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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Portfolio-Theorie"
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Mathematische Optimierung
Portfolio selection
580
Portfolio-Management
580
Theorie
372
Theory
372
Risiko
146
Risk
144
Risikomaß
120
Risk measure
120
Risikomanagement
109
Risk management
109
Stochastic process
99
Stochastischer Prozess
99
Capital income
67
Kapitaleinkommen
67
Measurement
61
Messung
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Risikomodell
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Risk model
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Anlageverhalten
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Behavioural finance
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Reinsurance
47
Rückversicherung
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Statistical distribution
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Statistische Verteilung
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CAPM
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Pension fund
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Pensionskasse
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Altersvorsorge
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Retirement provision
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Life insurance
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Risikoaversion
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Risk aversion
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Hedging
34
Option pricing theory
34
Optionspreistheorie
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Probability theory
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Wahrscheinlichkeitsrechnung
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Post, Thierry
2
Young, Virginia R.
2
Angoshtari, Bahman
1
Arvanitis, Stelios
1
Bayraktar, Erhan
1
Best, Michael J.
1
Bi, Junna
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1
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Duarte, Thiago B.
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Fahrenwaldt, Matthias
1
Fang, Yi
1
Forsyth, Peter A.
1
Grauer, Robert R.
1
Guo, Junyi
1
Hambardzumyan, Hayk
1
Huang, Xiaoxia
1
Jackson, Peter L.
1
Kahalé, Nabil
1
Kiesel, Swen
1
Konno, Hiroshi
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Liu, Yong-jun
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Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
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
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
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Working papers
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International journal of financial engineering
8
Journal of risk and financial management : JRFM
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Annals of operations research
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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
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
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
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
5
Expected utility approximation and portfolio optimisation
Fahrenwaldt, Matthias
;
Sun, Chaofan
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 301-314
Persistent link: https://www.econbiz.de/10012294137
Saved in:
6
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:
7
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
8
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
9
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
10
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
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