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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
372
Portfolio-Management
372
Theorie
249
Theory
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CAPM
53
Anlageverhalten
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Behavioural finance
49
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portfolio choice
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Martingal
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Nutz, Marcel
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Post, Thierry
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Xu, Zuo Quan
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Zariphopoulou-Souganidis, Thaleia
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
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Insurance / Mathematics & economics
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Journal of the Operational Research Society
19
OR spectrum : quantitative approaches in management
16
Swiss Finance Institute Research Paper
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Journal of banking & finance
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Journal of mathematical finance
15
Operations research
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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
14
The journal of asset management
14
Computational Management Science : CMS
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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
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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
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Journal of the Operational Research Society : OR
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Operations research perspectives
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Working papers
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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Annals of operations research
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander
;
Zhang, Tao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
Saved in:
8
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
9
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:
10
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
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