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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Borgwardt, Karl Heinz"
~person:"Fortin, Ines"
~person:"Hernández-Hernández, Daniel"
~person:"Huang, Chi-fu"
~person:"Korn, Ralf"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Quadratic/downside loss aversion"
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Portfolio selection
Mathematische Optimierung
Portfolio-Management
Quadratic/downside loss aversion
Theorie
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Theory
14
Risikoaversion
4
Risk aversion
4
Dynamic programming
3
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13
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Borgwardt, Karl Heinz
Fortin, Ines
Hernández-Hernández, Daniel
Huang, Chi-fu
Korn, Ralf
Bäuerle, Nicole
3
Fang, Shu-Cherng
3
He, Hua
3
Mitra, Tapan
3
Ahookhosh, Masoud
2
Aliprantis, Charalambos D.
2
Altman, Eitan
2
Cambini, Riccardo
2
Chen, Zhiping
2
Ehrgott, Matthias
2
Evstigneev, Igor V.
2
Fliege, Jörg
2
Garleanu, Nicolae
2
Gollier, Christian
2
Guo, Xianping
2
Hamacher, Horst W.
2
Hlouskova, Jaroslava
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
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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
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Journal of economic theory
Mathematical methods of operations research
International journal of theoretical and applied finance
6
Berichte zur Stochastik und verwandten Gebieten
4
Finance and stochastics
3
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Risks : open access journal
2
Advances in risk management
1
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
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Operations research letters
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Studienbücher Wirtschaftsmathematik
1
The review of financial studies
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Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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ECONIS (ZBW)
13
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1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
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:
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/10010526379
Saved in:
4
The average number of pivot steps of the simplex-algorithm based on a generalized rotation-symmetry-model
Göhl, Markus
;
Borgwardt, Karl Heinz
- In:
Mathematical methods of operations research
80
(
2014
)
3
,
pp. 329-366
Persistent link: https://www.econbiz.de/10010442254
Saved in:
5
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:
6
Worst-case scenario portfolio optimization : a new stochastic control approach
Korn, Ralf
;
Menkens, Olaf
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003114493
Saved in:
7
A lower bound on the average number of Pivot-steps for solving linear programs : valid for all variants of the Simplex-Algorithm
Borgwardt, Karl Heinz
;
Huhn, Petra
- In:
Mathematical methods of operations research
49
(
1999
)
2
,
pp. 175-210
Persistent link: https://www.econbiz.de/10001415342
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:
9
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
10
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
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