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~isPartOf:"Mathematical methods of operations research"
~subject:"Anlageverhalten"
~subject:"Risk"
~subject:"Transaktionskosten"
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Search: subject_exact:"Portfolio performance"
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Anlageverhalten
Risk
Transaktionskosten
Portfolio selection
83
Portfolio-Management
83
Theorie
68
Theory
68
Stochastic process
24
Stochastischer Prozess
24
Risiko
12
Mathematical programming
10
Mathematische Optimierung
10
Dynamic programming
9
Dynamische Optimierung
9
Hedging
9
Risikomaß
8
Risk measure
8
Martingal
7
Martingale
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Option pricing theory
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Optionspreistheorie
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7
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Kontrolltheorie
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Erwartungsnutzen
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Incomplete information
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21
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Fortin, Ines
2
Hlouskova, Jaroslava
2
Albeverio, Sergio
1
Alvarez, Luis H. R.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Heyde, Chris C.
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Kaina, M.
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Koo, Hyeng-keun
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1
Li, Chun
1
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Lin, Xiang
1
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Ogryczak, Włodzimierz
1
Pitera, Marcin
1
Przyłuski, Michał
1
Rakkolainen, Teppo A.
1
Rüschendorf, Ludger
1
Sass, Jörn
1
Siu, Tak Kuen
1
Stettner, Lukasz
1
Stettner, Łukasz
1
Tan, Jiyang
1
Tkalinski, Tomasz J.
1
Touzi, Nizar
1
Trautmann, Norbert
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Trivellato, Barbara
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Wang, Gu
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Zakamouline, Valeri I.
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Zhang, Bicheng
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Zhao, XueLei
1
Śliwiński, Tomasz
1
Ṥikić, Mario
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Mathematical methods of operations research
Journal of banking & finance
155
Insurance / Mathematics & economics
136
NBER working paper series
136
Finance research letters
121
European journal of operational research : EJOR
95
Journal of financial economics
90
NBER Working Paper
89
International review of financial analysis
85
Working paper / National Bureau of Economic Research, Inc.
83
The journal of asset management
70
Risks : open access journal
68
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Research paper series / Swiss Finance Institute
65
Journal of empirical finance
64
Finance and stochastics
57
International review of economics & finance : IREF
57
Quantitative finance
56
Applied economics
55
Discussion paper / Centre for Economic Policy Research
55
Journal of economic dynamics & control
54
The North American journal of economics and finance : a journal of financial economics studies
53
Pacific-Basin finance journal
50
Economic modelling
49
International journal of theoretical and applied finance
49
The journal of portfolio management : a publication of Institutional Investor
48
Journal of risk and financial management : JRFM
46
Swiss Finance Institute Research Paper
46
The European journal of finance
46
The journal of finance : the journal of the American Finance Association
46
The review of financial studies
46
Research in international business and finance
44
The journal of investing
43
Discussion papers / CEPR
42
Economics letters
42
Journal of investment management : JOIM
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
39
Journal of financial and quantitative analysis : JFQA
38
Investment management and financial innovations
37
Journal of international financial markets, institutions & money
37
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ECONIS (ZBW)
21
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1
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
2
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
3
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
Saved in:
4
Long run risk sensitive portfolio with general factors
Pitera, Marcin
;
Stettner, Łukasz
- In:
Mathematical methods of operations research
83
(
2016
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10011673660
Saved in:
5
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
Saved in:
6
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526371
Saved in:
7
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526379
Saved in:
8
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
Saved in:
9
Portfolio-optimization models for small investors
Baumann, Philipp
;
Trautmann, Norbert
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 345-356
Persistent link: https://www.econbiz.de/10009774889
Saved in:
10
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
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