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~subject:"Risiko"
~subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
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Risiko
Volatility
Portfolio selection
384
Portfolio-Management
384
Theorie
266
Theory
266
Mathematical programming
119
Mathematische Optimierung
119
Risk
76
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64
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62
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62
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60
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60
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52
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42
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33
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32
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Grechuk, Bogdan
3
Boonen, Tim J.
2
Brandtner, Mario
2
Kürsten, Wolfgang
2
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2
Pantelous, Athanasios A.
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
Insurance / Mathematics & economics
131
Journal of banking & finance
99
Finance research letters
89
NBER working paper series
72
Risks : open access journal
68
International review of financial analysis
63
The journal of asset management
60
Journal of empirical finance
55
NBER Working Paper
55
Journal of financial economics
54
The North American journal of economics and finance : a journal of financial economics studies
50
International review of economics & finance : IREF
49
Working paper / National Bureau of Economic Research, Inc.
49
Quantitative finance
46
Applied economics
42
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41
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39
Research paper series / Swiss Finance Institute
39
International journal of theoretical and applied finance
37
Journal of economic dynamics & control
35
Journal of risk and financial management : JRFM
35
The journal of portfolio management : a publication of Institutional Investor
32
Discussion paper / Tinbergen Institute
31
Finance and stochastics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The European journal of finance
31
Journal of international financial markets, institutions & money
30
Discussion paper / Centre for Economic Policy Research
29
Journal of risk
28
Swiss Finance Institute Research Paper
28
Economics letters
27
Research in international business and finance
26
The review of financial studies
25
Investment management and financial innovations
24
Pacific-Basin finance journal
24
Journal of econometrics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Mathematics and financial economics
23
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ECONIS (ZBW)
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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
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:
3
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
4
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
5
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil
;
Russo, Marianna
;
Keles, Dogan
;
Bertsch, …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
Saved in:
6
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
7
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
8
Optimal multivariate financial decision making
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
Saved in:
9
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
10
Cardinality-constrained risk parity portfolios
Anis, Hassan T.
;
Kwon, Roy H.
- In:
European journal of operational research : EJOR
302
(
2022
)
1
,
pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
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