//--> //--> //-->
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
isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Ahookhosh, Masoud"
~person:"Fortin, Ines"
~person:"Guo, Xianping"
~person:"Hernández-Hernández, Daniel"
~subject:"Behavioural finance"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Behavioural finance
Mathematische Optimierung
Portfolio-Management
Theorie
10
Theory
10
Markov chain
5
Markov-Kette
5
Mathematical programming
4
Risikoaversion
4
Risk aversion
4
Anlageverhalten
2
CVaR portfolios
2
Control theory
2
First-order black-box oracle
2
Investment strategy
2
Kontrolltheorie
2
MV portfolios
2
Optimal complexity
2
Portfolio optimization
2
Quadratic/downside loss aversion
2
Risikomaß
2
Risk measure
2
Algorithm
1
Algorithmus
1
Bound-constrained convex optimization
1
Decision theory
1
Dynamic programming
1
Dynamische Optimierung
1
Entscheidungstheorie
1
Estimation sequence
1
Hamilton-Jacobi-Bellman equation
1
High-dimensional data
1
Institutional investor
1
Institutioneller Investor
1
Mathematics
1
Mathematik
1
Nichtlineare Optimierung
1
Nonlinear programming
1
Nonsmooth optimization
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
8
Author
All
Ahookhosh, Masoud
Fortin, Ines
Guo, Xianping
Hernández-Hernández, Daniel
Korn, Ralf
5
Bäuerle, Nicole
3
Fang, Shu-Cherng
3
He, Hua
3
Mitra, Tapan
3
Aliprantis, Charalambos D.
2
Altman, Eitan
2
Borgwardt, Karl Heinz
2
Cambini, Riccardo
2
Chen, Zhiping
2
Ehrgott, Matthias
2
Evstigneev, Igor V.
2
Fliege, Jörg
2
Garleanu, Nicolae
2
Gollier, Christian
2
Hamacher, Horst W.
2
Hlouskova, Jaroslava
2
Huang, Chi-fu
2
Judd, Kenneth L.
2
Kallsen, Jan
2
Kikuchi, Tomoo
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Krumke, Sven O.
2
Liberti, Leo
2
Liu, Jun
2
Liu, Mingyan
2
Löhne, Andreas
2
Montes-de-Oca, Raúl
2
Nishimura, Kazuo
2
Perninge, Magnus
2
Rambau, Jörg
2
Rodríguez-Chía, Antonio M.
2
Runggaldier, Wolfgang J.
2
Sagratella, Simone
2
Schlesinger, Harris
2
more ...
less ...
Published in...
All
Journal of economic theory
Mathematical methods of operations research
European journal of operational research : EJOR
2
Mathematics of operations research
2
Finance and stochastics
1
Operations research letters
1
SFB 649 discussion paper
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accelerated first-order methods for large-scale convex optimization : nearly optimal complexity under strong convexity
Ahookhosh, Masoud
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 319-353
Persistent link: https://www.econbiz.de/10012035488
Saved in:
2
An optimal subgradient algorithm for large-scale bound-constrained convex optimzation
Ahookhosh, Masoud
;
Neumaier, Arnold
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 123-147
Persistent link: https://www.econbiz.de/10011714390
Saved in:
3
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526371
Saved in:
4
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526379
Saved in:
5
New sufficient conditions for average optimality in continuous-time Markov decision processes
Ye, Liuer
;
Guo, Xianping
- In:
Mathematical methods of operations research
72
(
2010
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10008652561
Saved in:
6
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Saved in:
7
Nonstationary denumerable state Markov decision processes : with average variance criterion
Guo, Xianping
- In:
Mathematical methods of operations research
49
(
1999
)
1
,
pp. 87-96
Persistent link: https://www.econbiz.de/10001415267
Saved in:
8
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->