//--> //--> //--> //-->
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
~accessRights:"restricted"
~person:"Kim, Woo Chang"
~person:"Platen, Eckhard"
~person:"Wong, Hoi Ying"
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 planning"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
34
Portfolio-Management
34
Theorie
22
Theory
22
Mathematical programming
7
Mathematische Optimierung
7
Robust statistics
6
Robustes Verfahren
6
Stochastic process
6
Stochastischer Prozess
6
CAPM
5
Hedging
4
Option pricing theory
4
Optionspreistheorie
4
Time-inconsistency
4
Analysis of variance
3
Benchmarking
3
Correlation
3
Derivat
3
Derivative
3
Korrelation
3
Varianzanalyse
3
Volatility
3
Volatilität
3
benchmark approach
3
Analysis
2
Capital income
2
Cointegration
2
Estimation
2
Estimation theory
2
Experiment
2
Investment Fund
2
Investment analysis
2
Investmentfonds
2
Kapitaleinkommen
2
Kointegration
2
Mathematical analysis
2
Mean-variance
2
Mean-variance portfolio selection
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
Free
77
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Aufsatz im Buch
4
Book section
4
Language
All
English
34
Author
All
Kim, Woo Chang
Platen, Eckhard
Wong, Hoi Ying
Fabozzi, Frank J.
40
Zaremba, Adam
31
Kang, Sang Hoon
28
Escobar, Marcos
26
Hammoudeh, Shawkat
22
Tiwari, Aviral Kumar
22
Mensi, Walid
21
Satchell, Stephen
18
Uppal, Raman
18
Yoon, Seong-min
18
Forsyth, Peter A.
17
Vanduffel, Steven
17
Wong, Wing Keung
17
Young, Virginia R.
17
Bouri, Elie
16
Chen, An
16
Muhle-Karbe, Johannes
16
Nguyen, Duc Khuong
16
Ur Rehman, Mobeen
16
Shahzad, Syed Jawad Hussain
15
Wang, Ruodu
15
Xuan Vinh Vo
15
Zagst, Rudi
15
Auer, Benjamin R.
14
Bernard, Carole
14
Guerard, John Baynard
14
Li, Duan
14
Mitchell, Olivia S.
14
Prigent, Jean-Luc
14
Yao, Haixiang
14
Capponi, Agostino
13
Cui, Xiangyu
13
Platanakis, Emmanouil
13
Yang, Jinqiang
13
Campbell, John Y.
12
Consigli, Giorgio
12
Dai, Zhifeng
12
Grobys, Klaus
12
more ...
less ...
Published in...
All
Quantitative finance
5
Finance research letters
3
Analytical models for financial modeling and risk management
2
IMA journal of management mathematics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research letters
2
The journal of portfolio management : JPM
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Economic modelling
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of the Operational Research Society
1
Mathematics and financial economics
1
Mathematics of operations research
1
Optimal financial decision making under uncertainty
1
Research in international business and finance
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
2
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
3
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
4
Pairs trading under delayed cointegration
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1627-1648
Persistent link: https://www.econbiz.de/10013367938
Saved in:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
Optimal retirement under partial information
Chen, Kexin
;
Jeon, Junkee
;
Wong, Hoi Ying
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
Saved in:
7
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
8
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
9
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
10
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->