//--> //--> //--> //-->
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
type:"article"
~person:"Korn, Ralf"
~person:"Mavrotas, George"
~person:"Post, Thierry"
~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 performance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio selection
67
Portfolio-Management
67
Theorie
54
Theory
54
Mathematical programming
21
Stochastic process
14
Stochastischer Prozess
14
Multi-criteria analysis
7
Multikriterielle Entscheidungsanalyse
7
CAPM
6
Portfolio optimization
6
Stochastic dominance
6
USA
6
United States
6
Financial crisis
5
Finanzkrise
5
Linear programming
5
Risikoaversion
5
Risk aversion
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Erwartungsnutzen
4
Expected utility
4
Experiment
4
Optimal portfolios
4
Portfolio choice
4
Präferenztheorie
4
Risiko
4
Risk
4
Theory of preferences
4
stochastic dominance
4
Anlageverhalten
3
Behavioural finance
3
Black-Scholes model
3
Black-Scholes-Modell
3
Decision theory
3
Dynamic programming
3
Dynamische Optimierung
3
Entscheidungstheorie
3
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
1
Book section
1
Language
All
English
21
Author
All
Korn, Ralf
Mavrotas, George
Post, Thierry
Li, Duan
9
Cesarone, Francesco
8
Fabozzi, Frank J.
8
Kwon, Roy H.
8
Steuer, Ralph E.
8
Zhang, Wei-guo
8
Ben Abdelaziz, Fouad
7
Kim, Woo Chang
7
Qi, Yue
7
Speranza, Maria Grazia
7
Chen, Zhiping
6
Hassapis, Christis
6
Kim, Jang Ho
6
Scozzari, Andrea
6
Steffensen, Mogens
6
Zagst, Rudi
6
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Lee, Yongjae
5
Lejeune, Miguel A.
5
Mansini, Renata
5
Tardella, Fabio
5
Xidonas, Panos
5
Xu, Fengmin
5
Aouni, Belaïd
4
Ballestero, Enrique
4
Chen, Jingnan
4
Consigli, Giorgio
4
Costa, Giorgio
4
Escobar, Marcos
4
Gilli, Manfred
4
Gozzi, Fausto
4
Kaucic, Massimiliano
4
Masmoudi, Meryem
4
Mitra, Gautam
4
Ogryczak, Włodzimierz
4
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
OR spectrum : quantitative approaches in management
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Insurance / Mathematics & economics
1
International journal of decision sciences, risk and management
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Managerial multiple objective optimization
1
Mathematics and financial economics
1
Operational research : an international journal
1
Operations research letters
1
The European journal of finance
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
R&D project portfolio selection using the Iterative Trichotomic Approach in order to study how subjectivity of the weights is reflected in the selected projects of the final portfo...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
Operational research : an international journal
23
(
2023
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014364573
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
4
Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection : a case stu...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 794-806
Persistent link: https://www.econbiz.de/10012495366
Saved in:
5
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:
6
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
Saved in:
7
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
8
Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk
;
Korn, Ralf
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
Saved in:
9
Multiobjective portfolio optimization : bridging mathematical theory with asset management practice
Xidonas, Panos
;
Hassapis, Christis
;
Mavrotas, George
; …
- In:
Managerial multiple objective optimization
,
(pp. 585-606)
.
2018
Persistent link: https://www.econbiz.de/10011897111
Saved in:
10
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->