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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Josa-Fombellida, Ricardo"
~person:"Puerto, Justo"
~person:"Zhao, Hui"
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Portfolio-Management
United States
Theorie
26
Theory
26
Mathematical programming
12
Mathematische Optimierung
12
Portfolio selection
11
Ganzzahlige Optimierung
5
Integer programming
5
Pension fund
5
Pensionskasse
5
Stochastic process
4
Stochastischer Prozess
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Altersvorsorge
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Betriebliche Altersversorgung
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Betriebliche Standortwahl
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Combinatorial optimization
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Dynamic programming
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Firm location choice
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Mean-variance criterion
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Occupational pension plan
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Retirement provision
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Second order cone programming
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Algorithm
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Algorithmus
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Branch-and-price
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Clustering
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Game theory
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Location
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Ordered median problems
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Pension funding
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Regional cluster
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Regionales Cluster
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Reinsurance
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Risikomanagement
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Risikomaß
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Risk management
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Risk measure
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Josa-Fombellida, Ricardo
Puerto, Justo
Zhao, Hui
Liang, Zongxia
12
Li, Zhongfei
10
Liesiö, Juuso
10
Zeng, Yan
10
Salo, Ahti A.
7
Yao, Haixiang
7
Guan, Guohui
6
Li, Duan
6
Mao, Tiantian
6
Tang, Qihe
6
Wong, Hoi Ying
6
Young, Virginia R.
6
Furman, Edward
5
Landsman, Zinoviy
5
Li, Danping
5
Steuer, Ralph E.
5
Wang, Ruodu
5
Yam, Sheung Chi Phillip
5
Yang, Hailiang
5
Zhang, Wei-guo
5
Zhang, Yiying
5
Zhuo, Jin
5
Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
Forsyth, Peter A.
4
Gerrard, Russell
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Grechuk, Bogdan
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Laporte, Gilbert
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Lioui, Abraham
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Nielsen, Jens Perch
4
Rüschendorf, Ludger
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Shen, Yang
4
Tan, Ken Seng
4
Utz, Sebastian
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European journal of operational research : EJOR
Insurance / Mathematics & economics
Computers & operations research : and their applications to problems of world concern ; an international journal
4
IMA journal of management mathematics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Modern economy
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
Omega : the international journal of management science
1
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
13
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1
Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
Zhao, Hui
;
Wang, Suxin
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1166-1180
Persistent link: https://www.econbiz.de/10013267832
Saved in:
2
Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina
;
Ponce, Diego
;
Puerto, Justo
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
Saved in:
3
Time consistent pension funding in a defined benefit pension plan with non-constant discounting
Josa-Fombellida, Ricardo
;
Navas, Jorge
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 142-153
Persistent link: https://www.econbiz.de/10012419190
Saved in:
4
Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion
Zhao, Hui
;
Shen, Yang
;
Zeng, Yan
;
Zhang, WenJun
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 159-180
Persistent link: https://www.econbiz.de/10012105537
Saved in:
5
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Josa-Fombellida, Ricardo
;
López-Casado, Paula
; …
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 73-86
Persistent link: https://www.econbiz.de/10011929838
Saved in:
6
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
7
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
8
Revisiting a game theoretic framework for the robust railway network design against intentional attacks
Perea, Federico
;
Puerto, Justo
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 286-292
Persistent link: https://www.econbiz.de/10009718918
Saved in:
9
Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Zhao, Hui
;
Rong, Ximin
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10009501687
Saved in:
10
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
Saved in:
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