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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~subject:"Mathematical programming"
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Deutschland
Forecasting model
Mathematical programming
Theorie
283
Theory
283
Portfolio selection
118
Portfolio-Management
118
Stochastic process
51
Stochastischer Prozess
51
Prognoseverfahren
48
Volatility
46
Volatilität
46
Börsenkurs
41
Share price
41
Capital income
35
Kapitaleinkommen
35
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35
Risk measure
35
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34
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34
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31
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31
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25
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23
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23
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23
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23
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23
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22
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22
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20
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20
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20
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20
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20
Markov chain
19
Markov-Kette
19
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17
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17
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14
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14
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63
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9
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71
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Article in journal
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73
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4
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4
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2
Collection of articles of several authors
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English
73
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Creamer Guillén, Germán
2
Liu, Li
2
Pun, Chi Seng
2
Shi, Fangquan
2
Shu, Lianjie
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Alexander, Carol
1
Antonov, Anton
1
Aste, Tomaso
1
Bekiros, Stelios
1
Birge, John R.
1
Blomvall, Jörgen
1
Bormetti, Giacomo
1
Bottazzi, Giulio
1
Bouchard, Bruno
1
Bouchaud, Jean-Philippe
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Burke, Matt
1
Butler, Andrew
1
Cao, Yi
1
Cattivelli, Luca
1
Chen, Qian
1
Chen, Yi-Chi
1
Chen, Ying
1
Chu, Chih-Kang
1
Chua, Wee Song
1
Clayton, Aubrey
1
Consigli, Giorgio
1
Costa, Giorgio
1
Dakos, Michael
1
Demirer, Rıza
1
Demos, Guilherme
1
Deng, Kaihua
1
Dentcheva, Darinka
1
Deshpande, Amit
1
Ding, Rui
1
Doldi, A.
1
Du, Donglei
1
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Forecasting Financial Markets Conference <23.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
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Quantitative finance
European journal of operational research : EJOR
1,846
Computers & operations research : and their applications to problems of world concern ; an international journal
1,068
International journal of forecasting
678
Operations research letters
536
International journal of production research
510
Journal of forecasting
439
INFORMS journal on computing : JOC
323
Mathematics of operations research
305
Operations research
302
International journal of production economics
232
Management science : journal of the Institute for Operations Research and the Management Sciences
210
Mathematical methods of operations research
185
Omega : the international journal of management science
173
Journal of the Operational Research Society : OR
168
Transportation research / E : an international journal
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Top : an official journal of the Spanish Society of Statistics and Operations Research
152
Computational economics
148
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
144
Journal of econometrics
144
Journal of economic dynamics & control
143
Journal of the Operational Research Society
134
Operational research : an international journal
131
Opsearch : journal of the Operational Research Society of India
131
RAIRO / Operations research
124
Economics letters
123
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
122
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
117
Energy economics
115
OR spectrum : quantitative approaches in management
115
Economic modelling
113
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
Annals of operations research
105
Applied economics
104
International transactions in operational research : a journal of the International Federation of Operational Research Societies
91
EURO journal on computational optimization
90
Computational Management Science : CMS
89
Technological forecasting & social change : an international journal
89
4OR : a quarterly journal of operations research
88
Journal of empirical finance
80
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ECONIS (ZBW)
73
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1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
Distributionally robust end-to-end portfolio construction
Costa, Giorgio
;
Iyengar, Garud N.
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1465-1482
Persistent link: https://www.econbiz.de/10014419171
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
5
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
6
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
9
Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua
;
Xu, Fengmin
;
Du, Donglei
;
Meihua, Wang
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
Saved in:
10
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
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