//--> //--> //--> //-->
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
type_genre:"Article in journal"
~isPartOf:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematische Optimierung"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio selection
473
Portfolio-Management
473
Theorie
336
Theory
336
Risiko
132
Risk
132
Risikomaß
113
Risk measure
113
Stochastic process
107
Stochastischer Prozess
107
Risikomanagement
103
Risk management
103
Measurement
56
Messung
56
Risikomodell
52
Risk model
52
Reinsurance
47
Rückversicherung
47
Pension fund
44
Pensionskasse
44
Statistical distribution
44
Statistische Verteilung
44
Lebensversicherung
41
Life insurance
41
Altersvorsorge
39
Retirement provision
39
Capital income
36
Kapitaleinkommen
36
Option pricing theory
35
Optionspreistheorie
35
Probability theory
33
Wahrscheinlichkeitsrechnung
33
CAPM
28
Mathematical programming
28
Mortality
28
Risikoaversion
28
Risk aversion
28
Sterblichkeit
28
Control theory
26
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Heunis, Andrew J.
2
Young, Virginia R.
2
Angoshtari, Bahman
1
Bayraktar, Erhan
1
Bi, Junna
1
Cai, Jun
1
Cairns, Andrew
1
Carassus, Laurence
1
Chen, Mi
1
Chen, Xu
1
Chen, Zhiping
1
Christensen, Bent Jesper
1
Correira-da-Silva, João
1
Cvitanić, Jakša
1
Dang, Duy Minh
1
Duarte, Thiago B.
1
Fahrenwaldt, Matthias
1
Faria, Gonçalo
1
Flåm, Sjur D.
1
Forsyth, Peter A.
1
Guo, Junyi
1
Hambardzumyan, Hayk
1
Huang, Xiaoxia
1
Kiesel, Swen
1
Korn, Ralf
1
Laeven, Roger J. A.
1
Larsen, Kasper
1
Liang, Xiaoqing
1
Liang, Zongxia
1
Ling, Chengxiu
1
Liu, Hening
1
Liu, Yong-jun
1
Ma, Xiaoxian
1
Parra-Alvarez, Juan Carlos
1
Pelsser, Antoon André Jean
1
Peng, Xiaofan
1
Polimenis, Vassilis
1
Qu, Jilin
1
Rásonyi, Miklós
1
Rüschendorf, Ludger
1
more ...
less ...
Published in...
All
Annals of finance
Insurance / Mathematics & economics
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
24
Mathematics and financial economics
20
Finance research letters
19
Journal of the Operational Research Society
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
16
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of banking & finance
14
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Omega : the international journal of management science
12
Mathematics of operations research
11
Applied mathematical finance
10
Economic modelling
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical methods of operations research
10
Risks : open access journal
10
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
International journal of financial engineering
8
Journal of risk and financial management : JRFM
8
Computational management science
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
INFOR : information systems and operational research
7
INFORMS journal on computing : JOC
7
RAIRO / Operations research
7
The European journal of finance
7
The engineering economist : a journal devoted to the problems of capital investment
7
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
Saved in:
2
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
3
Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias
;
Sun, Chaofan
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
Saved in:
4
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
5
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
6
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
7
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
8
Time-consistent mean-variance portfolio optimization : a numerical impulse control approach
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011944090
Saved in:
9
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
Duarte, Thiago B.
;
Valladão, Davi M.
;
Veiga, Alvaro
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 177-188
Persistent link: https://www.econbiz.de/10011783945
Saved in:
10
Quadratic minimization with portfolio and intertemporal wealth constraints
Zhu, Dian
;
Heunis, Andrew J.
- In:
Annals of finance
13
(
2017
)
3
,
pp. 299-340
Persistent link: https://www.econbiz.de/10011945450
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->