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type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~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
273
Portfolio-Management
273
Theorie
182
Theory
182
CAPM
33
Stochastic process
26
Stochastischer Prozess
26
Risk
24
Mathematical programming
23
Capital income
22
Hedging
22
Kapitaleinkommen
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Risiko
22
Financial investment
21
Kapitalanlage
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Option pricing theory
21
Optionspreistheorie
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Risikomaß
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Risk measure
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Behavioural finance
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Estimation
18
Schätzung
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Volatility
17
Volatilität
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Dynamic programming
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Consumption theory
13
Konsumtheorie
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Dynamische Optimierung
12
Lebenszyklus
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Life cycle
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Risikoaversion
12
Risk aversion
12
Portfolio choice
11
Transaction costs
11
Transaktionskosten
11
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10
Kreditrisiko
10
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23
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2
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English
23
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Tian, Ye
2
Aliprantis, Charalambos D.
1
Arenas-Parra, Mar
1
Athayde, Gustavo M. de
1
Benati, Stefano
1
Berkelaar, Arjan B.
1
Bertsimas, Dimitris
1
Bi, Xiuchun
1
Bilbao Terol, Amelia
1
Brown, D. J.
1
Cañal-Fernández, Verónica
1
Chu, L. K.
1
Cong, F.
1
Cui, Xiangyu
1
Cui, Zhenyu
1
Fan, Jiacheng
1
Fang, Shu-Cherng
1
Flôres Jr., Renato G.
1
Guo, Xiaoling
1
Gurgur, C.
1
He, Feng
1
Hindy, Ayman
1
Huang, Chi-fu
1
Jiménez, Mariano
1
Kobayashi, Katsunari
1
Konno, Hiroshi
1
Kouwenberg, Roy
1
Lauprete, Geoffrey J.
1
Li, Duan
1
Li, Xingmei
1
Ling, Aifan
1
Maranas, C. D.
1
Oosterlee, Cornelis Willebrordus
1
Plachel, Lukas
1
Presman, Ernst
1
Rong, Chen
1
Samarov, Alexander
1
Sculli, D.
1
Selby, Michael J. P.
1
Sethi, Suresh P.
1
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Journal of economic dynamics & control
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
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
15
Journal of banking & finance
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
7
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ECONIS (ZBW)
23
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1
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
2
A unified model for regularized and robust portfolio optimization
Plachel, Lukas
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012314300
Saved in:
3
Expanded models of the project portfolio selection problem with loss in divisibility
Tian, Ye
;
Sun, Miao
;
Ye, Zuoliang
;
Yang, Wei
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
8
,
pp. 1097-1107
Persistent link: https://www.econbiz.de/10011575605
Saved in:
4
A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem
Bilbao Terol, Amelia
;
Arenas-Parra, Mar
; …
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
10
,
pp. 1259-1273
Persistent link: https://www.econbiz.de/10011590574
Saved in:
5
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
Saved in:
6
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Saved in:
7
Solving non-linear portfolio optimization problems with interval analysis
Xu, Xiaoning
;
He, Feng
;
Rong, Chen
;
Zhang, Qingzhi
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
6
,
pp. 885-893
Persistent link: https://www.econbiz.de/10011378789
Saved in:
8
Using medians in portfolio optimization
Benati, Stefano
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
5
,
pp. 720-731
Persistent link: https://www.econbiz.de/10011302308
Saved in:
9
Expanded model of the project portfolio selection problem with divisibility, time profile factors and cardinality constraints
Li, Xingmei
;
Fang, Shu-Cherng
;
Tian, Ye
;
Guo, Xiaoling
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
7
,
pp. 1132-1139
Persistent link: https://www.econbiz.de/10011403707
Saved in:
10
Three fuzzy goal programming models for index portfolios
Wu, Liang-chuan
;
Tsai, I-chan
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
8
,
pp. 1155-1169
Persistent link: https://www.econbiz.de/10010386753
Saved in:
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