//--> //--> //--> //-->
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
~isPartOf:"Mathematical methods of operations research"
~subject:"Portfolio-Management"
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
An approach to long-range fore...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
540
Theory
540
Mathematical programming
194
Mathematische Optimierung
194
Portfolio selection
68
Markov chain
61
Markov-Kette
61
Stochastic process
50
Stochastischer Prozess
50
Game theory
49
Spieltheorie
49
Cooperative game
34
Kooperatives Spiel
34
Scheduling problem
29
Scheduling-Verfahren
29
Dynamic programming
27
Dynamische Optimierung
26
Algorithm
24
Algorithmus
23
Multi-criteria analysis
22
Multikriterielle Entscheidungsanalyse
22
Risiko
18
Risk
18
Shapley value
18
Shapley-Wert
18
Decision
17
Entscheidung
17
Queueing theory
16
USA
16
United States
16
Warteschlangentheorie
16
Nichtlineare Optimierung
15
Nonlinear programming
15
Nash equilibrium
14
Nash-Gleichgewicht
14
Betriebliche Standortwahl
13
Firm location choice
13
Hedging
13
Option pricing theory
12
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
68
Type of publication (narrower categories)
All
Article in journal
65
Aufsatz in Zeitschrift
65
Language
All
English
68
Author
All
Korn, Ralf
5
Bäuerle, Nicole
2
Fortin, Ines
2
Hernández-Hernández, Daniel
2
Hlouskova, Jaroslava
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Soner, Halil Mete
2
Albeverio, Sergio
1
Alvarez, Luis H. R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Bi, Junna
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Carassus, Laurence
1
Chen, An
1
Chen, Lihua
1
Chen, Shuang
1
Choi, Kyung-Jin
1
Cui, Xiangyu
1
Davis, Mark H. A.
1
Delong, Łukasz
1
Dupačová, Jitka
1
Egriboyun, Feyzullah
1
Ewald, Christian-Oliver
1
Favero, Gino
1
Fernández, Begoña
1
Frahm, Gabriel
1
Frey, Rüdiger
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
269
Journal of banking & finance
262
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
192
NBER Working Paper
189
Finance research letters
168
Journal of economic dynamics & control
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
153
International journal of theoretical and applied finance
146
Research paper series / Swiss Finance Institute
124
Quantitative finance
122
Journal of financial economics
110
The review of financial studies
102
The journal of portfolio management : a publication of Institutional Investor
101
Risks : open access journal
100
Journal of empirical finance
99
Management science : journal of the Institute for Operations Research and the Management Sciences
98
The journal of finance : the journal of the American Finance Association
97
Discussion paper / Centre for Economic Policy Research
88
Swiss Finance Institute Research Paper
88
Economic modelling
84
The European journal of finance
83
Economics letters
82
International review of financial analysis
80
The journal of asset management
76
Computational economics
72
International review of economics & finance : IREF
72
Discussion paper / Tinbergen Institute
71
Mathematics and financial economics
71
The North American journal of economics and finance : a journal of financial economics studies
70
Applied economics
67
SpringerLink / Bücher
66
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
Saved in:
2
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
3
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
4
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
5
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
Saved in:
6
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526371
Saved in:
7
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526379
Saved in:
8
Complete markets do not not allow free cash flow streams
Bäuerle, Nicole
;
Grether, Stefanie
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10010526383
Saved in:
9
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
10
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->