//--> //--> //--> //-->
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
subject:"Portfolio-Management"
~type_genre:"Book section"
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:"Bernoulli process"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Stochastic process
668
Stochastischer Prozess
668
Theorie
429
Theory
429
Mathematical programming
108
Mathematische Optimierung
108
Option pricing theory
92
Optionspreistheorie
92
Volatility
91
Volatilität
91
Portfolio selection
59
Time series analysis
48
Zeitreihenanalyse
48
Estimation
39
Schätzung
39
Estimation theory
31
Schätztheorie
31
USA
31
United States
31
Simulation
28
Börsenkurs
26
Share price
26
Derivat
25
Derivative
25
Lieferkette
23
Markov chain
23
Markov-Kette
23
Supply chain
23
Dynamic programming
22
Dynamische Optimierung
22
Risiko
20
Risk
20
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Analysis
18
Decision under uncertainty
18
Entscheidung unter Unsicherheit
18
Mathematical analysis
18
Hedging
17
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Book section
Article in journal
932
Aufsatz in Zeitschrift
932
Graue Literatur
157
Non-commercial literature
157
Arbeitspapier
127
Working Paper
127
Aufsatz im Buch
59
Hochschulschrift
59
Thesis
46
Lehrbuch
18
Textbook
17
Conference paper
12
Konferenzbeitrag
12
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
6
Collection of articles written by one author
5
Sammlung
5
Konferenzschrift
4
Glossar enthalten
3
Glossary included
3
Conference proceedings
2
Forschungsbericht
2
Handbook
2
Handbuch
2
Bibliografie enthalten
1
Bibliography included
1
Ratgeber
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
51
German
8
Author
All
Moriggia, Vittorio
4
Vitali, Sebastiano
3
Barth, Jörn
2
Consigli, Giorgio
2
Di Nunno, Giulia
2
Eberts, Elke
2
Proske, Frank
2
Rustem, Berç
2
Samuelson, Paul Anthony
2
Øksendal, Bernt K.
2
Barnes, Earl
1
Batalova, N. V.
1
Başoğlu, İsmail
1
Benazzoli, Chiara
1
Benincasa, Elena
1
Bertocchi, Marida
1
Bonomelli, Marco
1
Chen, An
1
Clarke, John-Paul
1
Delgado-Gómez, David
1
Dempster, Michael A. H.
1
Dentcheva, Darinka
1
Di Persio, Luca
1
Dupačová, Jitka
1
Edirisinghe, N. C. P.
1
Edirisinghe, N. Chanaka P.
1
Eichhorn, Andreas
1
Ekström, Erik
1
Fernholz, Robert
1
Flam, S. D.
1
Galesso, Giorgia
1
Gassmann, H. I.
1
Germano, M.
1
Giacometti, Rosella
1
Guastaroba, Gianfranco
1
Gulpinar, Nalan
1
Hager, Svenja
1
Han, Liyan
1
Haussmann, Ulrich G.
1
Hochreiter, Ronald
1
more ...
less ...
Published in...
All
Advanced mathematical methods for finance
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Stochastic optimization: theory and applications
3
Theory and methodology
3
Advances of OR in commodities and financial modeling
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2
Kreditrisikomanagement : Portfoliomodelle und Derivate
2
Mathematical modeling and numerical methods in finance : special volume
2
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of operations research ; volume 279, numbers 1/2 (August 2019)
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Application of operations research to financial markets
1
Applications and case studies
1
Applied mathematical optimization and modelling (APMOD 2014)
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Computational methods in decision-making, economics and finance
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Coping with uncertainty : modeling and policy issues
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Essays in behavioural financial markets and asset pricing
1
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
1
Finanzierungstheorie auf vollkommenen und unvollkommenen Kapitalmärkten : Festschrift für Lutz Kruschwitz zum 65. Geburtstag
1
Handbook of heavy tailed distributions in finance
1
Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011)
1
Innovative Modellierung und Optimierung von Energiesystemen
1
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
1
Mathematical control theory and finance
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
Multiple criteria decision making and economics
1
Multiple criteria decision making in finance, insurance and investment
1
Möglichkeiten und Grenzen der wissenschaftlichen Politikanalyse : 50. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 29. September bis 1. Oktober 2010
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Pension fund risk management : financial and actuarial modeling
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
50
of
59
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
Saved in:
2
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
3
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
4
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
5
A multistage risk-averse stochastic programming model for personal savings accrual : the evidence from Lithuania
Kabašinskas, Audrius
;
Maggioni, Francesca
;
Šutienė, …
-
2019
Persistent link: https://www.econbiz.de/10012109495
Saved in:
6
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
Saved in:
7
Efficient simulations for a Bernoulli mixture model of portfolio credit risk
Başoğlu, İsmail
;
Hörmann, Wolfgang
;
Sak, Halis
- In:
Advances of OR in commodities and financial modeling
,
(pp. 113-128)
.
