical programming (90-XX) 6 Numerical analysis (65-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Combinatorics (05-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Statistics (62-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 Cited in 23 Fields 136 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 123 Operations research, mathematical programming (90-XX) 30 Combinatorics (05-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 14 Statistics (62-XX) 12 Probability theory and stochastic processes (60-XX) 10 Numerical analysis (65-XX) 10 Systems theory; control (93-XX) 7 Computer science (68-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 3 General and overarching topics; collections (00-XX) 3 Group theory and generalizations (20-XX) 3 General topology (54-XX) 2 Mathematical logic and foundations (03-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Functional analysis (46-XX) 1 Field theory and polynomials (12-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) Citations by Year