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subject:"Wirtschaftswissenschaft"
type_genre:"Collection of articles written by one author"
~isPartOf:"Application of operations research to financial markets"
~subject:"Portfolio selection"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Sammelwerk"
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Wirtschaftswissenschaft
Portfolio selection
Theorie
6
Theory
6
Portfolio-Management
5
Risikomaß
3
Risk measure
3
Dynamic asset allocation
2
Risikomanagement
2
Risk management
2
Agent-based model
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Agent-based modeling
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Agentenbasierte Modellierung
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Aktienmarkt
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Algorithmic trading
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Anlageverhalten
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Anleihe
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Asset allocation
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Behavioural finance
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Bond
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Bond market
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Börsenkurs
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Co-monotone coherent risk measures
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Coherent risk measures
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Commodities
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Commodity derivative
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Conditional value-at-risk constraints
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Convex risk measures
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Dynamic programming
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Dynamische Optimierung
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Electronic trading
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Elektronisches Handelssystem
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Forecasting
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Generalized deviation measures
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Collection of articles written by one author
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English
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Boyd, Stephen P.
1
Frydenberg, Stein
1
Henriksen, Tom Erik Sønsteng
1
Lindström, Erik
1
Madsen, Henrik
1
Nystrup, Peter
1
Pichler, Alois
1
Poggi, Marcus
1
Righi, Marcelo Brutti
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Schmidt, Anatoly B.
1
Silva, Thuener
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Valladão, Davi
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Westgaard, Sjur
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Application of operations research to financial markets
The Cambridge handbook of psychology and economic behaviour
20
Investment management and financial management
13
Is economics becoming a hard science? : [the book collects the contrib. to a conference "Is economics becoming a hard science?", which was held at the former Ecole Polytechnique in Paris on 29 - 30 Oct., 1992]
13
L'économie devient-elle une science dure?
13
Advances in economics and econometrics ; Vol. 1
12
Handbooks in economics
11
Valuation, financial modeling, and quantitative tools
11
Applied quantitative finance
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
9
An Elgar reference collection
8
Quantitative fund management
8
Recent economic thought series
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Deductive irrationality : a commonsense critique of economic rationalism
7
Risk management for central bank foreign reserves
7
Advances in risk management
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
6
Handbook of heavy tailed distributions in finance
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Journal of economic dynamics & control
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Studia ekonomiczne : zeszyty naukowe Uniwersytetu Ekonomicznego w Katowicach
6
Advances of OR in commodities and financial modeling
5
Decision making and risk/return optimization in financial economics
5
Finance
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
International series in operations research & management science
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Mathematical modeling and numerical methods in finance : special volume
5
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ECONIS (ZBW)
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1
Can commodities dominate stock and bond portfolios?
Henriksen, Tom Erik Sønsteng
;
Pichler, Alois
; …
- In:
Application of operations research to financial markets
,
(pp. 155-177)
.
2019
Persistent link: https://www.econbiz.de/10012157408
Saved in:
2
Multi-period portfolio selection with drawdown control
Nystrup, Peter
;
Boyd, Stephen P.
;
Lindström, Erik
; …
- In:
Application of operations research to financial markets
,
(pp. 245-271)
.
2019
Persistent link: https://www.econbiz.de/10012157466
Saved in:
3
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
Saved in:
4
Managing portfolio diversity within the mean variance theory
Schmidt, Anatoly B.
- In:
Application of operations research to financial markets
,
(pp. 315-329)
.
2019
Persistent link: https://www.econbiz.de/10012159993
Saved in:
5
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
Saved in:
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