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:"Theory"
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
Efficient fund of hedge funds...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
31
Mathematical programming
16
Mathematische Optimierung
16
Stochastic process
15
Stochastischer Prozess
15
Portfolio selection
6
Portfolio-Management
6
Bayesian inference
5
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Welt
5
World
5
Bayes-Statistik
4
Decision dependence
4
Dynamic programming
4
Dynamische Optimierung
4
Risiko
4
Risk
4
Volatility
4
Volatilität
4
stochastic programming
4
CAPM
3
Deposit insurance
3
Forecasting model
3
Ganzzahlige Optimierung
3
Integer programming
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nutzenfunktion
3
Option pricing theory
3
Optionspreistheorie
3
Probability theory
3
Prognoseverfahren
3
Robust statistics
3
Robustes Verfahren
3
Stochastic programming
3
Utility function
3
more ...
less ...
Online availability
All
Undetermined
12
Free
3
Type of publication
All
Article
27
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Aufsatz im Buch
3
Book section
3
Language
All
English
31
Author
All
Morton, David P.
19
Popova, Ivilina
11
Popova, Elmira
5
Damien, Paul
4
Ritchken, Peter H.
3
Haubrich, Joseph Gerard
2
Pagnoncelli, Bernardo K.
2
Thomson, James B.
2
Bandi, Chaithanya
1
Bayraksan, Güzin
1
Belyi, Dmitriy
1
Dimitrov, Nedialko
1
Dimitrov, Nedialko B.
1
Dokov, Steftcho
1
Dowson, Oscar
1
Duque, Daniel
1
Dvijotham, Krishnamurthy
1
Finardi, Erlon C.
1
Hanson, Tim
1
Hanson, Timothy
1
Hasenbein, John J.
1
Jarrah, Ahmad I.
1
Jia, Yuecheng
1
Kirschenmann, Thomas
1
Koç, Ali
1
Lee, Jinho
1
Lima, L. M. Marangon
1
Matos, Vitor L. de
1
Mays, Jacob
1
Michalopoulos, Dennis P.
1
Morton, David
1
Nehme, Michael V.
1
Newman, Alexandra M.
1
Novoa, Luis J.
1
O'Neill, Richard P.
1
Pan, Feng
1
Partani, Amit
1
Queiroz, Anderson Rodrigo de
1
Rengarajan, Tara
1
Romeijnders, Ward
1
more ...
less ...
Published in...
All
INFORMS journal on computing : JOC
4
European journal of operational research : EJOR
3
Operations research letters
3
Working paper / Federal Reserve Bank of Cleveland
2
Advances in international banking and finance
1
Annals of operations research
1
Applied economics letters
1
Computational Management Science : CMS
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Finance research letters
1
International journal of forecasting
1
Journal of derivatives & hedge funds
1
Journal of pension economics and finance : JPEF
1
Logistics, optimization and transportation - in memory of the late Arne Løkketangen
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research perspectives
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) : Klagenfurt, September 2 - 5, 2002
1
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of trading
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling hedge fund leverage via power utility with subsistence
Morton, David P.
;
Popova, Ivilina
- In:
Journal of derivatives & hedge funds
19
(
2013
)
2
,
pp. 77-85
Persistent link: https://www.econbiz.de/10010209502
Saved in:
2
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
3
Executive compensation : a calibration approach
Haubrich, Joseph Gerard
;
Popova, Ivilina
- In:
Economic theory : official journal of the Society for …
12
(
1998
)
3
,
pp. 561-581
Persistent link: https://www.econbiz.de/10001389273
Saved in:
4
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
5
The changing role of banks and the changing value of deposit guarantees
Ritchken, Peter H.
;
Popova, Ivilina
;
Thomson, James B.
- In:
Advances in international banking and finance
3
(
1998
),
pp. 1-22
Persistent link: https://www.econbiz.de/10001362294
Saved in:
6
The changing role of banks and the changing value of deposit guarantees
Ritchken, Peter H.
-
1995
Persistent link: https://www.econbiz.de/10013446284
Saved in:
7
Executive compensation : a calibration approach
Haubrich, Joseph Gerard
-
1994
Persistent link: https://www.econbiz.de/10013446406
Saved in:
8
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
9
Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy
;
Popova, Elmira
;
Morton, David P.
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
Saved in:
10
Estimation of performance and execution time effect on high-frequency statistical arbitrage strategies
Popova, Ivilina
;
Popova, Elmira
- In:
The journal of trading
5
(
2010
)
2
,
pp. 17-30
Persistent link: https://www.econbiz.de/10003972554
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
