//--> //--> //-->
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-Management"
subject:"United States"
~isPartOf:"Mathematics of operations research"
~language:"afr"
~language:"eng"
~language:"hun"
~person:"Bo, Lijun"
~person:"Xu, Huifu"
~source:"econis"
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~subject:"dynamic programming equation"
~subject:"risk-sensitive"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Estimation theory
Mathematische Optimierung
dynamic programming equation
risk-sensitive
Theorie
8
Theory
8
Mathematical programming
5
Portfolio selection
4
Credit risk
3
Kreditrisiko
3
Robust statistics
3
Robustes Verfahren
3
Hoffman’s lemma
2
Stochastic process
2
Stochastischer Prozess
2
credit risk
2
Cost of capital
1
Credit
1
Dynamic programming
1
Dynamische Optimierung
1
Economic convergence
1
HJB equations
1
Hamilton-Jacobi-Bellman equation
1
Insolvency
1
Insolvenz
1
Kantorovich/Wasserstein metric
1
Kapitalkosten
1
Kredit
1
Liquidity constraint
1
Liquiditätsbeschränkung
1
Martingal
1
Martingale
1
Nash equilibrium
1
Nash-Gleichgewicht
1
Sampling
1
Statistical distribution
1
Statistische Verteilung
1
Stichprobenerhebung
1
Wirtschaftliche Konvergenz
1
borrowing costs
1
cascading defaults
1
convergence analysis
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Hochschulschrift
Multi-volume publication
Systematic review
Aufsatz in Zeitschrift
8
Language
All
Afrikaans
English
Hungarian
Author
All
Bo, Lijun
Xu, Huifu
Basu, Amitabh
7
Nagarajan, Viswanath
7
Sviridenko, Maxim
7
Cornuéjols, Gérard
5
Murota, Kazuo
5
Végh, László A.
5
Ye, Jane J.
5
Bertsimas, Dimitris
4
Bolte, Jérôme
4
Buchbinder, Niv
4
Capponi, Agostino
4
Conforti, Michele
4
Feldman, Moran
4
Gupta, Anupam
4
Klerk, Etienne de
4
Toh, Kim-Chuan
4
Williamson, David P.
4
Ye, Yinyu
4
Zambelli, Giacomo
4
Ahmadi, Amir Ali
3
Bomze, Immanuel M.
3
Chen, Xiaojun
3
Del Pia, Alberto
3
Fiorini, Samuel
3
Freund, Robert M.
3
Goyal, Vineet
3
Jansen, Klaus
3
Lasserre, Jean-Bernard
3
Laurent, Monique
3
Lee, Jon
3
Luo, Zhi-Quan
3
Ma, Shiqian
3
Malick, Jérôme
3
Molinaro, Marco
3
Parrilo, Pablo A.
3
Ravi, Ramamoorthi
3
Schulz, Andreas S.
3
Segev, Danny
3
more ...
less ...
Published in...
All
Mathematics of operations research
European journal of operational research : EJOR
2
Computational Management Science : CMS
1
EURO journal on computational optimization
1
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
2
Discrete approximation and quantification in distributionally robust optimization
Liu, Yongchao
;
Pichler, Alois
;
Xu, Huifu
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012001051
Saved in:
3
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
4
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
5
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
6
Convergence analysis for distributionally robust optimization and equilibrium problems
Sun, Hailin
;
Xu, Huifu
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011520425
Saved in:
7
Penalized sample average approximation methods for stochastic mathematical programs with complementarity constraints
Liu, Yongchao
;
Xu, Huifu
;
Ye, Jane J.
- In:
Mathematics of operations research
36
(
2011
)
4
,
pp. 670-694
Persistent link: https://www.econbiz.de/10009405893
Saved in:
8
Convergence of stationary points of sample average two-stage stochastic programs : a generalized equation approach
Ralph, Daniel
;
Xu, Huifu
- In:
Mathematics of operations research
36
(
2011
)
3
,
pp. 568-592
Persistent link: https://www.econbiz.de/10009300389
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->