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isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
195
Portfolio-Management
195
Theorie
95
Theory
95
Anlageverhalten
41
Behavioural finance
41
Capital income
40
Kapitaleinkommen
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CAPM
35
Investment Fund
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Investmentfonds
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Risiko
25
Risk
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Risikoaversion
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Risk aversion
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Börsenkurs
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Share price
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portfolio choice
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Risikomaß
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Risk measure
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Hedging
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Estimation
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Performance measurement
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Performance-Messung
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Risikomanagement
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Risk management
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Hedge fund
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Hedgefonds
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Mathematical programming
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Portfolio-Theorie
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Post, Thierry
2
Arvanitis, Stelios
1
Best, Michael J.
1
Capponi, Agostino
1
Fang, Yi
1
Grauer, Robert R.
1
Jackson, Peter L.
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Kahalé, Nabil
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Konno, Hiroshi
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Kopa, Miloš
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Kuhn, Daniel
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Li, Yuexing
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Margot, François
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Muckstadt, John A.
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Nadarajah, Selvaprabu
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Rujeerapaiboon, Napat
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Secomandi, Nicola
1
Topaloglou, Nikolas
1
Wiesemann, Wolfram
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Yamazaki, Hiroaki
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
24
Research paper series / Swiss Finance Institute
23
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Journal of the Operational Research Society
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
16
Swiss Finance Institute Research Paper
16
Journal of banking & finance
15
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Omega : the international journal of management science
12
INFOR : information systems and operational research
11
Mathematics of operations research
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Economic modelling
10
Mathematical methods of operations research
10
Optimizing optimization : the next generation of optimization applications and theory
10
Risks : open access journal
10
Annals of finance
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
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Operations research perspectives
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Working papers
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International journal of financial engineering
8
Journal of risk and financial management : JRFM
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Annals of operations research
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Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino
;
Ólafsson, Sveinn
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225
Saved in:
2
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
3
Multiperiod stock allocation via robust optimization
Jackson, Peter L.
;
Muckstadt, John A.
;
Li, Yuexing
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 794-818
Persistent link: https://www.econbiz.de/10012000746
Saved in:
4
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
Saved in:
5
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
6
A characterization of the SSD-efficient frontier of portfolio weights by means of a set of mixed-integert linear constraints
Rodríguez Longarela, Iñaki
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3549-3554
Persistent link: https://www.econbiz.de/10011626383
Saved in:
7
Relaxations of approximate linear programs for the real option management of commodity storage
Nadarajah, Selvaprabu
;
Margot, François
;
Secomandi, Nicola
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 3054-3076
Persistent link: https://www.econbiz.de/10011413516
Saved in:
8
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
9
Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi
- In:
Management science : journal of the Institute for …
37
(
1991
)
5
,
pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
Saved in:
10
Sensitivity analysis for mean-variance portfolio problems
Best, Michael J.
- In:
Management science : journal of the Institute for …
37
(
1991
)
8
,
pp. 980-989
Persistent link: https://www.econbiz.de/10001113427
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