//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Journal of the Operational Research Society : OR"
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio selection
112
Portfolio-Management
112
Theorie
75
Theory
75
Mathematical programming
24
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
12
Optionspreistheorie
12
Risikomaß
11
Risk measure
11
Volatility
11
Volatilität
11
Risiko
10
Risk
10
Experiment
9
Hedging
9
Control theory
8
Kontrolltheorie
8
Risikomanagement
8
Risk management
8
Capital income
7
Credit risk
7
Kapitaleinkommen
7
Kreditrisiko
7
Pension fund
6
Pensionskasse
6
Statistical distribution
6
Statistische Verteilung
6
CAPM
5
Derivat
5
Derivative
5
Interest rate
5
Martingal
5
Martingale
5
Optimal Portfolio
5
Portfolio Optimization
5
Stochastic Optimal Control
5
Yield curve
5
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Charles, Wilson Mahera
2
Mataramvura, Sure
2
Tian, Ye
2
A, Chunxiang
1
Alghalith, Moawia
1
Arenas-Parra, Mar
1
Assogbavi, Tov
1
Barone-Adesi, Giovanni
1
Benati, Stefano
1
Bilbao Terol, Amelia
1
Cañal-Fernández, Verónica
1
Chu, L. K.
1
Cui, Xiangyu
1
Fang, Shu-Cherng
1
Frénod, Emmanuel
1
Guo, Xiaoling
1
Guo, Xu
1
Gurgur, C.
1
He, Feng
1
Jiménez, Mariano
1
Jones, C. Kenneth
1
Leung, Andrew P.
1
Li, Duan
1
Li, Xingmei
1
Lien, Da-hsiang Donald
1
Marouane, Arif
1
Mayanja, Fredrick
1
Mbigili, Lusungu Julius
1
Ménard, Pierre
1
Qi, Jun
1
Rong, Chen
1
Safa, Mohamad
1
Sala, Carlo
1
Sculli, D.
1
Sedzro, Komlan
1
Shao, Yi
1
Shi, Wen
1
Shi, Y.
1
Stowe, David L.
1
Sun, Miao
1
more ...
less ...
Published in...
All
Journal of mathematical finance
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
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
7
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal portfolio management when stocks are driven by mean reverting processes
Mbigili, Lusungu Julius
;
Mataramvura, Sure
;
Charles, …
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 10-26
Persistent link: https://www.econbiz.de/10012545303
Saved in:
2
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
Saved in:
3
Two optimization problems of a continuous-in-time financial model
Frénod, Emmanuel
;
Ménard, Pierre
;
Safa, Mohamad
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011846105
Saved in:
4
Mathematical model of financial investment risk
Yin, Deyu
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
Saved in:
5
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
6
Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun
;
Yi, Lan
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
Saved in:
7
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:
8
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
9
Research on the portfolio optimization model under quantitative constraint based on genetic algorithm
Zhu, Shunquan
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 465-470
Persistent link: https://www.econbiz.de/10011656876
Saved in:
10
Conditioning the information in portfolio optimization
Sala, Carlo
;
Barone-Adesi, Giovanni
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 598-625
Persistent link: https://www.econbiz.de/10011656970
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->