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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"Mathematical methods of operations research"
~subject:"Marketing"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Portfolio-Management
Marketing
Theorie
524
Theory
524
Mathematical programming
185
Mathematische Optimierung
185
Portfolio selection
65
Markov chain
60
Markov-Kette
60
Game theory
49
Spieltheorie
49
Stochastic process
48
Stochastischer Prozess
48
Cooperative game
33
Kooperatives Spiel
33
Scheduling problem
28
Scheduling-Verfahren
28
Dynamic programming
26
Dynamische Optimierung
26
Algorithm
22
Algorithmus
21
Multi-criteria analysis
19
Multikriterielle Entscheidungsanalyse
19
Decision
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17
Shapley value
17
Shapley-Wert
17
Queueing theory
16
Risiko
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Risk
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Warteschlangentheorie
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Nichtlineare Optimierung
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Nonlinear programming
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USA
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United States
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Nash equilibrium
14
Nash-Gleichgewicht
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Betriebliche Standortwahl
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Firm location choice
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Option pricing theory
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Article
65
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Sammlung
Aufsatz in Zeitschrift
Textbook
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65
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English
65
Author
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Korn, Ralf
5
Hernández-Hernández, Daniel
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Soner, Halil Mete
2
Albeverio, Sergio
1
Alvarez, Luis H. R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Bi, Junna
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Bäuerle, Nicole
1
Carassus, Laurence
1
Chen, An
1
Chen, Lihua
1
Chen, Shuang
1
Choi, Kyung-Jin
1
Cui, Xiangyu
1
Davis, Mark H. A.
1
Delong, Łukasz
1
Dupačová, Jitka
1
Egriboyun, Feyzullah
1
Ewald, Christian-Oliver
1
Favero, Gino
1
Fernández, Begoña
1
Fortin, Ines
1
Frahm, Gabriel
1
Frey, Rüdiger
1
Gabih, Abdelali
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Mathematical methods of operations research
European journal of operational research : EJOR
281
Insurance / Mathematics & economics
277
Journal of banking & finance
237
Finance research letters
182
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Risks : open access journal
103
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
92
Economic modelling
84
Economics letters
81
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
72
International review of economics & finance : IREF
71
International review of financial analysis
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
61
Annals of finance
60
Journal of economic theory
60
Journal of mathematical finance
58
Applied economics
57
Applied mathematical finance
50
Journal of financial and quantitative analysis : JFQA
47
Journal of investment management : JOIM
47
The journal of investing : JOI
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Financial markets and portfolio management
42
Operations research
42
Operations research letters
42
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ECONIS (ZBW)
65
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1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
4
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
5
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
6
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
7
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
8
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
9
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
10
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
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