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type_genre:"Article in journal"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio management"
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Mathematische Optimierung
Portfolio selection
460
Portfolio-Management
460
Theorie
326
Theory
326
Risiko
129
Risk
129
Risikomaß
111
Risk measure
111
Stochastic process
108
Stochastischer Prozess
108
Risikomanagement
104
Risk management
104
Measurement
56
Messung
56
Risikomodell
52
Risk model
52
Reinsurance
47
Rückversicherung
47
Option pricing theory
45
Optionspreistheorie
45
Pension fund
44
Pensionskasse
44
Statistical distribution
43
Statistische Verteilung
43
Lebensversicherung
41
Life insurance
41
Altersvorsorge
38
Hedging
38
Retirement provision
38
Probability theory
32
Wahrscheinlichkeitsrechnung
32
Capital income
30
Kapitaleinkommen
30
Mathematical programming
29
Control theory
28
Kontrolltheorie
28
Mortality
27
Sterblichkeit
27
Private Altersvorsorge
25
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29
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Forsyth, Peter A.
2
Young, Virginia R.
2
Angoshtari, Bahman
1
Ballestero, Enrique
1
Bayraktar, Erhan
1
Bi, Junna
1
Bouveret, Géraldine
1
Cai, Jun
1
Cairns, Andrew
1
Chen, Mi
1
Chen, Xu
1
Chen, Zhiping
1
Christensen, Bent Jesper
1
Dang, Duy Minh
1
Donnelly, Ryan
1
Duarte, Thiago B.
1
Duck, Peter
1
Fahim, Arash
1
Fahrenwaldt, Matthias
1
Fouque, Jean-Pierre
1
Guo, Junyi
1
Hambardzumyan, Hayk
1
Howell, Sydney D.
1
Hu, Ruimeng
1
Huang, Xiaoxia
1
Johnson, Paul
1
Kennedy, J. S.
1
Kiesel, Swen
1
Korn, Ralf
1
Laeven, Roger J. A.
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1
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1
Mai, Jan-Frederik
1
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1
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1
Peng, Xiaofan
1
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Applied mathematical 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
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
Annals of finance
9
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
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1
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
2
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
10
Portfolio optimization for credit-risky assets under Marshall–Olkin dependence
Mai, Jan-Frederik
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 598-618
Persistent link: https://www.econbiz.de/10012210432
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