//--> //--> //--> //-->
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"
~subject:"Estimation theory"
~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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Estimation theory
Theorie
547
Theory
547
Mathematical programming
320
Mathematische Optimierung
320
Stochastic process
83
Stochastischer Prozess
83
Algorithm
73
Algorithmus
73
Markov chain
43
Markov-Kette
43
Dynamic programming
31
Dynamische Optimierung
31
Decision
28
Entscheidung
28
approximation algorithms
28
Portfolio selection
27
Scheduling problem
24
Scheduling-Verfahren
24
Probability theory
23
Wahrscheinlichkeitsrechnung
23
Mathematics
22
Mathematik
22
Risiko
22
Risk
22
Robust statistics
22
Robustes Verfahren
22
Ganzzahlige Optimierung
21
Integer programming
21
Inventory model
21
Lagerhaltungsmodell
21
USA
20
Measurement
19
Messung
19
Risikomaß
19
Risk measure
19
Lagermanagement
17
Learning process
17
Lernprozess
17
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
47
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
47
Language
All
Afrikaans
English
Hungarian
Author
All
Bo, Lijun
4
Capponi, Agostino
4
He, Xue Dong
2
Rusmevichientong, Paat
2
Schied, Alexander
2
Tsitsiklis, John N.
2
Alfonsi, Aurélien
1
Aliev, Iskander
1
Bertsekas, Dimitri P.
1
Bielecki, Tomasz R.
1
Birge, John R.
1
Bogomolnaia, Anna
1
Borozan, Valentin
1
Buchbinder, Niv
1
Burzoni, Matteo
1
Carassus, Laurence
1
Cavazos-Cadena, Rolando
1
Chang, Mou-hsiung
1
Cialenco, Igor
1
Ciocan, Dragos Florin
1
Cornuéjols, Gérard
1
Correa, José R.
1
Cui, Ying
1
Dey, Santanu S.
1
Dybvig, Philip H.
1
Eisenbrand, Friedrich
1
Faenza, Yuri
1
Farias, Vivek
1
Frangioni, Antonio
1
Frittelli, Marco
1
Gentile, Claudio
1
Ghossoub, Mario
1
Guasoni, Paolo
1
Hall, Jesse
1
Haskell, William B.
1
Henk, Martin
1
Hernández Hernández, Daniel
1
Heyde, Chris C.
1
Holzman, Ron
1
Hou, Zhaoxu
1
more ...
less ...
Published in...
All
Mathematics of operations research
Economics letters
622
European journal of operational research : EJOR
597
Journal of econometrics
463
Journal of banking & finance
374
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
336
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
335
The review of economics and statistics
322
The American economic review
310
The review of financial studies
307
Insurance / Mathematics & economics
303
Econometric theory
294
Journal of economic dynamics & control
294
The journal of finance : the journal of the American Finance Association
292
American journal of agricultural economics
275
Applied economics
253
Computers & operations research : and their applications to problems of world concern ; an international journal
247
Journal of financial economics
223
Journal of applied econometrics
221
Journal of monetary economics
215
Journal of political economy
198
Finance research letters
192
Management science : journal of the Institute for Operations Research and the Management Sciences
179
International economic review
178
Econometric reviews
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
168
International journal of theoretical and applied finance
165
Finance and stochastics
158
Economic modelling
156
Journal of money, credit and banking : JMCB
156
International journal of production research
152
Southern economic journal
151
Journal of quantitative economics : official journal of the Indian Econometric Society
147
The journal of futures markets
144
Economic inquiry : journal of the Western Economic Association International
143
Journal of empirical finance
138
Applied economics letters
135
Quantitative finance
132
Journal of financial and quantitative analysis : JFQA
130
Journal of macroeconomics
129
Oxford bulletin of economics and statistics
129
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
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
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
3
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
He, Xue Dong
;
Jiang, Zhaoli
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 587-615
Persistent link: https://www.econbiz.de/10013364907
Saved in:
4
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi
;
Cui, Ying
;
Pang, Jong-shi
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
Saved in:
5
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
6
Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings : a viscosity solution approach
Suzuki, Kiyoshi
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012498193
Saved in:
7
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
8
Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs
Frangioni, Antonio
;
Gentile, Claudio
;
Hungerford, James
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10012183017
Saved in:
9
Reference dependence and market participation
Guasoni, Paolo
;
Meireles-Rodrigues, Andrea
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 129-156
Persistent link: https://www.econbiz.de/10012183025
Saved in:
10
Continuous-time portfolio choice under monotone mean-variance preferences : stochastic factor case
Trybuła, Jakub
;
Zawisza, Dariusz
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 966-987
Persistent link: https://www.econbiz.de/10012105828
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->