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type_genre:"Article in journal"
~isPartOf:"Annals of finance"
~subject:"Mathematische Optimierung"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Portfolio management"
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Mathematische Optimierung
Portfolio selection
88
Portfolio-Management
88
Theorie
59
Theory
59
CAPM
19
Stochastic process
19
Stochastischer Prozess
19
Risiko
11
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Behavioural finance
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Entscheidung unter Unsicherheit
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Risk measure
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Volatilität
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Expected utility
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Risk management
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Heunis, Andrew J.
2
Carassus, Laurence
1
Correira-da-Silva, João
1
Cvitanić, Jakša
1
Faria, Gonçalo
1
Flåm, Sjur D.
1
Larsen, Kasper
1
Liu, Hening
1
Ma, Xiaoxian
1
Polimenis, Vassilis
1
Qu, Jilin
1
Rásonyi, Miklós
1
Zapatero, Fernando
1
Zhao, Qingzhen
1
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Annals of finance
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
Insurance / Mathematics & economics
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
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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
Annals of operations research
7
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
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The European journal of finance
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ECONIS (ZBW)
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1
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:
2
Quadratic minimization with portfolio and terminal wealth constraints
Heunis, Andrew J.
- In:
Annals of finance
11
(
2015
)
2
,
pp. 243-282
Persistent link: https://www.econbiz.de/10011376186
Saved in:
3
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Annals of finance
8
(
2012
)
4
,
pp. 507-531
Persistent link: https://www.econbiz.de/10009670962
Saved in:
4
Risk-averse asymptotics for reservation prices
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Annals of finance
7
(
2011
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10009248120
Saved in:
5
Portfolio management without probabilities or statistics
Flåm, Sjur D.
- In:
Annals of finance
6
(
2010
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003978880
Saved in:
6
Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening
- In:
Annals of finance
6
(
2010
)
4
,
pp. 435-454
Persistent link: https://www.econbiz.de/10008652613
Saved in:
7
Robust portfolio optimization with a generalized expected utility model under ambiguity
Ma, Xiaoxian
;
Zhao, Qingzhen
;
Qu, Jilin
- In:
Annals of finance
4
(
2008
)
4
,
pp. 431-444
Persistent link: https://www.econbiz.de/10003737193
Saved in:
8
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
9
Optimal portfolio allocation with higher moments
Cvitanić, Jakša
;
Polimenis, Vassilis
;
Zapatero, Fernando
- In:
Annals of finance
4
(
2008
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003589408
Saved in:
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