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
~subject:"Portfolio selection"
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
Stochastic optimization models...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
59
Theory
59
Portfolio-Management
41
Calendar Anomalies
39
Endowment Investing
39
Global Economic Situation
39
Global Investment Strategies
39
Hedge Funds
39
Investment Agglomerations
39
Kelly and Fractional Kelly Wagering Strategies
39
Political Party
39
Sovereign Wealth Funds
39
Stock Market Crashes and Their Prediction
39
Time of Year Effects
39
Börsenkurs
32
Share price
32
Aktienmarkt
22
USA
22
United States
22
Stock market
20
Capital income
18
Kapitaleinkommen
18
Forecasting model
17
Prognoseverfahren
17
Equestrian sports
16
Pferdesport
16
Financial crisis
15
Finanzkrise
15
Gambling
15
Glücksspiel
15
Anlageverhalten
14
Behavioural finance
14
Mathematical programming
14
Mathematische Optimierung
14
Japan
13
Finanzmathematik
12
Saisonale Schwankungen
12
Seasonal variations
12
Stochastic process
12
more ...
less ...
Online availability
All
Free
9
Undetermined
5
CC license
1
Type of publication
All
Article
22
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
3
Collection of articles of several authors
3
Handbook
3
Handbuch
3
Sammelwerk
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
41
Author
All
Ziemba, William T.
41
MacLean, Leonard C.
14
Lleo, Sébastien
8
Zhao, Yonggan
7
Thorp, Edward O.
5
Zhitlukhin, M. V.
4
Guerard, John Baynard
2
Mulvey, John M.
2
Blazenko, George W.
1
Brown, Scott M.
1
Foster, Michael E.
1
Hakansson, Nils Hemming
1
Haussmann, Ulrich G.
1
Kallberg, Jarl G.
1
Kim, Woo Chang
1
Kouwenberg, Roy
1
Lee, Yongjae
1
Li, Yuming
1
MacLean, Leonard
1
Purnanandam, Amiyatosh
1
Rudolf, Markus
1
Sanegre, Rafael
1
Warachka, Mitch
1
Zenios, Stauros Andrea
1
more ...
less ...
Published in...
All
Journal of banking & finance
3
World Scientific handbook in financial economics series
3
Finance
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
World Scientific series in finance
2
Advances in risk management
1
Annals of finance
1
Annals of operations research
1
Applications of management science : a research annual
1
Computational Management Science : CMS
1
Discussion paper / LSE Financial Markets Group
1
Handbook of research methods and applications in empirical finance
1
Handbooks in finance : book ...
1
International journal of forecasting
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Multinational finance journal
1
Publications of the Newton Institute
1
SRC discussion paper
1
SRC discussion paper : discussion paper series
1
The European journal of finance
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
Theory and methodology
1
World Scientific Handbook in Financial Economics Ser.
1
World Scientific handbook in financial economic series
1
World scientific handbook in financial economics series
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Use of stochastic and mathematical programming in portfolio theory and practice
Ziemba, William T.
-
2009
Persistent link: https://www.econbiz.de/10003811723
Saved in:
2
Portfolio optimization : theory and practical implementation
Ziemba, William T.
- In:
Handbook of research methods and applications in …
,
(pp. 45-72)
.
2013
Persistent link: https://www.econbiz.de/10011897353
Saved in:
3
Asset and liability allocation in a global environment
Mulvey, John M.
- In:
Finance
,
(pp. 435-463)
.
1995
Persistent link: https://www.econbiz.de/10001318004
Saved in:
4
Capital growth theory
Hakansson, Nils Hemming
- In:
Finance
,
(pp. 65-86)
.
1995
Persistent link: https://www.econbiz.de/10001318023
Saved in:
5
Growth versus security in dynamic investment analysis
MacLean, Leonard C.
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1562-1585
Persistent link: https://www.econbiz.de/10001135944
Saved in:
6
Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming
- In:
Management science : journal of the Institute for …
35
(
1989
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
Saved in:
7
An algorithm for portfolio revision : theory, computational algorithm, and empir. results
Kallberg, Jarl G.
-
1981
Persistent link: https://www.econbiz.de/10001042890
Saved in:
8
A dynamic investment model with control on the portfolio's worst case outcome
Zhao, Yonggan
;
Haussmann, Ulrich G.
;
Ziemba, William T.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
4
,
pp. 481-501
Persistent link: https://www.econbiz.de/10001803214
Saved in:
9
Capital growth with security
MacLean, Leonard C.
;
Sanegre, Rafael
;
Zhao, Yonggan
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 937-954
Persistent link: https://www.econbiz.de/10001856006
Saved in:
10
Intertemporal surplus management
Rudolf, Markus
;
Ziemba, William T.
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
