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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~subject:"Queueing theory"
~subject:"Stock index"
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Portfolio selection
Queueing theory
Stock index
Theorie
629
Theory
629
Mathematical programming
195
Mathematische Optimierung
195
Portfolio-Management
108
Markov chain
61
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Finanzmarkt und Portfolio-Management
Mathematical methods of operations research
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
274
Journal of banking & finance
250
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
194
NBER Working Paper
190
Journal of economic dynamics & control
168
Finance research letters
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
149
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135
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121
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120
The review of financial studies
102
Risks : open access journal
100
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
97
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97
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Economic modelling
86
Economics letters
85
Swiss Finance Institute Research Paper
83
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82
International review of economics & finance : IREF
77
International review of financial analysis
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
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Mathematics and financial economics
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SpringerLink / Bücher
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Applied economics
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The journal of portfolio management : JPM
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ECONIS (ZBW)
126
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
10
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
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