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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Optimizing optimization : the next generation of optimization applications and theory"
~type_genre:"Book section"
~type_genre:"Reprint"
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Portfolio-Management
Stochastischer Prozess
Theorie
12
Theory
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Mathematical programming
11
Mathematische Optimierung
11
Portfolio selection
10
Capital income
2
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2001-2008
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Biglova, Almira
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Ceria, Sebastián
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Optimizing optimization : the next generation of optimization applications and theory
Advanced mathematical methods for finance
13
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
12
Applied quantitative finance
11
Contemporary quantitative finance : essays in honour of Eckhard Platen
11
Handbook of heavy tailed distributions in finance
11
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Stochastic optimization: theory and applications
10
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
10
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
9
Quantitative fund management
9
The handbook of fixed income securities
9
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
8
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
8
Risk management for central bank foreign reserves
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Advances in risk management
7
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
7
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
7
Managerial multiple objective optimization
7
Mathematical control theory and finance
7
Mathematical modeling and numerical methods in finance : special volume
7
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
7
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
7
Decision making and risk/return optimization in financial economics
6
Financial engineering, E-commerce and supply chain
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Handbook of financial time series
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
New operational approaches for financial modelling
6
Optimization under uncertainty ; Vol. 1
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Computational methods in financial engineering : essays in honour of Manfred Gilli
5
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Robust portfolio optimization using second-order cone programming
Kolbert, Fiona
;
Wormald, Laurence
- In:
Optimizing optimization : the next generation of …
,
(pp. 3-22)
.
2010
Persistent link: https://www.econbiz.de/10003939044
Saved in:
2
Novel approaches to portfolio construction : multiple risk models and multisolution generation
Ceria, Sebastián
;
Margot, François
;
Renshaw, Anthony
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 23-52)
.
2010
Persistent link: https://www.econbiz.de/10003939050
Saved in:
3
Optimal solutions for optimization in practice
Roxburgh, Daryl
;
Scherer, Katja
;
Matthews, Tim
- In:
Optimizing optimization : the next generation of …
,
(pp. 53-92)
.
2010
Persistent link: https://www.econbiz.de/10003939057
Saved in:
4
The Windham portfolio advisor
Kritzman, Mark
- In:
Optimizing optimization : the next generation of …
,
(pp. 93-113)
.
2010
Persistent link: https://www.econbiz.de/10003939063
Saved in:
5
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
6
Staying ahead on downside risk
Rossi, Giuliano De
- In:
Optimizing optimization : the next generation of …
,
(pp. 143-160)
.
2010
Persistent link: https://www.econbiz.de/10003939102
Saved in:
7
Optimization and portfolio selection
Forsey, Hal
;
Sortino, Frank Alphonse
- In:
Optimizing optimization : the next generation of …
,
(pp. 161-177)
.
2010
Persistent link: https://www.econbiz.de/10003939113
Saved in:
8
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
9
Portfolio optimization with "threshold accepting" : a practical guide
Gilli, Manfred
;
Schumann, Enrico
- In:
Optimizing optimization : the next generation of …
,
(pp. 201-223)
.
2010
Persistent link: https://www.econbiz.de/10003939156
Saved in:
10
Heuristic portfolio optimization : Bayesian updating with the Johnson family of distributions
Louth, Richard
- In:
Optimizing optimization : the next generation of …
,
(pp. 247-281)
.
2010
Persistent link: https://www.econbiz.de/10003939160
Saved in:
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