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Number of items: 22.

Article

Mohr, Esther ; Dochow, Robert (2017) Risk management strategies for finding universal portfolios. Annals of Operations Research New York, NY 256 1 129-147 [Article]

Mohr, Esther (2017) Optimal replenishment under price uncertainty. European Journal of Operational Research : EJOR Amsterdam 258 1 136-143 [Article]

Ebli, Christian ; Dinh, Hai-Dung ; Dochow, Robert ; Mohr, Esther ; Schmidt, Günter (2014) Finanzinformationssysteme: Entscheidungsunterstützung bei der persönlichen Finanzplanung am Beispiel der Quantifizierung von Risikobereitschaft im Kontext der Portfoliostrukturierung. Wirtschaftswissenschaftliches Studium : WiSt München [u.a.] 43 3 130-136 [Article]

Mohr, Esther ; Ahmad, Iftikhar ; Schmidt, Günter (2014) Online Algorithms for Conversion Problems: A Survey. Surveys in Operations Research and Management Science Amsterdam [u.a.] 19 2 87-104 [Article]

Mohr, Esther ; Schmidt, Günter (2013) How much is it worth to know the future in online conversion problems? Discrete Applied Mathematics : DAM Amsterdam 161 10/11 1546-1555 [Article]

Schmidt, Günter ; Mohr, Esther ; Kersch, Mike (2010) Experimental analysis of an online trading algorithm. Electronic Notes in Discrete Mathematics Amsterdam 36 519-526 [Article]

Schmidt, Günter ; Mohr, Esther (2010) Trading-Algorithmen. Das Wirtschaftsstudium : WISU Düsseldorf 39 3 337-340 [Article]

Book chapter

Ahmad, Iftikhar ; Mohr, Esther ; Schmidt, Günter (2014) Competitive Ratio as Coherent Measure of Risk. Helber, Stefan Operations research proceedings 2012 : selected papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz Universität Hannover, Germany, September 5 - 7, 2012 Cham ; Heidelberg [u.a.] 63-69 [Book chapter]

Mohr, Esther ; Schmidt, Günter ; Jansen, Sebastian (2013) A Comparative Study of Heuristic Conversion Algorithms, Genetic Programming and Return Predictability on the German Market. Tantar, Emilio EVOLVE - A Bridge Between Probability, Set Oriented Numerics, and Evolutionary Computation Studies in Computational Intelligence Berlin [u.a.] 447 393-414 [Book chapter]

Mohr, Esther ; Ahmad, Iftikhar ; Schmidt, Günter (2012) Solving Uni-directional Conversion Problems by Online Algorithms under an Extreme Value Distribution. Suhl, Leena Applied Mathematical Optimization and Modelling : APMOD 2012 Extended Abstracts DSOR-Beiträge zur Wirtschaftsinformatik = DSOR Contributions to Information Systems Norderstedt 8 459-470 [Book chapter]

Mohr, Esther ; Schmidt, Günter (2009) Trading in Financial Markets with Online Algorithms. Fleischmann, Bernhard Operations research proceedings 2008 : selected papers of the annual International Conference of the German Operations Research Society (GOR), University of Augsburg, September 3 - 5, 2008 Berlin [u.a.] 33-38 [Book chapter]

Mohr, Esther ; Schmidt, Günter (2008) Empirical Analysis of an Online Algorithm for Multiple Trading Problems. Hoai An , Le Thi Modelling, computation and optimization in information systems and management sciences : Second International Conference MCO 2008, Metz, France - Luxembourg, September 8 - 10, 2008, Proceedings Communications in Computer and Information Science Berlin [u.a.] 14 293-302 [Book chapter]

Doctoral dissertation

Mohr, Esther (2011) Online Algorithms for Conversion Problems. Saarbrücken [Doctoral dissertation]

Conference or workshop publication

Dochow, Robert ; Mohr, Esther ; Schmidt, Günter Risk-Adjusted On-line Portfolio Selection. Huismann, Dennis 113-119 In: Operations Research Proceedings 2013 : selected papers of the International Conference on Operations Research, OR2013, organ. by the German Operations Research Society (GOR), the Dutch Society of Operations Research (NGB) and Erasmus Univ. Rotterdam (2014) Cham ; Heidelberg [u.a.] [Conference or workshop publication]

Mohr, Esther Optimal Search with Bounded Daily Returns. Kacem, Imed 231-235 In: 2014 International Conference on Control, Decision and Information Technologies (CoDIT) : IEEE Section France, Université de Lorraine, France LCOMS, Metz ; proceedings (2014) Piscataway, NJ (Metz, France) [Conference or workshop publication]

Raudys, Aistis ; Mohr, Esther ; Schmidt, Günter How (in)efficient is after-hours trading? 27-33 In: IEEE SSCI 2013 : proceedings of the 2013 IEEE Symposium Series on Computational Intelligence (SSCI), 16 - 19 April 2013, Singapore (2013) Piscataway, NJ IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) [Conference or workshop publication]

Conference presentation

Mohr, Esther On the performance of the risk-adjusted on-line portfolio selection algorithm. (2015) APMOD 2014 – International Conference on Applied Mathematical Optimization and Modelling (Warwick, Great Britain) [Conference presentation]

Mohr, Esther Online Algorithms for the Newsvendor Problem. (2015) ECCO XXVIII - 28th Conference of the European Chapter on Combinatorial Optimization (Catania, Italy) [Conference presentation]

Mohr, Esther Distribution-free Inventory Control for Perishable Products. (2015) Manufacturing & Service Operations Management Conference 2015 (Toronto, Ont.) [Conference presentation]

Mohr, Esther Competitive Analysis of the Storage Management Problem. (2015) 27th European Conference on Operational Research (Glasgow, Great Britain) [Conference presentation]

Mohr, Esther Uni-directional Online Conversion with Price Function. (2014) ECCO XXVII - CO 2014 Joint Conference (München, Germany) [Conference presentation]

Mohr, Esther Universal Risk Management Strategies. (2014) OR56 - Annual Conference (London, Great Britain) [Conference presentation]

This list was created automatically on Mon Apr 6 04:12:09 2020 CEST