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isPartOf:"The journal of asset management"
~isPartOf:"Operations research"
~subject:"Mathematical programming"
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Search: subject_exact:"Portfolio management"
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Mathematical programming
Portfolio selection
310
Portfolio-Management
310
Theorie
107
Theory
107
Capital income
79
Kapitaleinkommen
79
Risk
57
Risiko
56
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Mitra, Gautam
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The journal of asset management
Operations research
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
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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
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
Management science : journal of the Institute for Operations Research and the Management Sciences
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
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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
8
Annals of operations research
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ECONIS (ZBW)
29
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1
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
2
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
3
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
4
M♮-convexity and its applications in operations
Chen, Xin
;
Li, Menglong
- In:
Operations research
69
(
2021
)
5
,
pp. 1396-1408
Persistent link: https://www.econbiz.de/10012660187
Saved in:
5
Time consistency of the mean-risk problem
Kováčová, Gabriela
;
Rudloff, Birgit
- In:
Operations research
69
(
2021
)
4
,
pp. 1100-1117
Persistent link: https://www.econbiz.de/10012625134
Saved in:
6
A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian
;
Fernandez-Arjona, Lucio
;
Mayer, János
- In:
Operations research
69
(
2021
)
4
,
pp. 1134-1157
Persistent link: https://www.econbiz.de/10012625163
Saved in:
7
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
8
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
9
Asset allocation with multiple analysts' views : a robust approach
Lu, I-Chen
;
Tee, Kaihong
;
Li, Baibing
- In:
The journal of asset management
20
(
2019
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10012059802
Saved in:
10
Sensitivity of optimal portfolio problems to time-varying parameters : simulation analysis
Bimurat, Zhanar
;
Abdibekov, Darkhan U.
;
Shukayev, Dulat N.
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 395-402
Persistent link: https://www.econbiz.de/10012117629
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