//--> //--> //--> //-->
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:"Share price"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Estimation"
~subject:"Risk management"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Estimation
Risk management
Portfolio selection
390
Portfolio-Management
390
Theorie
270
Theory
270
Mathematical programming
120
Mathematische Optimierung
120
Risiko
77
Risk
77
Finance
65
Stochastic process
63
Stochastischer Prozess
63
Risikomaß
60
Risk measure
60
Risikomanagement
52
Portfolio optimization
44
Decision under uncertainty
34
Entscheidung unter Unsicherheit
34
Multi-criteria analysis
34
Multikriterielle Entscheidungsanalyse
34
Investment analysis
33
Robust statistics
24
Robustes Verfahren
24
CAPM
22
Experiment
22
Risikoaversion
22
Risk aversion
22
Capital income
20
Dynamic programming
20
Kapitaleinkommen
20
Measurement
18
Messung
18
Stochastic programming
18
Decision analysis
17
Hedging
17
Simulation
17
Dynamische Optimierung
16
Estimation theory
16
Schätztheorie
16
Volatility
15
more ...
less ...
Online availability
All
Undetermined
44
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Language
All
English
63
Author
All
Boonen, Tim J.
2
Mitra, Sovan
2
Nguyen, Duy
2
Prigent, Jean-Luc
2
Rosazza Gianin, Emanuela
2
Adcock, C. J.
1
Ahmadi, Abbas
1
Ahmadi-Javid, Amir
1
Alexander, Carol
1
Ameur, H. Ben
1
Anis, Hassan T.
1
Asimit, Alexandru V.
1
Ausín, M. Concepción
1
Babat, Onur
1
Bahramgiri, Mohsen
1
Balog, Dóra
1
Barrieu, Pauline
1
Bellini, Fabio
1
Ben-Ameur, Hatem
1
Blomvall, Jörgen
1
Buzzacchi, Matteo
1
Bátyi, Tamás László
1
Capiński, Maciej
1
Castellano, Rosella
1
Centrone, Francesca
1
Cerqueti, Roy
1
Cesarone, Francesco
1
Chang, Chia-Chien
1
Chen, An
1
Chen, Chang-Chih
1
Chen, Zhiping
1
Cheng, Yan
1
Chi, Yichun
1
Chong, Wing Fung
1
Chu, Lap Keung
1
Colombo, Christian
1
Conlon, Thomas
1
Coqueret, Guillaume
1
Costa, Bernardo Freitas Paulo da
1
Cotter, John
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of banking & finance
154
Insurance / Mathematics & economics
108
Finance research letters
107
International review of financial analysis
92
Journal of financial economics
73
Journal of empirical finance
69
International review of economics & finance : IREF
68
The North American journal of economics and finance : a journal of financial economics studies
67
NBER working paper series
66
Risks : open access journal
58
Working paper / National Bureau of Economic Research, Inc.
57
Journal of risk
54
Applied economics
52
Research paper series / Swiss Finance Institute
52
The journal of asset management
51
Research in international business and finance
50
Journal of risk and financial management : JRFM
47
Pacific-Basin finance journal
47
NBER Working Paper
46
Quantitative finance
45
The journal of finance : the journal of the American Finance Association
45
Journal of international financial markets, institutions & money
43
Economic modelling
40
Review of quantitative finance and accounting
38
The European journal of finance
38
The journal of portfolio management : a publication of Institutional Investor
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Applied economics letters
36
The journal of portfolio management : JPM
36
Investment management and financial innovations
35
Journal of risk management in financial institutions
35
Energy economics
33
Discussion paper / Centre for Economic Policy Research
32
SpringerLink / Bücher
32
Swiss Finance Institute Research Paper
32
Wiley finance series
32
Journal of financial and quantitative analysis : JFQA
31
Journal of financial markets
31
Journal of investment management : JOIM
31
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
2
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
3
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
4
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
5
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
6
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
7
Cardinality-constrained risk parity portfolios
Anis, Hassan T.
;
Kwon, Roy H.
- In:
European journal of operational research : EJOR
302
(
2022
)
1
,
pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
Saved in:
8
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
9
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
Chen, Chang-Chih
;
Chang, Chia-Chien
;
Sun, Edward W.
; …
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 727-742
Persistent link: https://www.econbiz.de/10013207301
Saved in:
10
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->