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subject:"Portfolio-Management"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
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Portfolio-Management
Kontrolltheorie
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European journal of operational research : EJOR
Journal of banking & finance
Insurance / Mathematics & economics
24
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
2
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
3
Optimal bookmaking
Loring, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
Saved in:
4
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
Saved in:
5
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
Saved in:
6
Optimal trade execution under endogenous pressure to liquidate : theory and numerical solutions
Brunovský, Pavol
;
Černý, Aleš
;
Komadel, Ján
- In:
European journal of operational research : EJOR
264
(
2018
)
3
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10011802354
Saved in:
7
Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
Saved in:
8
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella
;
Cerqueti, Roy
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
Saved in:
9
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
10
Impulse control of pension fund contributions, in a regime switching economy
Hainaut, Donatien
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 810-819
Persistent link: https://www.econbiz.de/10010411480
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