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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Li, Duan"
~person:"Markowitz, Harry"
~subject:"Spieltheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Portfolio-Management
Spieltheorie
Theorie
57
Theory
57
Portfolio selection
45
Mathematical programming
15
Mathematische Optimierung
15
Risikomaß
7
Risk measure
7
CAPM
6
Risiko
5
Risk
5
Time consistency
5
Zeitkonsistenz
5
Anlageverhalten
4
Behavioural finance
4
Capital income
4
Dynamic programming
4
Dynamische Optimierung
4
Kapitaleinkommen
4
Risikomanagement
4
Risk management
4
Erwartungsnutzen
3
Expected utility
3
Financial analysis
3
Finanzanalyse
3
Risikoaversion
3
Risk aversion
3
Stochastic process
3
Stochastischer Prozess
3
Aktienindex
2
Aktienmarkt
2
Analysis of variance
2
Börsenkurs
2
Conditional value-at-risk
2
Experiment
2
Forecasting model
2
Mean-variance analysis
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Prognoseverfahren
2
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Undetermined
15
Type of publication
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Article
45
Type of publication (narrower categories)
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Sammlung
Aufsatz in Zeitschrift
Konferenzschrift
Article in journal
45
Aufsatz im Buch
4
Book section
4
Arbeitspapier
2
Collection of articles of several authors
2
Graue Literatur
2
Non-commercial literature
2
Sammelwerk
2
Working Paper
2
Conference paper
1
Conference proceedings
1
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1
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1
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Language
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English
43
French
2
Author
All
Li, Duan
Markowitz, Harry
Güth, Werner
43
Fabozzi, Frank J.
41
Fudenberg, Drew
33
Samuelson, Larry
30
Korn, Ralf
29
Tijs, Stef
29
Binmore, Ken
28
Escobar, Marcos
26
Levine, David K.
26
Palfrey, Thomas R.
25
Wong, Wing Keung
25
Roth, Alvin E.
22
Jackson, Matthew O.
21
Prigent, Jean-Luc
21
Zagst, Rudi
21
Peleg, Bezalel
20
Rubinstein, Ariel
20
Lambertini, Luca
18
Wooders, Myrna Holtz
18
Dutta, Bhaskar
17
Forsyth, Peter A.
17
Jarrow, Robert A.
17
Le Breton, Michel
17
Morris, Stephen
17
Post, Thierry
17
Shubik, Martin
17
Vega-Redondo, Fernando
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Aumann, Robert J.
16
Bieta, Volker
16
Borm, Peter
16
Camerer, Colin
16
Dekel-Tabak, Eddie
16
Gollier, Christian
16
Matsui, Akihiko
16
Winter, Eyal
16
Bonanno, Giacomo
15
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Published in...
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European journal of operational research : EJOR
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of economic dynamics & control
3
Journal de la Société de Statistique de Paris
2
Journal of investment management : JOIM
2
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : JPM
2
The journal of portfolio management : a publication of Institutional Investor
2
Financial services review : the journal of individual financial management
1
Finanzmarkt und Portfolio-Management
1
INFORMS journal on computing : JOC
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of the Operational Research Society
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Operations research letters
1
Special issue on portfolio theory
1
The journal of investing
1
The journal of wealth management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
45
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1
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
2
Time consistent in efficiency dynamic mean-variance policy
Shi, Yun
;
Li, Duan
;
Cui, Xiangyu
- In:
Journal of the Operational Research Society
74
(
2023
)
1
,
pp. 195-208
Persistent link: https://www.econbiz.de/10014231704
Saved in:
3
The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander
;
Markowitz, Harry
;
Ernst, Philip A.
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
3
,
pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
Saved in:
4
Financial anomalies in portfolio construction and management
Markowitz, Harry
;
Guerard, John Baynard
;
Xu, Ganlin
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 51-64
Persistent link: https://www.econbiz.de/10012517343
Saved in:
5
A note on monotone mean-variance preferences for continuous processes
Strub, Moris S.
;
Li, Duan
- In:
Operations research letters
48
(
2020
)
4
,
pp. 397-400
Persistent link: https://www.econbiz.de/10012294747
Saved in:
6
Multi-period portfolio selection : a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
7
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
8
Quadratic convex reformulation for quadratic programming with linear on-off constraints
Wu, Baiyi
;
Li, Duan
;
Jiang, Rujun
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Saved in:
9
Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting
;
Sun, Xiaoling
;
Zhu, Shushang
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
Saved in:
10
Data mining corrections testing in Chinese stocks
Guerard, John Baynard
;
Gillam, Robert A.
;
Markowitz, Harry
- In:
Interfaces : the INFORMS journal on the practice of …
48
(
2018
)
2
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011846038
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