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type_genre:"Article in journal"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Journal of the Operational Research Society : OR"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio management"
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Mathematische Optimierung
Portfolio selection
72
Portfolio-Management
72
Theorie
57
Theory
57
Mathematical programming
34
Multi-criteria analysis
8
Multikriterielle Entscheidungsanalyse
8
Risikomaß
8
Risk measure
8
Risikomanagement
7
Risk management
7
Stochastic process
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Stochastischer Prozess
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Risiko
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Risk
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Portfolio optimization
5
Project management
5
Projektmanagement
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Algorithm
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Dynamic programming
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Dynamische Optimierung
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Performance measurement
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Performance-Messung
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Transaction costs
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Data envelopment analysis
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Fuzzy sets
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Fuzzy-Set-Theorie
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Heuristics
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Heuristik
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Index tracking
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Article in journal
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34
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English
34
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Kwon, Roy H.
2
Tian, Ye
2
Anagnostopoulos, K. P.
1
Anis, Hassan T.
1
Arenas-Parra, Mar
1
Benati, Stefano
1
Bertsimas, Dimitris
1
Bilbao Terol, Amelia
1
Calvet, Laura
1
Cao, Xinwei
1
Carazo, A. F.
1
Cañal-Fernández, Verónica
1
Chen, Chen
1
Chen, Hung-Hsin
1
Chen, Jianyong
1
Chen, Yan
1
Christiansen, Jeffrey
1
Chu, L. K.
1
Costa, Giorgio
1
Cui, Xiangyu
1
De Smet, Yves
1
Doering, Jana
1
Fang, Shu-Cherng
1
Figueira, José Rui
1
Gann, David M.
1
Guerrero, Flor M.
1
Guo, Xiaoling
1
Gupta, Pankaj
1
Gurgur, C.
1
Gómez, Trinidad
1
Haugland, Dag
1
He, Feng
1
Hernández-Díaz, Alfredo G.
1
Hirasawa, Kotaro
1
Huang, Xiaoxia
1
Jiang, Guowei
1
Jiménez, Mariano
1
Juan, Angel A.
1
Katsikis, Vasilios N.
1
Kaucic, Massimiliano
1
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Computers & operations research : and their applications to problems of world concern ; an international journal
Journal of the Operational Research Society : OR
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
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
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
Annals of finance
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
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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ECONIS (ZBW)
34
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1
Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang
;
Song, Chunyue
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
Saved in:
2
Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
Saved in:
3
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
; …
- In:
Computers & operations research : and their …
138
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013040817
Saved in:
4
A combinatorial optimization approach to scenario filtering in portfolio selection
Puerto, Justo
;
Ricca, Federica
;
Rodríguez-Madrena, Moisés
- In:
Computers & operations research : and their …
142
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013197730
Saved in:
5
A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
Kizys, Renatas
;
Doering, Jana
;
Juan, Angel A.
;
Polat, Onur
- In:
Computers & operations research : and their …
139
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013342721
Saved in:
6
Data-driven project portfolio selection : decision-dependent stochastic programming formulations with reliability and time to market requirements
Kettunen, Janne
;
Lejeune, Miguel A.
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013343228
Saved in:
7
A risk index model for uncertain portfolio selection with background risk
Huang, Xiaoxia
;
Jiang, Guowei
;
Gupta, Pankaj
;
Mehlawat, …
- In:
Computers & operations research : and their …
132
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012595736
Saved in:
8
Revisiting where are the hard knapsack problems? : via instance space analysis
Smith-Miles, Kate
;
Christiansen, Jeffrey
;
Muñoz, Mario …
- In:
Computers & operations research : and their …
128
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012439903
Saved in:
9
Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression : a multi-stage stochastic integer programming approach
Maier, Sebastian
;
Polak, John W.
;
Gann, David M.
- In:
Computers & operations research : and their …
115
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012162625
Saved in:
10
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
Kaucic, Massimiliano
- In:
Computers & operations research : and their …
109
(
2019
),
pp. 300-316
Persistent link: https://www.econbiz.de/10012065063
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