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Optimal portfolios with Haezen...
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Mathematical programming
Portfolio selection
67
Portfolio-Management
66
Theorie
59
Theory
59
Coherent risk measures
47
Risikomaß
46
Risk measure
46
Risk
43
Optimal portfolios
42
Risiko
42
coherent risk measures
42
Risk management
35
Risikomanagement
27
optimal portfolios
27
Mathematische Optimierung
22
Stochastic process
17
Stochastischer Prozess
17
Measurement
16
Messung
16
Efficient frontiers
14
Hedging
11
Decision under risk
8
Entscheidung unter Risiko
8
Risikoaversion
8
Risk aversion
8
portfolio optimization
8
Diversification
7
Volatility
7
efficient frontiers
7
CAPM
6
Coherent Risk Measures
6
Dynamic programming
6
Dynamische Optimierung
6
Optimal Portfolios
6
Options
6
Default
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Financial derivatives
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English
22
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Shapiro, Alexander
4
Korn, Ralf
3
Müller, Lukas
3
Steuer, Ralph E.
3
Utz, Sebastian
2
Ahmadi-Javid, Amir
1
Auer, Benjamin R.
1
Basu, Preetam
1
Costa, Bernardo Freitas Paulo da
1
Eckstein, Jonathan
1
Eskandani, Deniz
1
Fallah-Tafti, Malihe
1
Fan, Jingnan
1
Gutjahr, Walter J.
1
Iancu, Dan A.
1
Jin, Liwei
1
Kouri, Drew P.
1
Kovacevic, Raimund
1
Lan, Feng
1
Leoff, Elisabeth
1
Liu, Rui Peng
1
Löhndorf, Nils
1
Löhne, Andreas
1
Marohn, Marcel
1
Mohabbati-Kalejahi, Nasrin
1
Nair, Suresh K.
1
Noyan, Nilay
1
Pesenti, Silvana M.
1
Petrik, Marek
1
Pichler, Alois
1
Qi, Yue
1
Rudloff, Birgit
1
Rudolf, Gábor
1
Subramanian, Dharmashankar
1
Surowiec, Thomas M.
1
Targino, Rodrigo S.
1
Ugurlu, K.
1
Vinel, Alexander
1
Wimmer, Maximilian
1
Wozabal, David
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European journal of operational research : EJOR
7
Operations research
3
International journal of theoretical and applied finance
2
International journal of theoretical and applied finance : IJTAF
2
Mathematics of operations research
2
Finance research letters
1
INFORMS journal on computing : JOC
1
Journal of the Operational Research Society
1
Manufacturing & service operations management : M & SOM
1
Mathematics and financial economics
1
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ECONIS (ZBW)
22
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1
Analyzing operational risk-reward trade-offs for start-ups
Basu, Preetam
;
Nair, Suresh K.
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 596-609
Persistent link: https://www.econbiz.de/10011375785
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2
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
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3
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
Steuer, Ralph E.
;
Utz, Sebastian
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 742-753
Persistent link: https://www.econbiz.de/10014279072
Saved in:
4
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel
;
Auer, Benjamin R.
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
Saved in:
5
Multi-asset worst-case optimal portfolios
Korn, Ralf
;
Leoff, Elisabeth
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030905
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6
Optimal portfolio choice with crash and default risk
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013371220
Saved in:
7
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
8
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
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9
A BL-MF fusion model for portfolio optimization : incorporating the Black-Litterman solution into multi-factor model
Yuan, Jin
;
Jin, Liwei
;
Lan, Feng
- In:
Finance research letters
80
(
2025
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015422904
Saved in:
10
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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