//--> //--> //-->
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
type_genre:"Article in journal"
~type_genre:"Firmeninformation"
~subject:"Portfolio selection"
~isPartOf:"Operations research letters"
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
1,006
Theory
1,006
Mathematical programming
531
Mathematische Optimierung
531
Algorithm
141
Algorithmus
141
Stochastic process
102
Stochastischer Prozess
102
Scheduling problem
91
Scheduling-Verfahren
91
Integer programming
86
Ganzzahlige Optimierung
83
Inventory model
77
Lagerhaltungsmodell
77
USA
64
United States
64
Tourenplanung
54
Vehicle routing problem
54
Lagermanagement
49
Warehouse management
49
Heuristics
47
Heuristik
47
Robust statistics
45
Robustes Verfahren
45
Dynamic programming
44
Markov chain
43
Markov-Kette
43
Dynamische Optimierung
41
Portfolio-Management
41
Probability theory
34
Wahrscheinlichkeitsrechnung
34
Losgröße
29
Lot size
29
Risiko
28
Risk
28
Approximation algorithm
25
Durchlaufzeit
25
Lead time
25
Preismanagement
25
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
Firmeninformation
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Lim, Andrew E. B.
3
Chiu, Mei Choi
2
Li, Xun
2
Shen, Yang
2
Wong, Hoi Ying
2
A, Chunxiang
1
Bhardwaj, Avinash
1
Bhat, Sanjay P.
1
Branda, Martin
1
Chen, Ping
1
Chen, Xi
1
Choi, Byung-Geun
1
Clark, Brian
1
Cui, Xiangyu
1
Debnath, Amit Kumar
1
Delage, Erick
1
Desgagne-Bouchard, Jeremie
1
Desmettre, Sascha
1
Dussault, Carl
1
Fabretti, Annalisa
1
Fan, Kun
1
Feinstein, Zachary
1
Filomena, Tiago P.
1
Frangioni, Antonio
1
Furini, Fabio
1
Gentile, Claudio
1
Ghosh, Debdas
1
Gotoh, Jun-ya
1
Grün, Sarah
1
Guo, Lei
1
Hanawal, Manjesh K.
1
Haugh, Martin B.
1
He, Xue Dong
1
Herzel, Stefano
1
Jagannathan, Krishna
1
Jang, Bong-Gyu
1
Jiang, Ruiwei
1
Jiang, Zhaoli
1
Karan, Cagatay
1
Kim, Jang Ho
1
more ...
less ...
Published in...
All
Operations research letters
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
237
Journal of economic dynamics & control
162
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Finance research letters
149
International journal of theoretical and applied finance
145
Quantitative finance
118
The review of financial studies
99
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
92
Journal of empirical finance
91
Economic modelling
80
Economics letters
79
The European journal of finance
75
Mathematics and financial economics
71
International review of economics & finance : IREF
70
Computational economics
69
The journal of asset management
68
International review of financial analysis
66
Mathematical methods of operations research
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
62
Journal of economic theory
60
Annals of finance
59
Journal of mathematical finance
57
Applied economics
55
Applied mathematical finance
49
Journal of financial and quantitative analysis : JFQA
46
Journal of investment management : JOIM
46
The journal of investing : JOI
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Financial markets and portfolio management
42
The journal of wealth management
42
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
41
of
41
Sort
Relevance
Date (newest first)
Date (oldest first)
1
WaveCorr : deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
; …
- In:
Operations research letters
51
(
2023
)
6
,
pp. 680-686
Persistent link: https://www.econbiz.de/10014465889
Saved in:
2
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
3
The optimal solution of ESG portfolio selection models that are based on the average ESG score
Shushi, Tomer
- In:
Operations research letters
50
(
2022
)
5
,
pp. 513-516
Persistent link: https://www.econbiz.de/10013449437
Saved in:
4
Generalized-Hukuhara penalty method for optimization problem with interval-valued functions and its application in interval-valued portfolio optimization problems
Debnath, Amit Kumar
;
Ghosh, Debdas
- In:
Operations research letters
50
(
2022
)
5
,
pp. 602-609
Persistent link: https://www.econbiz.de/10013449454
Saved in:
5
An optimal stocking problem to minimize the expected time to sellout
Ross, Sheldon M.
