//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~subject:"Bankrisiko"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Bankrisiko
Risikomaß
Theorie
629
Theory
629
Mathematical programming
195
Mathematische Optimierung
195
Portfolio-Management
108
Markov chain
61
Markov-Kette
61
Stochastic process
50
Stochastischer Prozess
50
Game theory
49
Spieltheorie
49
Cooperative game
34
Kooperatives Spiel
34
Scheduling problem
29
Scheduling-Verfahren
29
Dynamic programming
27
Risiko
27
Risk
27
Dynamische Optimierung
26
Algorithm
24
Algorithmus
23
Multi-criteria analysis
22
Multikriterielle Entscheidungsanalyse
22
Hedging
21
Option pricing theory
20
Optionspreistheorie
20
Estimation
18
Schätzung
18
Shapley value
18
Shapley-Wert
18
USA
18
United States
18
Decision
17
Entscheidung
17
Schweiz
17
Switzerland
17
Capital income
16
Kapitaleinkommen
16
Queueing theory
16
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
115
Type of publication (narrower categories)
All
Article in journal
112
Aufsatz in Zeitschrift
112
Systematic review
3
Übersichtsarbeit
3
Language
All
English
84
German
31
Author
All
Korn, Ralf
5
Schwartz, Eduardo S.
3
Wolter, Hans-Jürgen
3
Zimmermann, Heinz
3
Bäuerle, Nicole
2
Fortin, Ines
2
Hernández-Hernández, Daniel
2
Hlouskova, Jaroslava
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Lhabitant, François-Serge
2
Rudolf, Markus
2
Schäl, Manfred
2
Soner, Halil Mete
2
Steiner, Manfred
2
Adjaoute, Kpate
1
Albeverio, Sergio
1
Albrecht, Peter
1
Alvarez, Luis H. R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Beckers, Stan
1
Bentlage, Michael
1
Bi, Junna
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Blanco, José Antonio
1
Boda, Kang
1
Brandenberger, Susanne
1
Braun, Thomas K.
1
Cantaluppi, Laurent
1
Carassus, Laurence
1
more ...
less ...
Published in...
All
Finanzmarkt und Portfolio-Management
Mathematical methods of operations research
Insurance / Mathematics & economics
358
Journal of banking & finance
342
European journal of operational research : EJOR
307
NBER working paper series
254
Working paper / National Bureau of Economic Research, Inc.
208
NBER Working Paper
203
Journal of economic dynamics & control
179
Finance research letters
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
Finance and stochastics
161
International journal of theoretical and applied finance
158
Risks : open access journal
138
Research paper series / Swiss Finance Institute
136
Quantitative finance
131
Journal of empirical finance
114
Discussion paper / Centre for Economic Policy Research
111
Journal of financial economics
110
The review of financial studies
109
Economic modelling
105
Management science : journal of the Institute for Operations Research and the Management Sciences
105
The journal of portfolio management : a publication of Institutional Investor
103
The journal of finance : the journal of the American Finance Association
98
Swiss Finance Institute Research Paper
92
Discussion paper / Tinbergen Institute
88
Economics letters
88
SpringerLink / Bücher
86
The European journal of finance
85
Mathematics and financial economics
84
International review of financial analysis
82
Computational economics
78
International review of economics & finance : IREF
78
Journal of risk and financial management : JRFM
77
The North American journal of economics and finance : a journal of financial economics studies
75
Applied economics
74
The journal of asset management
69
Journal of economic theory
67
Annals of finance
65
Discussion paper
65
Journal of mathematical finance
64
more ...
less ...
Source
All
ECONIS (ZBW)
115
Showing
1
-
10
of
115
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
Dynamic systemic risk measures for bounded discrete timeprocesses
Kromer, Eduard
;
Overbeck, Ludger
;
Zilch, Kartrin
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 77-108
Persistent link: https://www.econbiz.de/10012116625
Saved in:
4
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
5
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
6
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
7
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
8
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
9
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
10
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->