//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Mathematische Optimierung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio-Theorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio selection
445
Portfolio-Management
445
Theorie
260
Theory
260
CAPM
68
Capital income
62
Kapitaleinkommen
62
Anlageverhalten
61
Behavioural finance
61
Risiko
47
Risk
47
Stochastic process
36
Stochastischer Prozess
36
Risikomaß
35
Risk measure
35
Hedging
34
Investment Fund
34
Investmentfonds
34
Risikoaversion
31
Risk aversion
31
Estimation
28
Schätzung
28
Financial investment
27
Kapitalanlage
27
Börsenkurs
25
Option pricing theory
25
Optionspreistheorie
25
Share price
25
Volatility
25
Volatilität
25
Mathematical programming
24
Decision under uncertainty
23
Entscheidung unter Unsicherheit
23
Risikomanagement
19
Risk management
19
portfolio choice
19
Risikoprämie
17
Risk premium
17
Dynamic programming
16
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
22
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
24
Author
All
Konno, Hiroshi
2
Post, Thierry
2
Aliprantis, Charalambos D.
1
Arvanitis, Stelios
1
Athayde, Gustavo M. de
1
Berkelaar, Arjan B.
1
Bertsimas, Dimitris
1
Best, Michael J.
1
Bi, Xiuchun
1
Brown, D. J.
1
Capponi, Agostino
1
Cong, F.
1
Cui, Zhenyu
1
Fan, Jiacheng
1
Fang, Yi
1
Flôres Jr., Renato G.
1
Grauer, Robert R.
1
Hindy, Ayman
1
Huang, Chi-fu
1
Jackson, Peter L.
1
Kahalé, Nabil
1
Kobayashi, Katsunari
1
Kopa, Miloš
1
Kouwenberg, Roy
1
Kuhn, Daniel
1
Lauprete, Geoffrey J.
1
Li, Yuexing
1
Ling, Aifan
1
Maranas, C. D.
1
Margot, François
1
Muckstadt, John A.
1
Nadarajah, Selvaprabu
1
Oosterlee, Cornelis Willebrordus
1
Plachel, Lukas
1
Presman, Ernst
1
Rodríguez Longarela, Iñaki
1
Rujeerapaiboon, Napat
1
Samarov, Alexander
1
Secomandi, Nicola
1
Selby, Michael J. P.
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of economic dynamics & control
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
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
Annals of operations research
7
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
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
A unified model for regularized and robust portfolio optimization
Plachel, Lukas
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012314300
Saved in:
6
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:
7
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:
8
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:
9
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->