//--> //--> //-->
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:"Journal of business economics : JBE"
subject:"Portfolio selection"
~isPartOf:"The journal of asset management"
~person:"Deng, Geng"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Mathematical programming
1
Mathematische Optimierung
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Sharpe ratio
1
Theorie
1
Theory
1
VaR
1
portfolio optimization
1
robust optimization
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Deng, Geng
Fabozzi, Frank J.
3
Boer, Sanne de
2
Dorfleitner, Gregor
2
Ellison, Frank
2
Glabadanidis, Paskalis
2
Hellwig, Klaus
2
Jong, Marielle de
2
Kakushadze, Zura
2
Keber, Christian
2
Kwon, Roy H.
2
Maringer, Dietmar G.
2
Mitra, Gautam
2
Scherer, Bernd
2
Scowcroft, Alan
2
Abdibekov, Darkhan U.
1
Adjriou, Abdelak
1
Ang, Andrew
1
Anis, Hassan
1
Auer, Benjamin R.
1
Awartani, Basel
1
Bamberg, Günter
1
Biglova, Almira
1
Bimurat, Zhanar
1
Birge, John R.
1
Boigner, Philip
1
Brar, Gurvinder
1
Braun, Thomas K.
1
Brito, Rui Pedro
1
Cai, Haotian
1
Chincoli, Francesco
1
Chávez-Bedoya, Luis
1
Costa, Giorgio
1
De Brouwer, Philippe J. S.
1
De Rossi, Giuliano
1
De Waegenaere, Anja
1
Diaz, Mauricio
1
Diyarbakırlıoğlu, Erkin
1
Dulaney, Tim
1
Dupuy, Philippe
1
more ...
less ...
Published in...
All
Journal of business economics : JBE
The journal of asset management
Journal of finance and investment analysis
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust portfolio optimization with Value-at-Risk-adjusted Sharpe
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Wang, Olivia
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 293-305
Persistent link: https://www.econbiz.de/10010237942
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->