//--> //--> //--> //-->
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 risk"
~isPartOf:"Journal of the Operational Research Society : OR"
~subject:"Mathematische Optimierung"
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:"Portfolio management"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio-Management
130
Portfolio selection
129
Theorie
57
Theory
57
Risikomaß
56
Risk measure
56
Risikomanagement
41
Risk management
41
Risiko
23
Risk
23
Estimation
19
Schätzung
19
Credit risk
17
Kreditrisiko
17
Mathematical programming
15
Measurement
14
Messung
14
Estimation theory
13
Schätztheorie
13
Capital income
12
Kapitaleinkommen
12
ARCH model
11
ARCH-Modell
11
Original research
11
risk management
11
CAPM
8
Financial services
8
Finanzdienstleistung
8
Hedging
8
Volatility
8
Volatilität
8
Basel Accord
7
Basler Akkord
7
Multivariate Verteilung
7
Multivariate distribution
7
Performance measurement
7
Performance-Messung
7
Statistical distribution
7
Statistische Verteilung
7
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Kwon, Roy H.
2
Tian, Ye
2
Arenas-Parra, Mar
1
Belles-Sampera, Jaume
1
Benati, Stefano
1
Bilbao Terol, Amelia
1
Butler, Andrew
1
Cañal-Fernández, Verónica
1
Chen, Wei
1
Chu, L. K.
1
Costa, Giorgio
1
Cui, Xiangyu
1
Fang, Shu-Cherng
1
Guillén, Montserrat
1
Guo, Xiaoling
1
Gurgur, C.
1
He, Feng
1
Jakobsons, Edgars
1
Jiménez, Mariano
1
Kshatriya, Saranya
1
Li, Duan
1
Li, Xingmei
1
Prasanna, Krishna
1
Rong, Chen
1
Santolino, Miguel
1
Sculli, D.
1
Shi, Y.
1
Skoglund, Jimmy
1
Sun, Miao
1
Tsai, I-chan
1
Wu, F.
1
Wu, Liang-chuan
1
Xu, Xiaoning
1
Xu, Y. H.
1
Yan, Jia-an
1
Yang, Wei
1
Ye, Zuoliang
1
Zhang, Qingzhi
1
more ...
less ...
Published in...
All
Journal of risk
Journal of the Operational Research Society : OR
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
INFOR : information systems and operational research
11
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
Expanded models of the project portfolio selection problem with loss in divisibility
Tian, Ye
;
Sun, Miao
;
Ye, Zuoliang
;
Yang, Wei
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
8
,
pp. 1097-1107
Persistent link: https://www.econbiz.de/10011575605
Saved in:
5
A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem
Bilbao Terol, Amelia
;
Arenas-Parra, Mar
; …
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
10
,
pp. 1259-1273
Persistent link: https://www.econbiz.de/10011590574
Saved in:
6
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:
7
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:
8
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Saved in:
9
Solving non-linear portfolio optimization problems with interval analysis
Xu, Xiaoning
;
He, Feng
;
Rong, Chen
;
Zhang, Qingzhi
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
6
,
pp. 885-893
Persistent link: https://www.econbiz.de/10011378789
Saved in:
10
Using medians in portfolio optimization
Benati, Stefano
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
5
,
pp. 720-731
Persistent link: https://www.econbiz.de/10011302308
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->