;
Seshadri, Sridhar
- In:
Operations research letters
49
(
2021
)
1
,
pp. 69-75
Persistent link: https://www.econbiz.de/10012486227
Saved in:
6
Distributionally robust profit opportunities
Singh, Derek
;
Zhang, Shuzhong
- In:
Operations research letters
49
(
2021
)
1
,
pp. 121-128
Persistent link: https://www.econbiz.de/10012486241
Saved in:
7
Optimal payoff under the generalized dual theory of choice
He, Xue Dong
;
Jiang, Zhaoli
- In:
Operations research letters
49
(
2021
)
3
,
pp. 372-376
Persistent link: https://www.econbiz.de/10012591635
Saved in:
8
On the long-only minimum variance portfolio under single factor model
Qi, Hou-Duo
- In:
Operations research letters
49
(
2021
)
5
,
pp. 795-801
Persistent link: https://www.econbiz.de/10013207450
Saved in:
9
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu
;
Li, Xun
;
Yang, Lanzhi
- In:
Operations research letters
48
(
2020
)
6
,
pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
Saved in:
10
Portfolio selection with parameter uncertainty under maxmin mean-variance criterion
Yu, Xingying
;
Shen, Yang
;
Li, Xiang
;
Fan, Kun
- In:
Operations research letters
48
(
2020
)
6
,
pp. 720-724
Persistent link: https://www.econbiz.de/10012430078
Saved in:
11
Annuitization and asset allocation with borrowing constraint
Kim, Jin Gi
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Operations research letters
48
(
2020
)
5
,
pp. 549-551
Persistent link: https://www.econbiz.de/10012303406
Saved in:
12
A machine learning efficient frontier
Clark, Brian
;
Feinstein, Zachary
;
Simaan, Majeed
- In:
Operations research letters
48
(
2020
)
5
,
pp. 630-634
Persistent link: https://www.econbiz.de/10012303428
Saved in:
13
Coping with the renewable portfolio standards : a utility's perspective
Liao, Sha
- In:
Operations research letters
48
(
2020
)
4
,
pp. 393-396
Persistent link: https://www.econbiz.de/10012294744
Saved in:
14
A note on monotone mean-variance preferences for continuous processes
Strub, Moris S.
;
Li, Duan
- In:
Operations research letters
48
(
2020
)
4
,
pp. 397-400
Persistent link: https://www.econbiz.de/10012294747
Saved in:
15
On the investment direction of a behavioral portfolio choice model
Lou, Youcheng
- In:
Operations research letters
47
(
2019
)
4
,
pp. 270-273
Persistent link: https://www.econbiz.de/10012103262
Saved in:
16
Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar
;
Prashanth L. A.
;
Bhat, Sanjay P.
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 16-20
Persistent link: https://www.econbiz.de/10011991314
Saved in:
17
Robust dynamic pairs trading with cointegration
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
46
(
2018
)
2
,
pp. 225-232
Persistent link: https://www.econbiz.de/10011824890
Saved in:
18
A closed-form solution of the Black-Litterman model with conditional value at risk
Pang, Tao
;
Karan, Cagatay
- In:
Operations research letters
46
(
2018
)
1
,
pp. 103-108
Persistent link: https://www.econbiz.de/10011807965
Saved in:
19
Robust empirical optimization is almost the same as mean-variance optimization
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research letters
46
(
2018
)
4
,
pp. 448-452
Persistent link: https://www.econbiz.de/10011916169
Saved in:
20
Portfolio optimization with early announced discrete dividends
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Operations research letters
46
(
2018
)
5
,
pp. 548-552
Persistent link: https://www.econbiz.de/10011936705
Saved in:
21
A single-level reformulation of mixed integer bilevel programming problems
Li, Chuanjia
;
Guo, Lei
- In:
Operations research letters
45
(
2017
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011687042
Saved in:
22
Improving the Approximated Projected Perspective Reformulation by dual information
Frangioni, Antonio
;
Furini, Fabio
;
Gentile, Claudio
- In:
Operations research letters
45
(
2017
)
5
,
pp. 519-524
Persistent link: https://www.econbiz.de/10011774742
Saved in:
23
Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
;
Xu, Zuo Quan
- In:
Operations research letters
44
