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~subject:"Portfolio-Management"
~subject:"Scheduling problem"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Robustes Verfahren"
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Portfolio-Management
Scheduling problem
Robust statistics
142
Robustes Verfahren
142
Theorie
59
Theory
59
Mathematical programming
31
Mathematische Optimierung
31
Decision under uncertainty
26
Entscheidung unter Unsicherheit
26
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Aufsatz im Buch
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355
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Fabozzi, Frank J.
5
Kim, Jang Ho
4
Kim, Woo Chang
4
Ahn, So Hyoung
1
Akkan, Can
1
Bailer, Heiko M.
1
Barros Nabholz, Rodrigo de
1
Ben Saida, Abdallah
1
Brinkmann, Ulf
1
Costa, Oswaldo L. V.
1
Drwal, Maciej
1
Ermis, Gülcin
1
Focardi, Sergio M.
1
Gandibleux, Xavier
1
Giuzio, Margherita
1
Gülpınar, Nalân
1
Hassanzadeh, Farhad
1
Hu, Zhezhi
1
Jorge, Julien
1
Józefczyk, Jerzy
1
Kolbert, Fiona
1
Kolm, Petter N.
1
Koutsoyannis, Christos
1
Kwon, Do-Gyun
1
Lee, Yongjae
1
Maravina, Tatiana A.
1
Martin, R. Douglas
1
Modarres, Mohammad
1
Pachamanova, Dessislava A.
1
Paç, A. Burak
1
Prigent, Jean-Luc
1
Pınar, Mustafa Ç.
1
Recchia, Raffaella
1
Saffari, Mohammad
1
Salazar, Daniel
1
Satchell, Stephen
1
Scutellà, Maria Grazia
1
Sevaux, Marc
1
Trojani, Fabio
1
Vanini, Paolo
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Analytical models for financial modeling and risk management
3
Computational methods in decision-making, economics and finance
2
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Essays in portfolio selection
1
Forecasting expected returns in the financial markets
1
Multiobjective programming and goal programming : theoretical results and practical applications
1
Operations research models in banking management
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Operations research proceedings 2008 : selected papers of the annual international conference of the German Operations Research Society (GOR) University of Augsburg, September 3 - 5, 2008
1
Optimizing optimization : the next generation of optimization applications and theory
1
Risk management decisions and value under uncertainty
1
Risk management decisions and wealth management in financial economics
1
Robustness analysis in decision aiding, optimization, and analytics
1
Surveys in operations research llI (invited surveys from "4OR", 2009 - 2011)
1
The Oxford handbook of quantitative asset management
1
The practice and theory of automated timetabling (2016)
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
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Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
2
Robust min-max regret scheduling to minimize the weighted number of late jobs with interval processing times
Drwal, Maciej
;
Józefczyk, Jerzy
-
2020
Persistent link: https://www.econbiz.de/10012165572
Saved in:
3
Search algorithms for improving the pareto front in a timetabling problem with a solution network-based robustness measure
Ermis, Gülcin
;
Akkan, Can
- In:
The practice and theory of automated timetabling (2016)
,
(pp. 101-121)
.
2019
Persistent link: https://www.econbiz.de/10012002757
Saved in:
4
On the robustness of portfolio allocation under copula misspecification
Ben Saida, Abdallah
;
Prigent, Jean-Luc
- In:
Risk management decisions and wealth management in …
,
(pp. 631-652)
.
2018
Persistent link: https://www.econbiz.de/10011871693
Saved in:
5
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
6
On robust portfolio and naïve diversification : mixing ambiguous and unambiguous assets
Paç, A. Burak
;
Pınar, Mustafa Ç.
- In:
Analytical models for financial modeling and risk management
,
(pp. 223-253)
.
2018
Persistent link: https://www.econbiz.de/10011897175
Saved in:
7
Robust equity portfolio performance
Kim, Jang Ho
;
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Fabozzi, …
- In:
Analytical models for financial modeling and risk management
,
(pp. 293-312)
.
2018
Persistent link: https://www.econbiz.de/10011897181
Saved in:
8
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita
- In:
Essays in portfolio selection
,
(pp. 4-36)
.
2017
Persistent link: https://www.econbiz.de/10012111503
Saved in:
9
Robust optimization approaches to single period portfolio allocation problem
Gülpınar, Nalân
;
Hu, Zhezhi
- In:
Robustness analysis in decision aiding, optimization, …
,
(pp. 265-283)
.
2016
Persistent link: https://www.econbiz.de/10011518649
Saved in:
10
What do robust equity portfolio models really do?
Kim, Woo Chang
;
Kim, Jang Ho
;
Ahn, So Hyoung
;
Fabozzi, …
- In:
Operations research models in banking management
,
(pp. 141-168)
.
2013
Persistent link: https://www.econbiz.de/10009739301
Saved in:
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