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~isPartOf:"International journal of financial engineering"
~subject:"Mathematical programming"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Mathematical programming
Stochastischer Prozess
Portfolio selection
58
Portfolio-Management
58
Theorie
31
Theory
31
Stochastic process
15
Option pricing theory
14
Optionspreistheorie
14
Risikomanagement
9
Risikomaß
9
Risk management
9
Risk measure
9
CAPM
8
Mathematische Optimierung
8
Hedging
7
Risiko
7
Risk
7
Volatility
7
Volatilität
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Derivat
6
Derivative
6
Aktienmarkt
5
Capital income
5
Credit risk
5
Finanzmathematik
5
Kapitaleinkommen
5
Kreditrisiko
5
Mathematical finance
5
Stock market
5
Basel Accord
4
Basler Akkord
4
Martingal
4
Martingale
4
Option trading
4
Optionsgeschäft
4
portfolio optimization
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Börsenkurs
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Control theory
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Leung, Tim
2
Alghalith, Moawia
1
Bellani, Claudio
1
Brigo, Damiano
1
Chakkour, Tarik
1
Cheng, Zailei
1
Doctor, O.
1
Done, Alex
1
Ellersgaard, Simon
1
Frénod, Emmanuel
1
Hassapis, Christis
1
Kountzakis, Christos E.
1
Li, Thomas Nanfeng
1
Lungu, E. M.
1
Luo, Xiaolin
1
Ma, Guiyuan
1
Mudzimbabwe, Walter
1
Neuman, Eyal
1
Offen, E. R.
1
Okawara, Makoto
1
Parnes, Dror
1
Perera, Ryle S.
1
Romanov, Maksim Y.
1
Salhi, Khaled
1
SenGupta, Indranil
1
Shevchenko, Pavel V.
1
Shoshi, Humayra
1
Staikouras, Christos
1
Takahashi, Akihiko
1
Tanaka, Katsuhiro
1
Tegnér, Martin
1
Tourin, Agnès
1
Vavilov, Sergey A.
1
Xidonas, Panagiotis
1
Yan, Raphael
1
Zhou, Yang
1
Zhu, Song-Ping
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International journal of financial engineering
European journal of operational research : EJOR
149
Insurance / Mathematics & economics
97
International journal of theoretical and applied finance
72
Finance and stochastics
65
Quantitative finance
52
Journal of economic dynamics & control
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Finance research letters
35
Journal of mathematical finance
35
Computational economics
34
Mathematics and financial economics
32
Journal of banking & finance
31
Risks : open access journal
30
Mathematical methods of operations research
29
Computers & operations research : and their applications to problems of world concern ; an international journal
28
Applied mathematical finance
25
Annals of finance
24
Journal of the Operational Research Society
22
Computational Management Science : CMS
20
Journal of risk and financial management : JRFM
20
OR spectrum : quantitative approaches in management
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Operations research letters
19
Scandinavian actuarial journal
18
The journal of asset management
18
Operations research
16
Economic modelling
15
Operational research : an international journal
15
IMA journal of management mathematics
14
Mathematics of operations research
14
Omega : the international journal of management science
13
The European journal of finance
12
International transactions in operational research : a journal of the International Federation of Operational Research Societies
11
The North American journal of economics and finance : a journal of financial economics studies
11
Asia-Pacific financial markets
10
Annals of operations research
9
Astin bulletin : the journal of the International Actuarial Association
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
9
Journal of the Operational Research Society : OR
9
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ECONIS (ZBW)
20
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1
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
Saved in:
2
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
3
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
4
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
5
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
6
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
7
Provisions for bank deposit withdrawals and portfolio selection
Perera, Ryle S.
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012602666
Saved in:
8
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
9
A stochastic control approach to managed futures portfolios
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012028856
Saved in:
10
Forecasting plausible scenarios and losses in interest rate targeting using mathematical optimization
Tanaka, Katsuhiro
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012314512
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