//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~subject:"Hedging"
~subject:"Heuristics"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Hedging
Heuristics
Theorie
474
Theory
474
Portfolio selection
98
Forecasting model
76
Prognoseverfahren
76
Time series analysis
64
Zeitreihenanalyse
64
Stochastic process
58
Stochastischer Prozess
58
Mathematical programming
53
Mathematische Optimierung
53
Agent-based modeling
43
Agentenbasierte Modellierung
43
Volatility
39
Volatilität
39
Risk
38
Risiko
37
Risk measure
34
Risikomaß
33
Neural networks
31
Neuronale Netze
31
Börsenkurs
28
Share price
28
Simulation
25
Learning process
24
Lernprozess
24
Estimation
23
Financial market
22
Finanzmarkt
22
Schätzung
22
State space model
22
Transaction costs
22
Transaktionskosten
22
Zustandsraummodell
22
Markov chain
21
Markov-Kette
21
CAPM
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
more ...
less ...
Online availability
All
Undetermined
Free
12
Type of publication
All
Article
111
Type of publication (narrower categories)
All
Article in journal
111
Aufsatz in Zeitschrift
111
Language
All
English
111
Author
All
Choulli, Tahir
4
Bartl, Daniel
3
Deng, Jun
3
Prigent, Jean-Luc
3
Aksamit, Anna
2
Belak, Christoph
2
Ceffer, Attila
2
Elie, Romuald
2
Filipović, Damir
2
Fukasawa, Masaaki
2
Jeanblanc, Monique
2
Jiao, Ying
2
Karatzas, Ioannis
2
Kim, Donghan
2
Kupper, Michael
2
Larsen, Kasper
2
Li, Handong
2
Luo, Qixuan
2
Lépinette, Emmanuel
2
Molčanov, Il'ja S.
2
Muhle-Karbe, Johannes
2
Soner, Halil Mete
2
Wang, Ruodu
2
Žitković, Gordan
2
Abbes, Mouna Boujelbène
1
Abid, Ilyes
1
Alfarano, Simone
1
Altarovici, Albert Michael
1
Arratia, Argimiro
1
Avdoulas, Christos
1
Backhoff, Julio Daniel
1
Bank, Peter
1
Bayraktar, Erhan
1
Becherer, Dirk
1
Beiglböck, Mathias
1
Bekiros, Stelios
1
Belkacem, Lotfi
1
Bellalah, Mondher
1
Ben Ameur, Hachmi
1
Berkhouch, Mohammed
1
more ...
less ...
Published in...
All
Computational economics
Finance and stochastics
European journal of operational research : EJOR
504
Computers & operations research : and their applications to problems of world concern ; an international journal
412
Insurance / Mathematics & economics
175
International journal of production research
169
Finance research letters
150
Quantitative finance
117
Journal of banking & finance
95
SpringerLink / Bücher
91
Discussion paper / Centre for Economic Policy Research
88
Journal of the Operational Research Society
82
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Omega : the international journal of management science
70
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of portfolio management : JPM
64
Journal of empirical finance
63
International review of financial analysis
61
International journal of production economics
60
Operations research letters
60
International review of economics & finance : IREF
59
Operational research : an international journal
58
International journal of theoretical and applied finance
57
Economic modelling
55
Journal of economic dynamics & control
54
Working paper / National Bureau of Economic Research, Inc.
54
Journal of financial economics
50
Transportation research / E : an international journal
50
The journal of investing : JOI
47
The European journal of finance
46
Discussion papers / CEPR
43
Mathematics and financial economics
43
The journal of asset management
40
INFORMS journal on computing : JOC
38
Operations research
37
Journal of risk
36
Applied economics
35
Economics letters
35
IMA journal of management mathematics
35
Computers & operations research : an international journal
34
more ...
less ...
Source
All
ECONIS (ZBW)
111
Showing
1
-
10
of
111
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
2
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
3
A new boosting algorithm for online portfolio selection based on dynamic time warping and anti‑correlation
He, Hongliu
;
Li, Hua
- In:
Computational economics
63
(
2024
)
5
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014549254
Saved in:
4
Using Quadratic Interpolated Beetle Antennae Search for higher dimensional portfolio selection under cardinality constraints
Khan, Ameer Tamoor
;
Cao, Xinwei
;
Li, Shuai
- In:
Computational economics
62
(
2023
)
4
,
pp. 1413-1435
Persistent link: https://www.econbiz.de/10014437344
Saved in:
5
Research on the effects of liquidation strategies in the multi-asset artificial market
Luo, Qixuan
;
Song, Shijia
;
Li, Handong
- In:
Computational economics
62
(
2023
)
4
,
pp. 1721-1750
Persistent link: https://www.econbiz.de/10014437570
Saved in:
6
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
7
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
8
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
9
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
10
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->