//--> //--> //--> //-->
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:"Operations research"
~isPartOf:"Research in international business and finance"
~subject:"Mathematische Optimierung"
~subject:"Risk measure"
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 optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Risk measure
Portfolio selection
182
Portfolio-Management
182
Theorie
61
Theory
61
Capital income
53
Kapitaleinkommen
53
Aktienmarkt
35
Stock market
35
Anlageverhalten
34
Behavioural finance
34
Risikomaß
33
Risk
32
Risiko
31
Estimation
27
Schätzung
27
Börsenkurs
25
Share price
25
Investment Fund
20
Investmentfonds
20
Risikomanagement
19
Risk management
19
Welt
19
World
19
Mathematical programming
17
Hedging
16
Volatility
16
Volatilität
16
Virtual currency
15
Virtuelle Währung
15
Financial Engineering
14
Forecasting model
13
Prognoseverfahren
13
CAPM
12
ARCH model
11
ARCH-Modell
11
Correlation
11
Diversification
11
Korrelation
11
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
44
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
45
Author
All
Wang, Ruodu
3
Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Chen, Jingnan
2
Embrechts, Paul
2
Liu, Guangwu
2
McMillan, David G.
2
Abbes, Mouna Boujelbène
1
Adelmann, Maximilian
1
Althof, Michael
1
Atamtürk, Alper
1
Balaban, Suzana
1
Batten, Jonathan A.
1
Bedi, Prateek
1
Ben Amor, Souhir
1
Capponi, Agostino
1
Castagnoli, Erio
1
Cattelan, Giacomo
1
Chen, Xin
1
Chiang, Thomas C.
1
Choi, Insu
1
Choi, Sun-Yong
1
Chun, So Yeon
1
Delage, Erick
1
Doan, Xuan Vinh
1
Doering, Jana
1
Echaust, Krzysztof
1
Edirisinghe, Chanaka
1
El-Khatib, Youssef
1
Feng, Liming
1
Fernandez-Arjona, Lucio
1
Fetherston, Thomas Austin
1
Fuh, Cheng-der
1
Ghulam, Yaseen
1
Giesecke, Kay
1
Glasserman, Paul
1
Gozgor, Giray
1
Guo, Shaoyan
1
Gómez, Andrés
1
Hajji, Mohamed Ali
1
more ...
less ...
Published in...
All
Operations research
Research in international business and finance
European journal of operational research : EJOR
163
Insurance / Mathematics & economics
122
Journal of banking & finance
88
Journal of risk
59
Finance research letters
56
Quantitative finance
54
Risks : open access journal
50
International journal of theoretical and applied finance
47
Finance and stochastics
46
Computational economics
42
Economic modelling
39
Research paper series / Swiss Finance Institute
39
Journal of economic dynamics & control
32
Journal of risk and financial management : JRFM
32
The North American journal of economics and finance : a journal of financial economics studies
32
Computers & operations research : and their applications to problems of world concern ; an international journal
30
Mathematics and financial economics
30
International review of financial analysis
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
The journal of asset management
27
Discussion paper / Tinbergen Institute
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Operations research letters
25
The European journal of finance
25
Journal of mathematical finance
24
Journal of the Operational Research Society
23
Applied economics
21
Journal of empirical finance
21
Swiss Finance Institute Research Paper
21
OR spectrum : quantitative approaches in management
19
Working papers
19
Mathematics of operations research
18
The journal of risk model validation
18
Annals of finance
17
Mathematical methods of operations research
17
Computational Management Science : CMS
16
International journal of financial engineering
16
Scandinavian actuarial journal
16
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
2
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
3
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
4
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
5
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:
6
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
7
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
8
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
9
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
10
Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->