//--> //--> //--> //-->
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
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Kwon, Roy H."
~subject:"EU countries"
~subject:"Economic theory"
~subject:"Monetary policy"
~type:"article"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
EU countries
Economic theory
Monetary policy
Theorie
14
Theory
14
Portfolio-Management
11
Mathematical programming
8
Mathematische Optimierung
8
Portfolio optimization
4
Aktienindex
2
Estimation
2
Ganzzahlige Optimierung
2
Index tracking
2
Integer programming
2
Markov chain
2
Markov regime switching
2
Markov-Kette
2
Mean-variance optimization
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Risk parity
2
Robust optimization
2
Robust statistics
2
Robustes Verfahren
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
Asset allocation
1
Business network
1
CAPM
1
Cardinality constraints
1
Cardinality-constrained portfolio optimization
1
ChatGPT
1
Conditional value-at-risk
1
Conic optimization
1
Convex optimization
1
Covered call
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Kwon, Roy H.
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Serletis, Apostolos
14
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
12
Vanduffel, Steven
12
Zagst, Rudi
12
Cui, Xiangyu
11
Li, Duan
11
Tan, Ken Seng
11
Bernard, Carole
10
Capponi, Agostino
10
Chen, An
10
Di Bartolomeo, Giovanni
10
Gupta, Rangan
10
Ida, Daisuke
10
Liang, Zongxia
10
Nakata, Taisuke
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Belke, Ansgar
9
Chen, Zhiping
9
Dai, Min
9
Jang, Bong-Gyu
9
Kim, Woo Chang
9
Li, Zhongfei
9
Minford, Patrick
9
Schmidt, Sebastian
9
Yao, Haixiang
9
Dai, Zhifeng
8
Jarrow, Robert A.
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Piergallini, Alessandro
8
Pisani, Massimiliano
8
Post, Thierry
8
more ...
less ...
Published in...
All
Quantitative finance
2
The journal of asset management
2
Computers & operations research : and their applications to problems of world concern ; an international journal
1
European journal of operational research : EJOR
1
International journal of production economics
1
Journal of risk
1
Operations research forum
1
The journal of computational finance
1
The journal of investing : JOI
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ChatGPT‑based investment portfolio selection
Romanko, Oleksandr
;
Narayan, Akhilesh
;
Kwon, Roy H.
- In:
Operations research forum
4
(
2023
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014441063
Saved in:
2
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
3
Portfolio optimization techniques for cryptocurrencies
Gaskin, Samuel
;
Kalim, Rafay
;
Wallace, Kelvin J.
; …
- In:
The journal of investing : JOI
32
(
2023
)
3
,
pp. 50-65
Persistent link: https://www.econbiz.de/10014306956
Saved in:
4
Risk-allocation-based index tracking
Anis, Hassan T.
;
Costa, Giorgio
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014308262
Saved in:
5
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
Saved in:
6
A shrinking horizon optimal liquidation framework with lower partial moments criteria
Anis, Hassan
;
Kwon, Roy H.
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012212469
Saved in:
7
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
8
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
9
Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
10
Decentralized strategic asset allocation with global constraints
Lee, Minho
;
Kwon, Roy H.
;
Lee, Chi-Guhn
;
Anis, Hassan
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10011847583
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->