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  • Search: subject:"portfolio problems"
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Year of publication
Subject
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Portfolio selection 5 Portfolio-Management 5 Mathematical programming 4 Mathematische Optimierung 4 Control theory 2 Kontrolltheorie 2 Multi-criteria analysis 2 Multikriterielle Entscheidungsanalyse 2 portfolio problems 2 AHPSort II 1 ARCH model 1 ARCH-Modell 1 Artificial intelligence 1 Automotive industry 1 Börsenhandel 1 Constrained portfolio problems 1 Equilibrium control laws 1 Gold 1 Kfz-Industrie 1 Künstliche Intelligenz 1 Multi-criteria decision aiding 1 Multiple criteria analysis 1 Nichtlineare Optimierung 1 Nonlinear programming 1 Nutzenfunktion 1 Optimal control 1 Optimal portfolio problems 1 PROMETHEE 1 Portfolio problems 1 Portfolio theory 1 Price of gold 1 Quadratic portfolio problems 1 Quality management 1 Qualitätsmanagement 1 Rating risk 1 Risikomanagement 1 Risk management 1 Scale transformation 1 Stochastic process 1 Stochastischer Prozess 1
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Online availability
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Undetermined 6 Free 1
Type of publication
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Article 7 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Article 1
Language
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English 6 Undetermined 2
Author
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Almeida, Adiel Teixeira de 1 Barbati, Maria 1 Benninga, Simon 1 Fattoruso, Gerarda 1 Gozgor, Giray 1 Hammoudeh, Shawkat 1 Henriques, Carla Oliveira 1 Ishizaka, Alessio 1 Korn, Ralf 1 Kryger, Esben 1 Naito, Makoto 1 Neves, Elisabete Duarte 1 Nordfang, Maj-Britt 1 Nurkanovic, Ajla 1 Squillante, Massimo 1 Steffensen, Mogens 1 Takehara, Kohta 1 Tiwari, Aviral Kumar 1 Trabelsi, Nader 1 Vetschera, Rudolf 1
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Institution
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The MIT Press 1
Published in...
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Journal of the Operational Research Society 2 European Actuarial Journal 1 European Journal of Operational Research 1 International journal of financial engineering 1 MIT Press Books 1 Mathematical methods of operations research : ZOR 1 Research in international business and finance 1
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Source
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ECONIS (ZBW) 5 RePEc 2 EconStor 1
Showing 1 - 8 of 8
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Optimal portfolios with sustainable assets: aspects for life insurers
Korn, Ralf; Nurkanovic, Ajla - In: European Actuarial Journal 13 (2023) 1, pp. 125-145
the sustainability ratings for sustainable assets. We will solve various portfolio problems under sustainability …
Persistent link: https://www.econbiz.de/10015188340
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Application of machine learning with asymptotic expansion to unconstrained optimal portfolio
Naito, Makoto; Takehara, Kohta - In: International journal of financial engineering 12 (2025) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10015550851
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A hybrid AHPSort II and multi-objective portfolio selection method to support quality control in the automotive industry
Fattoruso, Gerarda; Barbati, Maria; Ishizaka, Alessio; … - In: Journal of the Operational Research Society 74 (2023) 1, pp. 209-224
Persistent link: https://www.econbiz.de/10014231708
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Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader; Gozgor, Giray; Tiwari, Aviral Kumar; … - In: Research in international business and finance 55 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
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Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
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A multiobjective interval portfolio framework for supporting investor's preferences under different risk assumptions
Henriques, Carla Oliveira; Neves, Elisabete Duarte - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1639-1661
Persistent link: https://www.econbiz.de/10012214353
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A note on scale transformations in the PROMETHEE V method
Almeida, Adiel Teixeira de; Vetschera, Rudolf - In: European Journal of Operational Research 219 (2012) 1, pp. 198-200
As already noted by Mavrotas et al. (2006), the PROMETHEE V method for multi-attribute analysis of portfolio problems …
Persistent link: https://www.econbiz.de/10010574125
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Numerical Techniques in Finance
Benninga, Simon - The MIT Press
Finance covers standard financial models in the areas of corporate finance, financial statement simulation, portfolio problems …
Persistent link: https://www.econbiz.de/10005034504
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