//--> //--> //--> //-->
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
~isPartOf:"Economics letters"
~isPartOf:"European journal of operational research : EJOR"
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:"Portfolio selection"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
521
Portfolio-Management
521
Theorie
345
Theory
345
Mathematical programming
120
Mathematische Optimierung
120
Risk
100
Risiko
99
Risikomaß
67
Risk measure
67
Finance
64
Stochastic process
64
Stochastischer Prozess
64
Risikomanagement
56
Risk management
56
Portfolio optimization
47
Capital income
44
Kapitaleinkommen
44
Decision under uncertainty
39
Entscheidung unter Unsicherheit
39
CAPM
32
Investment analysis
32
Risikoaversion
32
Risk aversion
32
Multi-criteria analysis
31
Multikriterielle Entscheidungsanalyse
31
Anlageverhalten
27
Behavioural finance
27
Experiment
25
Robust statistics
25
Robustes Verfahren
25
Hedging
22
Volatility
22
Volatilität
22
Dynamic programming
20
Estimation
19
Estimation theory
19
Measurement
19
Messung
19
Schätztheorie
19
more ...
less ...
Online availability
All
Undetermined
298
Free
3
Type of publication
All
Article
520
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
521
Aufsatz in Zeitschrift
521
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
521
Author
All
Liesiö, Juuso
11
Salo, Ahti A.
9
Li, Duan
6
Steuer, Ralph E.
6
Fabozzi, Frank J.
5
Zhang, Wei-guo
5
Bodnar, Taras
4
Forsyth, Peter A.
4
Grechuk, Bogdan
4
Levy, Moshe
4
Lioui, Abraham
4
Mulvey, John M.
4
Palczewski, Jan
4
Schmid, Wolfgang
4
Utz, Sebastian
4
Vanduffel, Steven
4
Wong, Wing Keung
4
Zopounidis, Constantin
4
Bernard, Carole
3
Cui, Xiangyu
3
Gao, Jianjun
3
Grobys, Klaus
3
Guo, Sini
3
Josa-Fombellida, Ricardo
3
Kerstens, Kristiaan
3
Kim, Woo Chang
3
Li, Xiang
3
Mavrotas, George
3
Parolya, Nestor
3
Penev, Spiridon
3
Platanakis, Emmanouil
3
Poncet, Patrice
3
Prigent, Jean-Luc
3
Qin, Zhongfeng
3
Rincón-Zapatero, Juan Pablo
3
Rustem, Berç
3
Speranza, Maria Grazia
3
Topaloglou, Nikolas
3
Van de Woestyne, Ignace
3
Wimmer, Maximilian
3
more ...
less ...
Published in...
All
Economics letters
European journal of operational research : EJOR
Journal of banking & finance
570
NBER working paper series
529
Working paper / National Bureau of Economic Research, Inc.
460
Insurance / Mathematics & economics
385
Finance research letters
381
NBER Working Paper
379
International review of financial analysis
272
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
250
The journal of finance : the journal of the American Finance Association
230
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
203
Finance and stochastics
196
Journal of empirical finance
196
Management science : journal of the Institute for Operations Research and the Management Sciences
196
The review of financial studies
194
Quantitative finance
187
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
SpringerLink / Bücher
177
Economic modelling
170
Risks : open access journal
167
The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
International review of economics & finance : IREF
157
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
145
The journal of investing
140
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
128
Working paper
128
Research in international business and finance
127
more ...
less ...
Source
All
ECONIS (ZBW)
521
Showing
1
-
10
of
521
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
2
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
3
The impact of ambiguity on dynamic
portfolio
selection
in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
4
Online
portfolio
selection
with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
Saved in:
5
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
Steuer, Ralph E.
;
Utz, Sebastian
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 742-753
Persistent link: https://www.econbiz.de/10014279072
Saved in:
6
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
7
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
8
Computing cardinality constrained
portfolio
selection
efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
9
Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van
;
Forsyth, Peter A.
;
Li, Yuying
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
Saved in:
10
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->