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isPartOf:"Journal of risk"
~isPartOf:"INFOR : information systems and operational research"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio-Management
123
Portfolio selection
122
Risikomaß
55
Risk measure
55
Theorie
53
Theory
53
Risikomanagement
40
Risk management
40
Risiko
24
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24
Estimation
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18
Mathematical programming
17
Credit risk
14
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Estimation theory
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Capital income
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Original research
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ARCH model
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ARCH-Modell
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risk management
10
CAPM
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Financial services
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Finanzdienstleistung
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Hedging
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Statistical distribution
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Statistische Verteilung
8
Volatility
8
Volatilität
8
portfolio optimization
8
Multivariate Verteilung
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Multivariate distribution
7
value-at-risk (VaR)
7
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6
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Ballestero, Enrique
2
Ben Abdelaziz, Fouad
2
Kwon, Roy H.
2
Aouni, Belaïd
1
Arenas-Parra, Mar
1
Audy, Jean-François
1
Bazier-Matte, Thierry
1
Belles-Sampera, Jaume
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Bilbao Terol, Amelia
1
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1
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1
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1
Costa, Giorgio
1
Delage, Erick
1
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1
El Fayedh, R.
1
Garcia-Bernabeu, Ana
1
Guillén, Montserrat
1
Jakobsons, Edgars
1
Kasimbeyli, Refail
1
Kshatriya, Saranya
1
La Torre, Davide
1
Lai, Kin Keung
1
LeBel, Luc
1
Ma, Siyuan
1
Maggis, Marco
1
Masmoudi, Meryem
1
Prasanna, Krishna
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Pérez-Gladish, Blanca
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Qi, Yue
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Rahimi, Ali
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Skoglund, Jimmy
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Ustun, Ozden
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Wang, Shouyang
1
Waters, Chris
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Yu, Lean
1
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Journal of risk
INFOR : information systems and operational research
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
24
Research paper series / Swiss Finance Institute
23
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Journal of the Operational Research Society
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
16
Swiss Finance Institute Research Paper
16
Journal of banking & finance
15
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Omega : the international journal of management science
12
Mathematics of operations research
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Economic modelling
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical methods of operations research
10
Optimizing optimization : the next generation of optimization applications and theory
10
Risks : open access journal
10
Annals of finance
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
Working papers
9
International journal of financial engineering
8
Journal of risk and financial management : JRFM
8
Annals of operations research
7
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ECONIS (ZBW)
17
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1
Selecting wood supply contracts under uncertainty using stochastic programming
Rahimi, Ali
;
Rönnqvist, Mikael
;
LeBel, Luc
;
Audy, …
- In:
INFOR : information systems and operational research
59
(
2021
)
2
,
pp. 191-211
Persistent link: https://www.econbiz.de/10012627114
Saved in:
2
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
3
Generalization bounds for regularized portfolio selection with market side information
Bazier-Matte, Thierry
;
Delage, Erick
- In:
INFOR : information systems and operational research
58
(
2020
)
2
,
pp. 374-401
Persistent link: https://www.econbiz.de/10012221412
Saved in:
4
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
5
Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification
Qi, Yue
;
Zhang, Yushu
;
Ma, Siyuan
- In:
INFOR : information systems and operational research
57
(
2019
)
3
,
pp. 430-453
Persistent link: https://www.econbiz.de/10012203594
Saved in:
6
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
7
Compositional methods applied to capital allocation problems
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Journal of risk
19
(
2016
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10013177074
Saved in:
8
Suboptimality in portfolio conditional value-at-risk optimization
Jakobsons, Edgars
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011578360
Saved in:
9
Cashflow replication with mismatch constraints
Chen, Wei
;
Skoglund, Jimmy
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 115-128
Persistent link: https://www.econbiz.de/10009571588
Saved in:
10
Different probability distributions for portfolio selection in the chance constrained compromise programming model
Boswarva, Ian
;
Aouni, Belaïd
- In:
INFOR : information systems and operational research
50
(
2012
)
3
,
pp. 140-146
Persistent link: https://www.econbiz.de/10009748814
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