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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
154
Maurer, Raimond
78
Platen, Eckhard
62
Gollier, Christian
55
Korn, Ralf
51
Guidolin, Massimo
48
Mitchell, Olivia S.
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Satchell, Stephen
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Uppal, Raman
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Post, Thierry
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Ang, Andrew
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Campbell, John Y.
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Escobar, Marcos
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Zagst, Rudi
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Prigent, Jean-Luc
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Schenk-Hoppé, Klaus Reiner
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Viceira, Luis M.
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Kraft, Holger
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Levy, Haim
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Li, Duan
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Hens, Thorsten
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Račev, Svetlozar T.
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Vanduffel, Steven
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Härdle, Wolfgang
33
Bodie, Zvi
32
Bayraktar, Erhan
31
Başak, Suleyman
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Van Wincoop, Eric
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Wang, Ruodu
31
Kane, Alex
30
Lucas, André
30
Lee, Cheng F.
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Leung, Tim
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Gomes, Francisco J.
28
Guasoni, Paolo
28
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Universität Mannheim
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Goethe-Universität Frankfurt am Main
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Lunds Universitet / Nationalekonomiska Institutionen
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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OECD
3
Springer-Verlag GmbH
3
Technische Universität Ilmenau
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
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European journal of operational research : EJOR
368
Insurance / Mathematics & economics
349
Journal of banking & finance
303
NBER working paper series
276
Finance research letters
243
NBER Working Paper
226
Working paper / National Bureau of Economic Research, Inc.
213
Journal of economic dynamics & control
202
Finance and stochastics
188
International journal of theoretical and applied finance
188
Quantitative finance
174
Mathematical finance : an international journal of mathematics, statistics and financial theory
164
Journal of financial economics
143
Research paper series / Swiss Finance Institute
139
Management science : journal of the Institute for Operations Research and the Management Sciences
137
The journal of portfolio management : a publication of Institutional Investor
136
Risks : open access journal
134
Journal of empirical finance
125
International review of financial analysis
105
The European journal of finance
104
The review of financial studies
104
Computational economics
102
The journal of finance : the journal of the American Finance Association
102
Economics letters
101
International review of economics & finance : IREF
98
Economic modelling
95
Mathematics and financial economics
94
Swiss Finance Institute Research Paper
93
Journal of risk and financial management : JRFM
91
Discussion paper / Centre for Economic Policy Research
88
The North American journal of economics and finance : a journal of financial economics studies
88
Applied economics
87
The journal of portfolio management : JPM
84
The journal of asset management
83
Journal of mathematical finance
79
Discussion papers / CEPR
76
Mathematical methods of operations research
75
SpringerLink / Bücher
75
Discussion paper / Tinbergen Institute
74
Applied mathematical finance
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ECONIS (ZBW)
23,356
RePEc
4
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1
A unified
algorithm
framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
Saved in:
2
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
3
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
4
Optimal consumption and investment problem with random horizon in a BMAP model
Chen, Xu
;
Yang, Xiang-qun
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 197-205
Persistent link: https://www.econbiz.de/10010515884
Saved in:
5
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
Uğurlu, Kerem
;
Brzeczek, Tomasz
- In:
Central European journal of operations research
31
(
2023
)
4
,
pp. 1043-1060
Persistent link: https://www.econbiz.de/10014393005
Saved in:
6
A derivative-free trust-region
algorithm
with copula-based models for probability maximization problems
Butyn, Emerson
;
Karas, Elizabeth W.
;
Oliveira, Welington de
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10013206808
Saved in:
7
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
8
Optimal mean-variance portfolio selection
Pedersen, Jesper Lund
;
Peskir, Goran
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10011900522
Saved in:
9
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
10
A continuous-time utility maximization problem with borrowing constraints in macroeconomic heterogeneous agent models : a case of regular controls under Markov chain uncertainty
Shigeta, Yuki
-
2022
Persistent link: https://www.econbiz.de/10013483914
Saved in:
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