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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Annals of finance"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
283
Portfolio-Management
283
Theorie
154
Theory
154
CAPM
54
Anlageverhalten
50
Behavioural finance
50
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portfolio choice
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Heunis, Andrew J.
2
Post, Thierry
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Arvanitis, Stelios
1
Best, Michael J.
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1
Carassus, Laurence
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Correira-da-Silva, João
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Qu, Jilin
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Management science : journal of the Institute for Operations Research and the Management Sciences
Annals of finance
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
Research paper series / Swiss Finance Institute
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Mathematics and financial economics
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Finance research letters
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Insurance / Mathematics & economics
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OR spectrum : quantitative approaches in management
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Swiss Finance Institute Research Paper
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Journal of banking & finance
15
Journal of mathematical finance
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Operations research
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Operations research letters
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Journal of economic dynamics & control
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Operational research : an international journal
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The journal of asset management
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Computational Management Science : CMS
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Omega : the international journal of management science
12
INFOR : information systems and operational research
11
Mathematics of operations research
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Economic modelling
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Mathematical methods of operations research
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Optimizing optimization : the next generation of optimization applications and theory
10
Risks : open access journal
10
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
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Working papers
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Annals of operations research
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ECONIS (ZBW)
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1
Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino
;
Ólafsson, Sveinn
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225
Saved in:
2
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
3
Multiperiod stock allocation via robust optimization
Jackson, Peter L.
;
Muckstadt, John A.
;
Li, Yuexing
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 794-818
Persistent link: https://www.econbiz.de/10012000746
Saved in:
4
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
Saved in:
5
Quadratic minimization with portfolio and intertemporal wealth constraints
Zhu, Dian
;
Heunis, Andrew J.
- In:
Annals of finance
13
(
2017
)
3
,
pp. 299-340
Persistent link: https://www.econbiz.de/10011945450
Saved in:
6
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
7
A characterization of the SSD-efficient frontier of portfolio weights by means of a set of mixed-integert linear constraints
Rodríguez Longarela, Iñaki
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3549-3554
Persistent link: https://www.econbiz.de/10011626383
Saved in:
8
Relaxations of approximate linear programs for the real option management of commodity storage
Nadarajah, Selvaprabu
;
Margot, François
;
Secomandi, Nicola
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 3054-3076
Persistent link: https://www.econbiz.de/10011413516
Saved in:
9
Quadratic minimization with portfolio and terminal wealth constraints
Heunis, Andrew J.
- In:
Annals of finance
11
(
2015
)
2
,
pp. 243-282
Persistent link: https://www.econbiz.de/10011376186
Saved in:
10
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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