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type_genre:"Aufsatz im Buch"
~isPartOf:"Computational methods in decision-making, economics and finance"
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Portfolio selection
11
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Mathematical programming
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Mathematische Optimierung
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Rustem, Berç
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Balbás de la Corte, Alejandro
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Computational methods in decision-making, economics and finance
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
45
Investment management and financial management
32
Investment performance measurement : evaluating and presenting results
24
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
22
Handbuch Immobilien-Portfoliomanagement
21
Diversification and portfolio management of mutual funds
18
Funds of hedge funds : performance, assessment, diversification, and statistical properties
16
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
16
Risk management for central bank foreign reserves
16
Sovereign wealth management
16
Advanced bond portfolio management : best practices in modeling and strategies
15
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
14
Quantitative fund management
13
Valuation, financial modeling, and quantitative tools
13
Asset allocation and international investments
12
Hedge funds : structure, strategies, and performance
12
Management komplexer Familienvermögen : Organisation, Strategie, Umsetzung
12
Pension fund risk management : financial and actuarial modeling
12
The handbook of fixed income securities
12
Managing investment portfolios : a dynamic process
11
Produktportfoliomanagement
11
Project portfolio management strategies for effective organizational operations
11
The Oxford handbook of quantitative asset management
11
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
10
Applied quantitative finance
10
Optimizing optimization : the next generation of optimization applications and theory
10
Private wealth : advances in wealth management practices
10
The handbook of commodity investing
10
Analytical models for financial modeling and risk management
9
Core-satellite portfolio management : a modern approach for professionally managed funds
9
Financial markets and instruments
9
Private equity real estate
9
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
9
Advances in risk management
8
Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
8
Convergence of capital and insurance markets
8
Investment management : meeting the noble challenges of funding pensions, deficits, and growth
8
New developments in financial modelling
8
Stock market volatility
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1
Utility maximisation with a time lag in trading
Rogers, Leonard C. G.
;
Stapleton, E. J.
- In:
Computational methods in decision-making, economics and …
,
(pp. 249-269)
.
2010
Persistent link: https://www.econbiz.de/10009153081
Saved in:
2
The risk profile problem for stock portfolio optimization
Kao, Ming-Yang
;
Nolte, Andreas
;
Tate, Stephen R.
- In:
Computational methods in decision-making, economics and …
,
(pp. 213-230)
.
2010
Persistent link: https://www.econbiz.de/10009153083
Saved in:
3
Borrowing constraints, portfolio choice, and precautionary motives
Chaliasos, Michaēl
;
Hassapis, Christis
- In:
Computational methods in decision-making, economics and …
,
(pp. 185-212)
.
2010
Persistent link: https://www.econbiz.de/10009153087
Saved in:
4
A global optimization heuristic for portfolio choice with VaR and expected shortfall
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Computational methods in decision-making, economics and …
,
(pp. 167-183)
.
2010
Persistent link: https://www.econbiz.de/10009153089
Saved in:
5
Maxim portfolios in models where immunization is not feasible
Balbás de la Corte, Alejandro
;
Ibáñez, Alfredo
- In:
Computational methods in decision-making, economics and …
,
(pp. 139-165)
.
2010
Persistent link: https://www.econbiz.de/10009153090
Saved in:
6
A review of perturbative approaches for robust optimal portfolio problems
Trojani, Fabio
;
Vanini, Paolo
- In:
Computational methods in decision-making, economics and …
,
(pp. 109-138)
.
2010
Persistent link: https://www.econbiz.de/10009153092
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7
A linear matrix inequalities approach to robust mean-semivariance portfolio optimization
Costa, Oswaldo L. V.
;
Barros Nabholz, Rodrigo de
- In:
Computational methods in decision-making, economics and …
,
(pp. 89-107)
.
2010
Persistent link: https://www.econbiz.de/10009153094
Saved in:
8
Scenario specification for robust portfolio analysis
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 77-88)
.
2010
Persistent link: https://www.econbiz.de/10009153096
Saved in:
9
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:
10
Rebalancing strategies for long-term investors
Mulvey, John M.
;
Simsek, Koray D.
- In:
Computational methods in decision-making, economics and …
,
(pp. 15-33)
.
2010
Persistent link: https://www.econbiz.de/10009153102
Saved in:
11
Multi-period optimal asset allocation for a multi-currency hedged portfolio
Mignacca, Domenico
;
Meucci, Attilio
- In:
Computational methods in decision-making, economics and …
,
(pp. 3-14)
.
2010
Persistent link: https://www.econbiz.de/10009153104
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