//--> //--> //--> //-->
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
Portfolio Optimization Models...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Portfolio-Management
51,547
Portfolio selection
51,529
Theorie
22,207
Kapitaleinkommen
9,251
Capital income
9,250
Anlageverhalten
8,851
Behavioural finance
8,839
Risk
6,511
Risiko
6,459
Investmentfonds
5,479
Investment Fund
5,467
CAPM
4,762
Kapitalanlage
4,741
Risikomanagement
4,623
Financial investment
4,609
Risk management
4,496
Börsenkurs
3,696
Share price
3,688
Welt
3,565
World
3,565
Risikomaß
3,154
Risk measure
3,149
USA
2,961
Volatilität
2,960
Volatility
2,958
Aktienmarkt
2,928
United States
2,928
Estimation
2,913
Schätzung
2,911
Stock market
2,907
Hedging
2,655
Financial market
2,155
Finanzmarkt
2,153
Finanzanalyse
2,062
Financial analysis
2,025
Institutional investor
1,986
Institutioneller Investor
1,986
Mathematical programming
1,973
Mathematische Optimierung
1,973
more ...
less ...
Online availability
All
Free
7,843
Undetermined
5,230
CC license
322
Type of publication
All
Article
11,430
Book / Working Paper
10,737
Journal
25
Type of publication (narrower categories)
All
Article in journal
10,167
Aufsatz in Zeitschrift
10,167
Graue Literatur
3,151
Non-commercial literature
3,151
Arbeitspapier
2,844
Working Paper
2,844
Aufsatz im Buch
1,007
Book section
1,007
Hochschulschrift
934
Thesis
790
Lehrbuch
287
Textbook
266
Collection of articles of several authors
214
Sammelwerk
214
Bibliografie enthalten
158
Bibliography included
158
Collection of articles written by one author
151
Sammlung
151
Aufsatzsammlung
107
Conference paper
69
Konferenzbeitrag
69
Glossar enthalten
62
Glossary included
62
Konferenzschrift
56
Handbook
48
Handbuch
48
Conference proceedings
39
Mikroform
25
Systematic review
25
Übersichtsarbeit
25
Forschungsbericht
19
Case study
17
Fallstudie
17
Bibliografie
15
CD-ROM, DVD
12
Mehrbändiges Werk
12
Multi-volume publication
12
Amtsdruckschrift
11
Government document
11
Reprint
11
more ...
less ...
Language
All
English
20,891
German
1,115
French
78
Italian
52
Spanish
24
Polish
22
Dutch
14
Czech
3
Danish
3
Hungarian
3
Russian
3
Swedish
3
Portuguese
2
Undetermined
2
Afrikaans
1
Finnish
1
Norwegian
1
Slovak
1
more ...
less ...
Author
All
Fabozzi, Frank J.
145
Maurer, Raimond
77
Platen, Eckhard
57
Gollier, Christian
55
Korn, Ralf
48
Mitchell, Olivia S.
46
Uppal, Raman
45
Satchell, Stephen
44
Ang, Andrew
43
Campbell, John Y.
43
Guidolin, Massimo
43
Markowitz, Harry
43
Post, Thierry
39
Lo, Andrew W.
38
Prigent, Jean-Luc
36
Levy, Haim
35
Viceira, Luis M.
35
Wong, Wing Keung
35
Escobar, Marcos
34
Li, Duan
34
Zagst, Rudi
34
Bodie, Zvi
32
Vanduffel, Steven
32
Wang, Ruodu
32
Başak, Suleyman
31
Schenk-Hoppé, Klaus Reiner
31
Van Wincoop, Eric
31
Wong, Hoi Ying
31
Härdle, Wolfgang
30
Kane, Alex
30
Hens, Thorsten
29
Kraft, Holger
29
Račev, Svetlozar T.
29
Blake, David
28
Gomes, Francisco J.
28
Lucas, André
28
Albrecht, Peter
27
Bayraktar, Erhan
27
Bonaparte, Yosef
27
Guasoni, Paolo
27
more ...
less ...
Institution
All
National Bureau of Economic Research
278
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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>
5
Friedrich-Schiller-Universität Jena
5
Universität Mannheim
5
Goethe-Universität Frankfurt am Main
4
Lunds Universitet / Nationalekonomiska Institutionen
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Judge Institute of Management Studies
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
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
Basel Committee on Banking Supervision
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
335
Insurance / Mathematics & economics
299
Journal of banking & finance
286
NBER working paper series
271
Finance research letters
226
NBER Working Paper
221
Working paper / National Bureau of Economic Research, Inc.
212
Journal of economic dynamics & control
180
Finance and stochastics
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
154
Quantitative finance
147
Journal of financial economics
141
The journal of portfolio management : a publication of Institutional Investor
133
Management science : journal of the Institute for Operations Research and the Management Sciences
132
Research paper series / Swiss Finance Institute
123
Journal of empirical finance
120
Risks : open access journal
119
The journal of finance : the journal of the American Finance Association
105
The review of financial studies
103
Economics letters
100
International review of financial analysis
99
International review of economics & finance : IREF
98
The European journal of finance
98
Economic modelling
92
Computational economics
87
Discussion paper / Centre for Economic Policy Research
87
The journal of portfolio management : JPM
84
Applied economics
83
Swiss Finance Institute Research Paper
83
The North American journal of economics and finance : a journal of financial economics studies
80
Discussion papers / CEPR
78
Mathematics and financial economics
78
The journal of asset management
77
Journal of risk and financial management : JRFM
76
Discussion paper / Tinbergen Institute
73
SpringerLink / Bücher
71
Mathematical methods of operations research
68
Journal of investment management : JOIM
63
CESifo working papers
62
more ...
less ...
Source
All
ECONIS (ZBW)
22,192
Showing
1
-
10
of
22,192
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cascading losses in reinsurance networks
Klages-Mundt, Ariah
;
Minca, Andreea
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 4246-4268
Persistent link: https://www.econbiz.de/10012297823
Saved in:
2
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
3
Method for choosing appropriate investment periods to make arbitrage profit and explain stock returns
Peymany, Moslem
- In:
Serbian journal of management : an international …
17
(
2022
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10013490592
Saved in:
4
Finding the optimal currency composition of foreign exchange reserves with a quantum computer
Veselý, Martin
-
2023
Persistent link: https://www.econbiz.de/10014233983
Saved in:
5
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.
;
Tarkin, Eric L.
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Saved in:
6
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
7
Discrete-time risk sensitive portfolio optimization with proportional transaction costs
Pitera, Marcin
;
Stettner, Łukasz
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1287-1313
Persistent link: https://www.econbiz.de/10014370659
Saved in:
8
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
9
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
Saved in:
10
Asset-liability management for pension funds in a time-varying volatility environment
Vrontos, Spyridon D.
;
Vrontos, Ioannis D.
; …
- In:
The journal of asset management
14
(
2013
)
5
,
pp. 306-333
Persistent link: https://www.econbiz.de/10010237937
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->