2018
Persistent link: https://www.econbiz.de/10011871371
Saved in:
8
Individual optimal pension allocation under stochastic dominance constraints
Kopa, Miloš
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Advances of OR in commodities and financial modeling
,
(pp. 255-291)
.
2018
Persistent link: https://www.econbiz.de/10011871403
Saved in:
9
Testing the stochastic disorder model on stock markets
Sokko, Anastasiia
- In:
Essays in behavioural financial markets and asset pricing
,
(pp. 89-121)
.
2018
Persistent link: https://www.econbiz.de/10011876059
Saved in:
10
Optimal execution strategy in liquidity framework under exponential temporary market impact
Benazzoli, Chiara
;
Di Persio, Luca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 251-265)
.
2018
Persistent link: https://www.econbiz.de/10011898647
Saved in:
11
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio
;
Moriggia, Vittorio
;
Benincasa, Elena
; …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 267-296)
.
2018
Persistent link: https://www.econbiz.de/10011898658
Saved in:
12
Currency hedging for a multi-national firm
Kallio, Markku
;
Koivu, Matti
;
Wang, Rudan
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 297-320)
.
2018
Persistent link: https://www.econbiz.de/10011898659
Saved in:
13
Financial analysis based sectoral portfolio optimization under second order stochastic dominance
Sharma, Amita
;
Mehra, Aparna
;
Delgado-Gómez, David
- In:
Applied mathematical optimization and modelling (APMOD 2014)
,
(pp. 171-197)
.
2017
Persistent link: https://www.econbiz.de/10011738047
Saved in:
14
An interactive approach to stochastic programming-based portfolio optimization
Köksalan, Murat
;
Tuncer Şakar, Ceren
- In:
Multiple criteria decision making and economics
,
(pp. 47-66)
.
2016
Persistent link: https://www.econbiz.de/10011547437
Saved in:
15
Construction and hedging of optimal payoffs in Lévy models
Rüschendorf, Ludger
;
Wolf, Viktor
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 331-377)
.
2016
Persistent link: https://www.econbiz.de/10011800386
Saved in:
16
SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
Yang, Feng
;
Song, Shiling
;
Huang, Wei
;
Xia, Qiong
- In:
Mathematics in business management : [International …
,
(pp. 535-547)
.
2015
Persistent link: https://www.econbiz.de/10011488544
Saved in:
17
Scalarization methods in multiobjective optimization, robustness, risk theory and finance
Khan, Akhtar A.
;
Köbis, Elisabeth
;
Tammer, Christiane
- In:
Multiple criteria decision making in finance, insurance …
,
(pp. 135-157)
.
2015
Persistent link: https://www.econbiz.de/10011374139
Saved in:
18
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Including special section: applications of operations …
,
(pp. 557-576)
.
2013
Persistent link: https://www.econbiz.de/10009792017
Saved in:
19
Lassen sich Ertragsrisiken in der Landwirtschaft Global diversifizieren?
Liu, Xiaoliang
;
Xu, Wei
;
Odening, Martin
- In:
Möglichkeiten und Grenzen der wissenschaftlichen …
,
(pp. 245-258)
.
2011
Persistent link: https://www.econbiz.de/10009510432
Saved in:
20
Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification
Stettner, Lukasz
- In:
Advanced mathematical methods for finance
,
(pp. 509-536)
.
2011
Persistent link: https://www.econbiz.de/10008991273
Saved in:
21
Optimal liquidation of a pairs trade
Ekström, Erik
;
Lindberg, Carl
;
Tysk, Johan
- In:
Advanced mathematical methods for finance
,
(pp. 247-255)
.
2011
Persistent link: https://www.econbiz.de/10008991288
Saved in:
22
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
23
Portfolio optimization with risk control by stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 189-211)
.
2011
Persistent link: https://www.econbiz.de/10008798656
Saved in:
24
Stochastic programming approximations using limited moment information, with application to asset allocation
Edirisinghe, N. Chanaka P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 97-138)
.
2011
Persistent link: https://www.econbiz.de/10008798665
Saved in:
25
Stochastic algorithms and numerics for mean-reverting asset trading
Zhang, Qing
;
Zhuang, C.
;
Yin, George
- In:
Stochastic analysis, stochastic systems, and …
,
(pp. 245-261)
.
2011
Persistent link: https://www.econbiz.de/10009271643
Saved in:
26
Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate
Josa Fombellida, Ricardo
- In:
Pension fund risk management : financial and actuarial …
,
(pp. 103-127)
.
2010
Persistent link: https://www.econbiz.de/10003938146
Saved in:
27
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
Saved in:
28
Pricing without equivalent martingale measures under complete and incomplete observation
Galesso, Giorgia
;
Runggaldier, Wolfgang J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 99-121)
.
