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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Finance research letters"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio-Theorie"
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Mathematische Optimierung
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Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
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Optimizing optimization : the next generation of optimization applications and theory
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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1
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
2
Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe
;
Wang, Jinpeng
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
Saved in:
3
Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
Saved in:
4
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
5
Portfolio optimization using robust mean absolute deviation model : Wasserstein metric approach
Hosseini-Nodeh, Zohreh
;
Shiraz, Rashed Khanjani
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472705
Saved in:
6
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
7
Practicable optimization for portfolios that contain nonfungible tokens
Menvouta, Emmanuel Jordy
;
Serneels, Sven
;
Verdonck, Tim
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014473473
Saved in:
8
An empirical evaluation of sensitivity bounds for mean-variance portfolio optimisation
Paskaramoorthy, Andrew
;
Woolway, Matthew
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494865
Saved in:
9
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:
10
Mean-Maximum Drawdown optimization of buy-and-hold portfolios using a multi-objective evolutionary algorithm
Drenovak, Mikica
;
Ranković, Vladimir
;
Urošević, Branko
; …
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341443
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