//--> //--> //--> //-->
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
subject:"Kreditrisiko"
subject:"Portfolio-Management"
~isPartOf:"Mathematical methods of operations research"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Portfolio-Management
Theorie
540
Theory
540
Mathematical programming
194
Mathematische Optimierung
194
Portfolio selection
68
Markov chain
61
Markov-Kette
61
Stochastic process
50
Stochastischer Prozess
50
Game theory
49
Spieltheorie
49
Cooperative game
34
Kooperatives Spiel
34
Scheduling problem
29
Scheduling-Verfahren
29
Dynamic programming
27
Dynamische Optimierung
26
Algorithm
24
Algorithmus
23
Multi-criteria analysis
22
Multikriterielle Entscheidungsanalyse
22
Risiko
18
Risk
18
Shapley value
18
Shapley-Wert
18
Decision
17
Entscheidung
17
Queueing theory
16
USA
16
United States
16
Warteschlangentheorie
16
Nichtlineare Optimierung
15
Nonlinear programming
15
Nash equilibrium
14
Nash-Gleichgewicht
14
Betriebliche Standortwahl
13
Firm location choice
13
Hedging
13
Option pricing theory
12
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
68
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
69
Author
All
Korn, Ralf
5
Bäuerle, Nicole
2
Fortin, Ines
2
Hernández-Hernández, Daniel
2
Hlouskova, Jaroslava
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Soner, Halil Mete
2
Albeverio, Sergio
1
Alvarez, Luis H. R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Bi, Junna
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Carassus, Laurence
1
Chen, An
1
Chen, Lihua
1
Chen, Shuang
1
Choi, Kyung-Jin
1
Cui, Xiangyu
1
Davis, Mark H. A.
1
Delong, Łukasz
1
Dupačová, Jitka
1
Egriboyun, Feyzullah
1
Ewald, Christian-Oliver
1
Favero, Gino
1
Fernández, Begoña
1
Frahm, Gabriel
1
Frey, Rüdiger
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Journal of banking & finance
362
European journal of operational research : EJOR
304
Insurance / Mathematics & economics
292
NBER working paper series
276
NBER Working Paper
225
Working paper / National Bureau of Economic Research, Inc.
223
International journal of theoretical and applied finance
198
Journal of economic dynamics & control
188
Finance research letters
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
168
Finance and stochastics
161
Journal of financial economics
135
Research paper series / Swiss Finance Institute
135
Quantitative finance
129
Discussion paper / Centre for Economic Policy Research
127
Risks : open access journal
119
The review of financial studies
114
Journal of empirical finance
109
Management science : journal of the Institute for Operations Research and the Management Sciences
109
The journal of finance : the journal of the American Finance Association
105
Economic modelling
102
The journal of portfolio management : a publication of Institutional Investor
99
Economics letters
94
Swiss Finance Institute Research Paper
91
The European journal of finance
90
International review of economics & finance : IREF
87
Discussion paper / Tinbergen Institute
85
International review of financial analysis
85
The North American journal of economics and finance : a journal of financial economics studies
84
Computational economics
82
The journal of credit risk : published quarterly by Incisive Media
81
SpringerLink / Bücher
77
Journal of risk and financial management : JRFM
76
Mathematics and financial economics
74
Applied economics
70
The journal of asset management
69
Journal of economic theory
68
Annals of finance
66
Discussion paper
65
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
4
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
5
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
6
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
7
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
8
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
9
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
10
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->