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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"IMA journal of management mathematics"
~isPartOf:"Mathematical methods of operations research"
~subject:"Game theory"
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Portfolio selection
Game theory
Theorie
631
Theory
631
Mathematical programming
89
Mathematische Optimierung
89
Decision under uncertainty
79
Entscheidung unter Unsicherheit
79
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59
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59
Portfolio-Management
58
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54
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52
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59
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Chen, Zhiping
3
Korn, Ralf
2
Liu, Jia
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1
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Journal of economic theory
IMA journal of management mathematics
Mathematical methods of operations research
Insurance / Mathematics & economics
164
Discussion paper / Centre for Economic Policy Research
159
European journal of operational research : EJOR
156
Finance research letters
149
Quantitative finance
116
SpringerLink / Bücher
113
Journal of banking & finance
87
Management science : journal of the Institute for Operations Research and the Management Sciences
75
The journal of portfolio management : JPM
63
Working paper / National Bureau of Economic Research, Inc.
62
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
58
International journal of theoretical and applied finance
56
Computational economics
55
International review of financial analysis
55
International review of economics & finance : IREF
53
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51
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47
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47
Finance and stochastics
45
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43
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42
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39
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39
Economics letters
37
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35
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33
Scandinavian actuarial journal
32
Journal of the Operational Research Society
31
Operations research letters
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30
The journal of investment strategies
30
Journal of mathematical finance
29
International journal of financial engineering
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Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Annals of finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
2
A systematic literature review on solution approaches for the index tracking problem
Silva, Julio Cezar Soares
;
Almeida-Filho, Adiel T. de
- In:
IMA journal of management mathematics
35
(
2024
)
2
,
pp. 163-196
Persistent link: https://www.econbiz.de/10014526112
Saved in:
3
Optimal portfolio execution with a Markov chain approximation approach
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Zhang, Yu
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10013541854
Saved in:
4
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
5
Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
Wang, Suxin
;
Wang, Peiqi
;
Zhang, Shuhua
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10014313755
Saved in:
6
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
7
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
Yang, Peng
;
Chen, Zhiping
- In:
IMA journal of management mathematics
34
(
2023
)
4
,
pp. 661-694
Persistent link: https://www.econbiz.de/10014389017
Saved in:
8
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
9
A stochastic dominance approach to pension-fund selection
Kopa, Miloš
;
Kabašinskas, Audrius
;
Šutienė, Kristina
- In:
IMA journal of management mathematics
33
(
2022
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012654796
Saved in:
10
A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
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