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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Computational economics"
~isPartOf:"Mathematical methods of operations research"
~subject:"Mathematical programming"
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Portfolio-Management
Stochastischer Prozess
Mathematical programming
Theorie
1,072
Theory
1,072
Mathematische Optimierung
261
Portfolio selection
137
Stochastic process
93
Forecasting model
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Markov chain
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Time series analysis
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Korn, Ralf
6
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4
Bäuerle, Nicole
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Alkemade, Floortje
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Cai, Yongyang
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Cambini, Riccardo
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Ceffer, Attila
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Fliege, Jörg
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Fortin, Ines
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Guo, Xianping
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Hamacher, Horst W.
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Prigent, Jean-Luc
2
Rambau, Jörg
2
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2
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2
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Computational economics
Mathematical methods of operations research
European journal of operational research : EJOR
2,144
Computers & operations research : and their applications to problems of world concern ; an international journal
1,134
Operations research letters
606
International journal of production research
542
Operations research
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INFORMS journal on computing : JOC
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236
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Omega : the international journal of management science
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Transportation research / E : an international journal
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Finance research letters
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Journal of econometrics
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Journal of the Operational Research Society
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Journal of economic theory
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Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
416
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1
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
2
On the optimal size and composition of customs unions : an evolutionary approach
Saber, Takfarinas
;
Naeher, Dominik
;
De Lombaerde, Philippe
- In:
Computational economics
62
(
2023
)
4
,
pp. 1457-1479
Persistent link: https://www.econbiz.de/10014437379
Saved in:
3
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional simulation output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
Saved in:
4
On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection
Ferretti, Stefano
- In:
Computational economics
62
(
2023
)
3
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10014382852
Saved in:
5
Market clearing and Krusell-Smith algorithm in an economy with multiple assets
Bakota, Ivo
- In:
Computational economics
62
(
2023
)
3
,
pp. 1007-1045
Persistent link: https://www.econbiz.de/10014382858
Saved in:
6
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
7
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
8
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
9
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
10
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
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