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type_genre:"Article in journal"
~person:"Korn, Ralf"
~person:"Mavrotas, George"
~subject:"Mathematical programming"
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Search: subject_exact:"Portfolio management"
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Mathematical programming
Portfolio selection
41
Portfolio-Management
41
Theorie
36
Theory
36
Mathematische Optimierung
11
Multi-criteria analysis
7
Multikriterielle Entscheidungsanalyse
7
Financial crisis
5
Finanzkrise
5
Optimal portfolios
4
Stochastic process
4
Stochastischer Prozess
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Martingal
3
Martingale
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio optimization
3
Risiko
3
Risikomaß
3
Risk
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Risk measure
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Analysis of variance
2
Consumer demand theory
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Control theory
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Dynamic programming
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Dynamische Optimierung
2
Erwartungsnutzen
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2
Greece
2
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Article in journal
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11
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Korn, Ralf
Mavrotas, George
Li, Duan
9
Post, Thierry
9
Kwon, Roy H.
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
Steffensen, Mogens
6
Zagst, Rudi
6
Chen, Zhiping
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Kim, Woo Chang
5
Scozzari, Andrea
5
Speranza, Maria Grazia
5
Xu, Fengmin
5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Costa, Giorgio
4
Escobar, Marcos
4
Gozzi, Fausto
4
Hassapis, Christis
4
Kaucic, Massimiliano
4
Kim, Jang Ho
4
Lee, Yongjae
4
Lejeune, Miguel A.
4
Mansini, Renata
4
Mitra, Gautam
4
Pachamanova, Dessislava A.
4
Puerto, Justo
4
Schmid, Wolfgang
4
Tardella, Fabio
4
Topaloglou, Nikolas
4
Vanduffel, Steven
4
Weissensteiner, Alex
4
Wimmer, Maximilian
4
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European journal of operational research : EJOR
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Insurance / Mathematics & economics
1
International journal of decision sciences, risk and management
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
Operational research : an international journal
1
Operations research letters
1
The European journal of finance
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ECONIS (ZBW)
11
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1
R&D project portfolio selection using the Iterative Trichotomic Approach in order to study how subjectivity of the weights is reflected in the selected projects of the final portfo...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
Operational research : an international journal
23
(
2023
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014364573
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection : a case stu...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 794-806
Persistent link: https://www.econbiz.de/10012495366
Saved in:
4
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
5
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:
6
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
7
Robust multiobjective portfolio optimization : a minimax regret approach
Xidonas, Panos
;
Mavrotas, George
;
Hassapis, Christis
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 299-305
Persistent link: https://www.econbiz.de/10011785767
Saved in:
8
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
9
Multiobjective portfolio optimization with non-convex policy constraints : evidence from the Eurostoxx 50
Xidonas, Panos
;
Mavrotas, George
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 957-977
Persistent link: https://www.econbiz.de/10010464893
Saved in:
10
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
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