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type_genre:"Article in journal"
~person:"Schmid, Wolfgang"
~subject:"Mathematische Optimierung"
~type_genre:"Conference proceedings"
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Mathematische Optimierung
Portfolio selection
13
Portfolio-Management
13
Theorie
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4
Kapitaleinkommen
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Mathematical programming
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Schmid, Wolfgang
Li, Duan
9
Post, Thierry
9
Kwon, Roy H.
8
Steuer, Ralph E.
8
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8
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7
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4
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European journal of operational research : EJOR
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Computational management science
1
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ECONIS (ZBW)
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Multi-period power utility optimization under stock return predictability
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014228499
Saved in:
2
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
3
On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
Saved in:
4
Comparison of different estimation techniques for portfolio selection
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10003525357
Saved in:
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