Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
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
Portfolio selection under mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
21
Theory
21
Portfolio selection
19
Portfolio-Management
19
Mathematical programming
15
Mathematische Optimierung
15
Risiko
10
Risk
10
Portfolio optimization
5
Risikomaß
5
Risk measure
5
Stochastic process
5
Stochastischer Prozess
5
Ganzzahlige Optimierung
4
Integer programming
4
Aktienindex
3
Capital income
3
Contract
3
Kapitaleinkommen
3
Neural networks
3
Neuronale Netze
3
Stock index
3
Vertrag
3
Agency theory
2
Cardinality constraints
2
Differentiable neural networks
2
Estimation
2
Forecasting model
2
Hedging
2
Index tracking
2
Markov chain
2
Markov regime switching
2
Markov-Kette
2
Mean-variance optimization
2
Prinzipal-Agent-Theorie
2
Prognoseverfahren
2
Risk parity
2
Robust optimization
2
Robust statistics
2
Robustes Verfahren
2
more ...
less ...
Online availability
All
Undetermined
20
CC license
1
Free
1
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Aufsatz im Buch
1
Book section
1
Language
All
English
Undetermined
11
Author
All
Kwon, Roy H.
27
Costa, Giorgio
4
Anis, Hassan T.
3
Butler, Andrew
3
Anis, Hassan
2
Islip, David
2
Jardine, Andrew K. S.
2
Sharifi, Mohammadreza
2
Wu, Dexiang
2
Chan, Timothy C. Y.
1
Chen, Chen
1
Dalakouras, Georgios V.
1
Demirtas, Derya
1
Diaz, Mauricio
1
Gaskin, Samuel
1
Granzer-Guay, Alexandre
1
Kalim, Rafay
1
Lawryshyn, Yuri
1
Lee, Chi-Guhn
1
Lee, Chi-guhn
1
Lee, Minho
1
Li, Jonathan Y.
1
Liew, Jim Kyung-Soo
1
Ma, Zhong
1
Narayan, Akhilesh
1
Pardalos, Panos M.
1
Patki, Shreya
1
Rogers, J. S.
1
Romanko, Oleksandr
1
Trusevych, Stephan A.
1
Wallace, Kelvin J.
1
Wei, Jason
1
Wu, Desheng
1
Wu, Desheng Dash
1
Yau, Sheena
1
more ...
less ...
Published in...
All
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
3
Computers & operations research : and their applications to problems of world concern ; an international journal
2
European journal of operational research : EJOR
2
International journal of production economics
2
Journal of risk
2
Operations research letters
2
Quantitative finance
2
The engineering economist : a journal devoted to the problems of capital investment
2
The journal of asset management
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
International journal of production research
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research forum
1
Risks : open access journal
1
The journal of computational finance
1
The journal of investing : JOI
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market price-based convex risk measures : a distribution-free optimization approach
Li, Jonathan Y.
;
Kwon, Roy H.
- In:
Operations research letters
40
(
2012
)
2
,
pp. 128-133
Persistent link: https://www.econbiz.de/10009507888
Saved in:
2
Risk-return adaptive receding horizon index tracking strategy
Granzer-Guay, Alexandre
;
Kwon, Roy H.
- In:
The engineering economist : a journal devoted to the …
69
(
2024
)
3
,
pp. 189-212
Persistent link: https://www.econbiz.de/10015195251
Saved in:
3
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
4
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
Ma, Zhong
;
Kwon, Roy H.
;
Lee, Chi-guhn
- In:
Transportation research / E : an international journal
46
(
2010
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10003905003
Saved in:
5
Financial and operational decisions in the electricity sector : contract portfolio optimization with the conditional value-at-risk criterion
Yau, Sheena
;
Kwon, Roy H.
;
Rogers, J. S.
;
Wu, Desheng
- In:
International journal of production economics
134
(
2011
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10009377266
Saved in:
6
Robust portfolio selection for index tracking
Chen, Chen
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
39
(
2012
)
4
,
pp. 829-837
Persistent link: https://www.econbiz.de/10010217456
Saved in:
7
Optimizing critical spare parts and location based on the conditional value-at-risk criterion
Trusevych, Stephan A.
;
Kwon, Roy H.
;
Jardine, Andrew K. S.
- In:
The engineering economist : a journal devoted to the …
59
(
2014
)
2
,
pp. 116-135
Persistent link: https://www.econbiz.de/10010381349
Saved in:
8
Semidefinite programming approaches for bounding Asian option prices
Dalakouras, Georgios V.
;
Kwon, Roy H.
;
Pardalos, Panos M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 103-116)
.
2008
Persistent link: https://www.econbiz.de/10003669466
Saved in:
9
Performance-based contract design under cost uncertainty : a scenario-based bilevel programming approach
Sharifi, Mohammadreza
;
Kwon, Roy H.
- In:
The engineering economist : a journal devoted to the …
63
(
2018
)
4
,
pp. 291-318
Persistent link: https://www.econbiz.de/10011976768
Saved in:
10
A constrained cluster-based approach for tracking the S&P 500 index
Wu, Dexiang
;
Kwon, Roy H.
;
Costa, Giorgio
- In:
International journal of production economics
193
(
2017
),
pp. 222-243
Persistent link: https://www.econbiz.de/10011758344
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
