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~isPartOf:"IMA journal of management mathematics"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Bayes-Statistik
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Portfolio selection
Stochastic process
47
Stochastischer Prozess
47
Theorie
36
Theory
36
Mathematical programming
16
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stochastic programming
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IMA journal of management mathematics
Insurance / Mathematics & economics
90
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
54
Finance and stochastics
43
Quantitative finance
37
Journal of economic dynamics & control
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of econometrics
26
Mathematical methods of operations research
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Journal of mathematical finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Risks : open access journal
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Annals of finance
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Computational economics
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Finance research letters
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Journal of risk and financial management : JRFM
18
Econometric reviews
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Scandinavian actuarial journal
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CAMA working paper series
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Discussion paper / Tinbergen Institute
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International journal of financial engineering
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11
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10
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Journal of empirical finance
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1
Portfolio rebalancing based on time series momentum and downside risk
Guo, Xiaoshi
;
Ryan, Sarah M.
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 355-381
Persistent link: https://www.econbiz.de/10014313747
Saved in:
2
Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
Wang, Suxin
;
Wang, Peiqi
;
Zhang, Shuhua
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10014313755
Saved in:
3
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
4
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
5
A stochastic dominance approach to pension-fund selection
Kopa, Miloš
;
Kabašinskas, Audrius
;
Šutienė, Kristina
- In:
IMA journal of management mathematics
33
(
2022
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012654796
Saved in:
6
Multivariate stochastic dominance applied to sector-based portfolio selection
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012434397
Saved in:
7
Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference
Chang, Hao
;
Wang, Chunfeng
;
Fang, Zhenming
;
Ma, Dan
- In:
IMA journal of management mathematics
31
(
2020
)
2
,
pp. 167-189
Persistent link: https://www.econbiz.de/10012181853
Saved in:
8
Portfolio management in a stochastic factor model under the existence of private information
Baltas, Ioannis
;
Yannacopoulos, Athanasios N.
- In:
IMA journal of management mathematics
30
(
2019
)
1
,
pp. 77-103
Persistent link: https://www.econbiz.de/10012057100
Saved in:
9
A theory of misperception in a stochastic dominance framework and its application to structured financial products
Castellano, Rosella
;
Cerqueti, Roy
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011858928
Saved in:
10
Integrating multi-stage stochastic programming and machine learning for the evaluation of policies in the electricity portfolio problem
Murgia, Gianluca
;
Sbrilli, Simone
- In:
IMA journal of management mathematics
28
(
2017
)
1
,
pp. 109-130
Persistent link: https://www.econbiz.de/10011690485
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