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~isPartOf:"Applied mathematical finance"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Mathematische Optimierung
Portfolio selection
33
Portfolio-Management
33
Theorie
18
Theory
18
Stochastic process
16
Stochastischer Prozess
16
Hedging
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Option pricing theory
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Optionspreistheorie
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portfolio optimization
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stochastic control
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stochastic optimal control
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Aktienindex
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Bouveret, Géraldine
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Duck, Peter
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Fahim, Arash
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Fouque, Jean-Pierre
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Howell, Sydney D.
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Hu, Ruimeng
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Johnson, Paul
1
Lin, Hua-Yi
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Mai, Jan-Frederik
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Applied mathematical finance
European journal of operational research : EJOR
72
International journal of theoretical and applied finance
21
Finance research letters
19
Journal of the Operational Research Society
19
Quantitative finance
19
Computational economics
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Operational research : an international journal
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Insurance / Mathematics & economics
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Mathematics and financial economics
10
Omega : the international journal of management science
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Operations research
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Operations research letters
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Journal of mathematical finance
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Finance and stochastics
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International journal of financial engineering
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
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The engineering economist : a journal devoted to the problems of capital investment
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research
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Computational Management Science : CMS
5
IMA journal of management mathematics
5
INFORMS journal on computing : JOC
5
RAIRO / Operations research
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of asset management
5
The journal of investment strategies
5
Computational management science
4
IEEE transactions on engineering management : EM
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
International journal of production economics
4
Journal of risk
4
OR spectrum : quantitative approaches in management
4
Operations research forum
4
Central European journal of operations research
3
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
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2
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
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3
Portfolio optimization for credit-risky assets under Marshall–Olkin dependence
Mai, Jan-Frederik
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 598-618
Persistent link: https://www.econbiz.de/10012210432
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4
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
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5
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
6
Optimal portfolio execution under time-varying liquidity constraints
Lin, Hua-Yi
;
Fahim, Arash
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 387-416
Persistent link: https://www.econbiz.de/10011815279
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