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isPartOf:"Journal of risk"
~source:"econis"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio-Management
105
Portfolio selection
104
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39
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Theorie
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portfolio optimization
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Kwon, Roy H.
2
Belles-Sampera, Jaume
1
Butler, Andrew
1
Chen, Wei
1
Costa, Giorgio
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Guillén, Montserrat
1
Jakobsons, Edgars
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Journal of risk
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
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Research paper series / Swiss Finance Institute
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Mathematics and financial economics
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Finance research letters
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Insurance / Mathematics & economics
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OR spectrum : quantitative approaches in management
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Swiss Finance Institute Research Paper
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Journal of banking & finance
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Journal of mathematical finance
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Operations research
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Operations research letters
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Journal of economic dynamics & control
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Operational research : an international journal
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The journal of asset management
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Computational Management Science : CMS
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Omega : the international journal of management science
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INFOR : information systems and operational research
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Mathematics of operations research
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Applied mathematical finance
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Computational methods in decision-making, economics and finance
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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Optimizing optimization : the next generation of optimization applications and theory
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Risks : open access journal
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Annals of finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society : OR
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Operations research perspectives
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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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
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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
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:
5
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:
6
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:
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