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person:"Warnock, Francis E."
~person:"Gollier, Christian"
~person:"Post, Thierry"
~subject:"Mathematische Optimierung"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Portfolio management"
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Mathematische Optimierung
Theory
Portfolio selection
49
Portfolio-Management
49
Theorie
33
Risk
12
Stochastic process
12
Stochastischer Prozess
12
Risiko
11
Risikoaversion
10
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10
Mathematical programming
9
USA
9
United States
9
Stochastic dominance
7
Erwartungsnutzen
6
Expected utility
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Portfolio choice
6
CAPM
5
Linear programming
5
Decision under risk
4
Decision under uncertainty
4
Entscheidung unter Risiko
4
Entscheidung unter Unsicherheit
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Foreign portfolio investment
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Portfolio-Investition
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Risikoprämie
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Risk premium
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stochastic dominance
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Capital income
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Decision theory
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Entscheidungstheorie
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International financial market
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Internationaler Finanzmarkt
3
Kapitaleinkommen
3
Portfolio diversification
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Portfolio optimization
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Portfoliodiversifikation
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Präferenztheorie
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Article
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Aufsatz in Zeitschrift
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35
Arbeitspapier
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Working Paper
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35
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Warnock, Francis E.
Gollier, Christian
Post, Thierry
Fabozzi, Frank J.
42
Korn, Ralf
30
Escobar, Marcos
27
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
24
Prigent, Jean-Luc
21
Forsyth, Peter A.
20
Markowitz, Harry
20
Wang, Ruodu
18
Wong, Hoi Ying
17
Vanduffel, Steven
16
Chen, Zhiping
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Cui, Xiangyu
14
Cvitanić, Jakša
14
Kwon, Roy H.
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Young, Virginia R.
14
Zeng, Yan
14
Bernard, Carole
13
Kim, Woo Chang
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zariphopoulou-Souganidis, Thaleia
13
Zhang, Wei-guo
13
Zhou, Guofu
13
Capponi, Agostino
12
Dai, Min
12
Guerard, John Baynard
12
Koo, Hyeng-keun
12
Kraft, Holger
12
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Journal of risk and uncertainty : JRU
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of banking & finance
3
Journal of economic theory
2
Journal of empirical finance
2
The review of economic studies
2
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1
Economics letters
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
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International economic review
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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Journal of mathematical economics
1
Journal of public economics
1
OR spectrum : quantitative approaches in management
1
The Geneva papers on risk and insurance - issues and practice
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
35
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
3
Habit persistence reduces risk aversion
Gollier, Christian
- In:
The Geneva papers on risk and insurance - issues and …
46
(
2021
)
2
,
pp. 214-223
Persistent link: https://www.econbiz.de/10012522978
Saved in:
4
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
5
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
6
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
7
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
8
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
9
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
10
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
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