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isPartOf:"The journal of asset management"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of investing"
~subject:"Mathematical programming"
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Search: subject_exact:"Markowitz-Theorie"
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Mathematical programming
Portfolio selection
994
Portfolio-Management
994
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461
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461
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160
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160
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155
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Steuer, Ralph E.
7
Li, Duan
4
Utz, Sebastian
4
Mitra, Gautam
3
Wimmer, Maximilian
3
Zhang, Wei-guo
3
Bodnar, Taras
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2
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2
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2
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2
Levy, Moshe
2
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2
Wu, Baiyi
2
Xiao, Wei-lin
2
Zhang, Xi-li
2
Abdibekov, Darkhan U.
1
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1
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The journal of asset management
Discussion paper / Centre for Economic Policy Research
European journal of operational research : EJOR
The journal of investing
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
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25
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23
Journal of the Operational Research Society
20
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20
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16
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15
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15
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Journal of economic dynamics & control
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Computational Management Science : CMS
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Omega : the international journal of management science
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INFOR : information systems and operational research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics of operations research
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Computational methods in decision-making, economics and finance
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Optimizing optimization : the next generation of optimization applications and theory
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Risks : open access journal
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International journal of financial engineering
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
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Operations research perspectives
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Working papers
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Journal of risk and financial management : JRFM
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The engineering economist : a journal devoted to the problems of capital investment
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ECONIS (ZBW)
138
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1
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
2
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
3
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
4
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel
;
Auer, Benjamin R.
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
Saved in:
5
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
6
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
Saved in:
7
Cardinality-constrained distributionally robust portfolio optimization
Kobayashi, Ken
;
Takano, Yuichi
;
Nakata, Kazuhide
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1173-1182
Persistent link: https://www.econbiz.de/10014435005
Saved in:
8
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil
;
Russo, Marianna
;
Keles, Dogan
;
Bertsch, …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
Saved in:
9
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
Steuer, Ralph E.
;
Utz, Sebastian
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 742-753
Persistent link: https://www.econbiz.de/10014279072
Saved in:
10
Cardinality-constrained risk parity portfolios
Anis, Hassan T.
;
Kwon, Roy H.
- In:
European journal of operational research : EJOR
302
(
2022
)
1
,
pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
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