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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"International journal of financial engineering"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
253
Portfolio-Management
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Theorie
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Capital income
45
Kapitaleinkommen
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Anlageverhalten
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portfolio choice
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Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of financial engineering
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
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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
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Journal of mathematical finance
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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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Computational Management Science : CMS
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Omega : the international journal of management science
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INFOR : information systems and operational research
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Mathematics of operations research
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Applied mathematical finance
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Computational methods in decision-making, economics and finance
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Mathematical methods of operations research
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Optimizing optimization : the next generation of optimization applications and theory
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Risks : open access journal
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society : OR
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Operations research perspectives
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
4
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
5
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:
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
Forecasting plausible scenarios and losses in interest rate targeting using mathematical optimization
Tanaka, Katsuhiro
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012314512
Saved in:
8
An analytical solution for the HJB equation arising from the Merton problem
Zhu, Song-Ping
;
Ma, Guiyuan
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011922966
Saved in:
9
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:
10
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
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