(
2016
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
Saved in:
24
Multi-period portfolio optimization : translation of autocorrelation risk to excess variance
Choi, Byung-Geun
;
Rujeerapaiboon, Napat
;
Jiang, Ruiwei
- In:
Operations research letters
44
(
2016
)
6
,
pp. 801-807
Persistent link: https://www.econbiz.de/10011622383
Saved in:
25
Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
- In:
Operations research letters
44
(
2016
)
4
,
pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
Saved in:
26
Mean-variance portfolio selection with regime switching under shorting prohibition
Zhang, Miao
;
Chen, Ping
- In:
Operations research letters
44
(
2016
)
5
,
pp. 658-662
Persistent link: https://www.econbiz.de/10011596620
Saved in:
27
A note on optimal risk sharing on image spaces
Kromer, Eduard
;
Overbeck, Ludger
- In:
Operations research letters
44
(
2016
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10011457296
Saved in:
28
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang
;
Li, Zhongfei
;
Wang, Fan
- In:
Operations research letters
44
(
2016
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
Saved in:
29
DEA models equivalent to general imageth order stochastic dominance efficiency tests
Branda, Martin
;
Kopa, Miloš
- In:
Operations research letters
44
(
2016
)
2
,
pp. 285-289
Persistent link: https://www.econbiz.de/10011457629
Saved in:
30
A trade execution model under a composite dynamic coherent risk measure
Lin, Qihang
;
Chen, Xi
;
Peña, Javier
- In:
Operations research letters
43
(
2015
)
1
,
pp. 52-58
Persistent link: https://www.econbiz.de/10010486353
Saved in:
31
Delegated portfolio management under ambiguity aversion
Fabretti, Annalisa
;
Herzel, Stefano
;
Pınar, Mustafa Ç.
- In:
Operations research letters
42
(
2014
)
2
,
pp. 190-195
Persistent link: https://www.econbiz.de/10010364553
Saved in:
32
An optimal job, consumption/leisure, and investment policy
Shim, Gyoocheol
;
Shin, Yong Hyun
- In:
Operations research letters
42
(
2014
)
2
,
pp. 145-149
Persistent link: https://www.econbiz.de/10010364581
Saved in:
33
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
34
Dynamic portfolio selection with market impact costs
Lim, Andrew E. B.
;
Wimonkittiwat, Poomyos
- In:
Operations research letters
42
(
2014
)
5
,
pp. 299-306
Persistent link: https://www.econbiz.de/10010404424
Saved in:
35
Mean-variance principle of managing cointegrated risky assets and random liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Operations research letters
41
(
2013
)
1
,
pp. 98-106
Persistent link: https://www.econbiz.de/10009720178
Saved in:
36
Excess invariance and shortfall risk measures
Staum, Jeremy
- In:
Operations research letters
41
(
2013
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10009720201
Saved in:
37
Stochastic portfolio optimization with proportional transaction costs : convex reformulations and computational experiments
Filomena, Tiago P.
;
Lejeune, Miguel A.
- In:
Operations research letters
40
(
2012
)
3
,
pp. 212-217
Persistent link: https://www.econbiz.de/10009546517
Saved in:
38
A note on constant proportion trading strategies
Haugh, Martin B.
- In:
Operations research letters
39
(
2011
)
3
,
pp. 172-179
Persistent link: https://www.econbiz.de/10009160240
Saved in:
39
Conditional value-at-risk in portfolio optimization : coherent but fragile
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Vahn, Gah-yi
- In:
Operations research letters
39
(
2011
)
3
,
pp. 163-171
Persistent link: https://www.econbiz.de/10009160241
Saved in:
40
On algorithm portfolios and restart strategies
Shylo, Oleg V.
;
Prokopyev, Oleg A.
;
Rajgopal, Jayant
- In:
Operations research letters
39
(
2011
)
1
,
pp. 49-52
Persistent link: https://www.econbiz.de/10008857508
Saved in:
41
Continuous time portfolio theory and the Schwartz-Sobolev theory of distributions
Russell, Thomas
- In:
Operations research letters
7
(
1988
)
3
,
pp. 159-162
Persistent link: https://www.econbiz.de/10001053546
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->