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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Annals of operations research"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
221
Portfolio-Management
221
Theorie
111
Theory
111
Anlageverhalten
42
Behavioural finance
42
Capital income
40
Kapitaleinkommen
40
CAPM
37
Investment Fund
31
Investmentfonds
31
Risiko
27
Risk
25
Risikoaversion
21
Risk aversion
21
Börsenkurs
19
Risikomaß
19
Risk measure
19
Share price
19
portfolio choice
19
Mathematical programming
17
Operations Research
17
Operations research
17
Stochastic process
16
Stochastischer Prozess
16
Decision under uncertainty
15
Entscheidung unter Unsicherheit
15
Risikomanagement
14
Risk management
14
Estimation
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Hedging
12
Schätzung
12
Performance measurement
11
Performance-Messung
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Financial market
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Finanzmarkt
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Post, Thierry
2
Arvanitis, Stelios
1
Best, Michael J.
1
Bonomo, Flavio
1
Borgonovo, Emanuele
1
Capponi, Agostino
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Cataldo, Alejandro
1
Fang, Yi
1
Gilli, Manfred
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Grauer, Robert R.
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Jackson, Peter L.
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Kahalé, Nabil
1
Klein Haneveld, Willem K.
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Konno, Hiroshi
1
Kopa, Miloš
1
Kuhn, Daniel
1
Li, Yuexing
1
Margot, François
1
Mauttone, Antonio
1
Muckstadt, John A.
1
Nadarajah, Selvaprabu
1
Peccati, Lorenzo
1
Quiroz, Erik Papa
1
Rios, Luis Miguel
1
Rodríguez Longarela, Iñaki
1
Rujeerapaiboon, Napat
1
Sahinidis, Nikolaos V.
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Schumann, Enrico
1
Secomandi, Nicola
1
Streutker, Matthijs H.
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Topaloglou, Nikolas
1
Vlerk, Maarten H. van der
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Wang, Meihua
1
Wiesemann, Wolfram
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Xu, Chengxian
1
Xu, Fengmin
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Xue, Hongang
1
Yamazaki, Hiroaki
1
Zariphopoulou-Souganidis, Thaleia
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
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Management science : journal of the Institute for Operations Research and the Management Sciences
Annals of operations research
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
23
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Journal of the Operational Research Society
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
16
Swiss Finance Institute Research Paper
16
Journal of banking & finance
15
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
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
10
Mathematical methods of operations research
10
Optimizing optimization : the next generation of optimization applications and theory
10
Risks : open access journal
10
Annals of finance
9
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
9
Working papers
9
International journal of financial engineering
8
Journal of risk and financial management : JRFM
8
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Towards operations research for all : XIX Latin Iberian American Conference on Operations Research, CLAIO 2018
Bonomo, Flavio
(
ed.
);
Cataldo, Alejandro
(
ed.
); …
-
Latin-Iberian-American Conference on Operations …
-
2022
Persistent link: https://www.econbiz.de/10013483273
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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
Saved in:
10
A mixed 0-1 LP for index tracking problem with CVaR risk constraints
Wang, Meihua
;
Xu, Chengxian
;
Xu, Fengmin
;
Xue, Hongang
-
2012
Persistent link: https://www.econbiz.de/10009582063
Saved in:
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