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type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International transactions in operational research : a journal of the International Federation of Operational Research Societies"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio management"
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Mathematische Optimierung
Portfolio selection
397
Portfolio-Management
397
Theorie
168
Theory
168
Capital income
103
Kapitaleinkommen
103
Risk
66
Risiko
62
Anlageverhalten
58
Behavioural finance
58
CAPM
54
Aktienmarkt
41
Stock market
41
Risikomaß
40
Risk measure
40
Volatility
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Volatilität
40
Estimation
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Schätzung
39
Risikomanagement
37
Risk management
37
Hedging
36
Börsenkurs
35
Share price
35
Virtual currency
34
Virtuelle Währung
34
Welt
33
World
33
Investment Fund
29
Investmentfonds
29
Mathematical programming
28
Financial investment
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Kapitalanlage
27
Diversification
24
Forecasting model
22
Prognoseverfahren
22
Correlation
18
Diversifikation
18
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Article in journal
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28
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English
28
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Li, Xuepeng
2
Xu, Fengmin
2
Almeida-Filho, Adiel T. de
1
Anoushirvani, Z.
1
Aw, Grace
1
Ben Abdelaziz, Fouad
1
Ben Naoua, Bouthaina
1
Bongiorno, Christian
1
Caldeira, João F.
1
Cesarone, Francesco
1
Challet, Damien
1
Chen, Jingnan
1
Chibane, Messaoud
1
Ching, Wai Ki
1
Chiou, Wan-jiun Paul
1
Costa, Oswaldo Luiz do Valle
1
Daehwan, Kim
1
Dai, Yu-Hong
1
Dai, Zhifeng
1
Drenovak, Mikica
1
Escobar, Marcos
1
Filomena, Tiago Pascoal
1
Garcia-Bernabeu, Ana
1
Glogger, S.
1
Gu, Jia-wen
1
Han, Yingwei
1
Heiden, Sebastian
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Hooshmand, F.
1
Hosseini-Nodeh, Zohreh
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Jelic, Ranko
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Jing, Kui
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Juan, Angel A.
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Lampariello, Lorenzo
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Lee, Wen-Yi
1
Li, Ping
1
Liu, Yiying
1
Lostumbo, Marisa A.
1
López-López, David
1
Meihua, Wang
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Finance research letters
International transactions in operational research : a journal of the International Federation of Operational Research Societies
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
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
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
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ECONIS (ZBW)
28
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1
A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints
Mousavi, Ahmad
;
Shen, Jinglai
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
Saved in:
2
An Omega portfolio model with dynamic return thresholds
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2528-2545
Persistent link: https://www.econbiz.de/10014259294
Saved in:
3
Geometric compromise programming : application in portfolio selection
Salas-Molina, Francisco
;
Pla-Santamaria, David
; …
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2571-2594
Persistent link: https://www.econbiz.de/10014260119
Saved in:
4
Portfolio selection : should investors include crypto-assets?: a multiobjective approach
Youssef, Meriem
;
Ben Naoua, Bouthaina
;
Ben Abdelaziz, Fouad
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2620-2639
Persistent link: https://www.econbiz.de/10014261172
Saved in:
5
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Meihua, Wang
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2640-2664
Persistent link: https://www.econbiz.de/10014261199
Saved in:
6
Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure
Hooshmand, F.
;
Anoushirvani, Z.
;
MirHassani, S. A.
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2665-2690
Persistent link: https://www.econbiz.de/10014261204
Saved in:
7
An enhanced GRASP approach for the index tracking problem
Silva, Julio Cezar Soares
;
Silva, Diogo Ferreira de Lima
; …
- In:
International transactions in operational research : a …
31
(
2024
)
3
,
pp. 1828-1858
Persistent link: https://www.econbiz.de/10014470618
Saved in:
8
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
9
Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe
;
Wang, Jinpeng
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
Saved in:
10
Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
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