2010
Persistent link: https://www.econbiz.de/10008749298
Saved in:
29
Portfolio insurances, CPPI and CPDO, truth or illusion?
Joossens, Elisabeth
;
Schoutens, Wim
- In:
Alternative investments and strategies : credit, …
,
(pp. 259-294)
.
2010
Persistent link: https://www.econbiz.de/10008655200
Saved in:
30
Multistage stochastic programming in computational finance
Gulpinar, Nalan
;
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 35-47)
.
2010
Persistent link: https://www.econbiz.de/10009153100
Saved in:
31
Stochastic portfolio theory : an overview
Karatzas, Ioannis
;
Fernholz, Robert
-
2009
Persistent link: https://www.econbiz.de/10003826916
Saved in:
32
Anticipative stochastic control for Lévy processes with application to insider trading
Sulem, Agnès
;
Kohatsu-Higa, Arturo
;
Øksendal, Bernt K.
; …
-
2009
Persistent link: https://www.econbiz.de/10003827062
Saved in:
33
Improving performance for long-term investors : wide diversification, leverage, and overlay strategies
Mulvey, John M.
;
Ural, Cenk
;
Zhang, Zhuojuan
- In:
Quantitative fund management
,
(pp. 107-128)
.
2009
Persistent link: https://www.econbiz.de/10003796948
Saved in:
34
Dynamisches Risikomanagement in der Energiewirtschaft
Eichhorn, Andreas
;
Römisch, Werner
- In:
Innovative Modellierung und Optimierung von Energiesystemen
,
(pp. 255-271)
.
2009
Persistent link: https://www.econbiz.de/10003920738
Saved in:
35
Optimal consumption and investment with bounded downside risk for power utility functions
Klüppelberg, Claudia
;
Pergamenchtchikov, Serguei
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 133-170)
.
2009
Persistent link: https://www.econbiz.de/10003948439
Saved in:
36
An approximate solution for optimal portfolio in incomplete markets
Menoncin, Francesco
- In:
Mathematical control theory and finance
,
(pp. 293-310)
.
2008
Persistent link: https://www.econbiz.de/10003755883
Saved in:
37
Evolutionary stochastic portfolio optimization
Hochreiter, Ronald
- In:
Natural computing in computational finance ; [the …
,
(pp. 67-87)
.
2008
Persistent link: https://www.econbiz.de/10009515174
Saved in:
38
Zu den Ursachen des Correlation Smiles
Hager, Svenja
;
Schöbel, Rainer
- In:
Finanzierungstheorie auf vollkommenen und …
,
(pp. 219-233)
.
2008
Persistent link: https://www.econbiz.de/10003645904
Saved in:
39
A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay
;
Clarke, John-Paul
;
Johnson, Ellis
; …
- In:
Operations research proceedings 2007 : selected papers …
,
(pp. 75-80)
.
2008
Persistent link: https://www.econbiz.de/10003716095
Saved in:
40
Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
Saved in:
41
Introduction to stochastic programming and its applications to finance
Simsek, Koray D.
-
2008
Persistent link: https://www.econbiz.de/10003765848
Saved in:
42
Integrated risk control using stochastic programming ALM models for money management
Edirisinghe, N. C. P.
-
2007
Persistent link: https://www.econbiz.de/10003523289
Saved in:
43
Selection of an optimal portfolio with stochastic volatility and discrete observations
Batalova, N. V.
;
Maroussov, V.
;
Viens, F. G.
- In:
Computational finance and its applications II : [Second …
,
(pp. 371-380)
.
2006
Persistent link: https://www.econbiz.de/10003410222
Saved in:
44
Pricing related projects
Flam, S. D.
;
Gassmann, H. I.
- In:
Coping with uncertainty : modeling and policy issues
,
(pp. 301-313)
.
2006
Persistent link: https://www.econbiz.de/10003394901
Saved in:
45
Dynamic asset allocation strategies using a stochastic dynamic programming approach
Infanger, Gerd
-
2006
Persistent link: https://www.econbiz.de/10003356686
Saved in:
46
Stochastic programming models for asset liability management
Kouwenberg, Roy
;
Zenios, Stauros Andrea
-
2006
Persistent link: https://www.econbiz.de/10003356692
Saved in:
47
Bond portfolio management via stochastic programming
Bertocchi, Marida
;
Moriggia, Vittorio
;
Dupačová, Jitka
-
2006
Persistent link: https://www.econbiz.de/10003356693
Saved in:
48
Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
49
Stuctured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 115-130)
.
2004
Persistent link: https://www.econbiz.de/10003487978
Saved in:
50
Asset liability management : a review and some new results in the presence of heavy tails
Tokat, Yesim
;
Račev, Svetlozar T.
;
Schwartz, Eduardo S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 509-546)
.
2003
Persistent link: https://www.econbiz.de/10001882195
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->