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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Mathematical methods of operations research"
~subject:"Nichtlineare Optimierung"
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Portfolio-Management
Nichtlineare Optimierung
Theorie
524
Theory
524
Mathematical programming
185
Mathematische Optimierung
185
Portfolio selection
65
Markov chain
60
Markov-Kette
60
Game theory
49
Spieltheorie
49
Stochastic process
48
Stochastischer Prozess
48
Cooperative game
33
Kooperatives Spiel
33
Scheduling problem
28
Scheduling-Verfahren
28
Dynamic programming
26
Dynamische Optimierung
26
Algorithm
22
Algorithmus
21
Multi-criteria analysis
19
Multikriterielle Entscheidungsanalyse
19
Decision
17
Entscheidung
17
Shapley value
17
Shapley-Wert
17
Queueing theory
16
Risiko
16
Risk
16
Warteschlangentheorie
16
Nonlinear programming
15
USA
15
United States
15
Nash equilibrium
14
Nash-Gleichgewicht
14
Betriebliche Standortwahl
13
Firm location choice
13
Hedging
13
Option pricing theory
12
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Article
80
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
80
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English
80
Author
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Korn, Ralf
5
Hernández-Hernández, Daniel
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Soner, Halil Mete
2
Wanka, Gert
2
Abbad, Mohammed
1
Ahookhosh, Masoud
1
Albeverio, Sergio
1
Altman, Eitan
1
Alvarez, Luis H. R.
1
Andreani, R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Bi, Junna
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Boţ, Radu Ioan
1
Buchholz, Peter
1
Buratto, Alessandra
1
Bäuerle, Nicole
1
Büskens, Christof
1
Cambini, Riccardo
1
Carassus, Laurence
1
Chen, An
1
Chen, Lihua
1
Chen, Shuang
1
Choi, Kyung-Jin
1
Cui, Xiangyu
1
Davis, Mark H. A.
1
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Published in...
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Mathematical methods of operations research
European journal of operational research : EJOR
320
Insurance / Mathematics & economics
277
Journal of banking & finance
237
Journal of economic dynamics & control
167
Finance research letters
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
International journal of theoretical and applied finance
146
Quantitative finance
123
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
99
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
92
Economic modelling
83
Economics letters
80
The European journal of finance
78
Mathematics and financial economics
72
Computational economics
71
International review of economics & finance : IREF
71
International review of financial analysis
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
62
Computers & operations research : and their applications to problems of world concern ; an international journal
61
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
Applied economics
55
Operations research letters
55
Applied mathematical finance
50
Journal of investment management : JOIM
47
The journal of investing : JOI
47
Journal of financial and quantitative analysis : JFQA
46
Operations research
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
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ECONIS (ZBW)
80
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1
Accelerated first-order methods for large-scale convex optimization : nearly optimal complexity under strong convexity
Ahookhosh, Masoud
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 319-353
Persistent link: https://www.econbiz.de/10012035488
Saved in:
2
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
3
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
4
Computiation of weighted sums of rewards for concurrent MDPs
Buchholz, Peter
;
Scheftelowitsch, Dimitri
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011991712
Saved in:
5
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
6
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
7
A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
Kuhlmann, Renke
;
Büskens, Christof
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10011874027
Saved in:
8
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
9
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
10
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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