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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of asset management"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"Portfolio-Management"
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Mathematische Optimierung
Portfolio selection
151
Portfolio-Management
151
Theorie
57
Theory
57
Capital income
56
Kapitaleinkommen
56
Risk
32
Risiko
31
Investment Fund
25
Investmentfonds
25
Anlageverhalten
20
Behavioural finance
20
Börsenkurs
19
Share price
19
Volatility
19
Volatilität
19
CAPM
17
Stochastic process
17
Stochastischer Prozess
17
Hedging
15
Risikomanagement
14
Risk management
14
Financial investment
13
Kapitalanlage
13
Aktienmarkt
12
Financial analysis
12
Finanzanalyse
12
Stock market
12
Mathematical programming
11
Risikomaß
11
Risk measure
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Welt
11
World
11
Correlation
10
Estimation
10
Hedge fund
10
Hedgefonds
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Option pricing theory
10
Optionspreistheorie
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English
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Abdibekov, Darkhan U.
1
Bimurat, Zhanar
1
Bouveret, Géraldine
1
Brito, Rui Pedro
1
Diaz, Mauricio
1
Duck, Peter
1
Fahim, Arash
1
Fouque, Jean-Pierre
1
Godinho, Pedro Manuel Cortesão
1
Howell, Sydney D.
1
Hu, Ruimeng
1
Johnson, Paul
1
Kim, Yekaterina R.
1
Kwon, Roy H.
1
Li, Baibing
1
Lin, Hua-Yi
1
Lu, I-Chen
1
Mai, Jan-Frederik
1
Ramirez, Hugo Eduardo
1
Sebastião, Hélder
1
Shukayev, Dulat N.
1
Shukayev, Malik
1
Souza, Max O.
1
Tee, Kaihong
1
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1
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Applied mathematical finance
The journal of asset management
European journal of operational research : EJOR
73
International journal of theoretical and applied finance
21
Quantitative finance
20
Finance research letters
19
Journal of the Operational Research Society
19
Computational economics
18
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Operational research : an international journal
12
Insurance / Mathematics & economics
11
Mathematics and financial economics
10
Omega : the international journal of management science
10
Operations research
10
Operations research letters
10
Journal of mathematical finance
9
Finance and stochastics
8
International journal of financial engineering
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The engineering economist : a journal devoted to the problems of capital investment
8
Mathematics of operations research
7
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematical methods of operations research
6
Computational Management Science : CMS
5
IMA journal of management mathematics
5
INFORMS journal on computing : JOC
5
RAIRO / Operations research
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of investment strategies
5
Computational management science
4
IEEE transactions on engineering management : EM
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
International journal of production economics
4
Journal of risk
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
OR spectrum : quantitative approaches in management
4
Operations research forum
4
Central European journal of operations research
3
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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ECONIS (ZBW)
11
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1
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
2
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
3
Asset allocation with multiple analysts' views : a robust approach
Lu, I-Chen
;
Tee, Kaihong
;
Li, Baibing
- In:
The journal of asset management
20
(
2019
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10012059802
Saved in:
4
Sensitivity of optimal portfolio problems to time-varying parameters : simulation analysis
Bimurat, Zhanar
;
Abdibekov, Darkhan U.
;
Shukayev, Dulat N.
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 395-402
Persistent link: https://www.econbiz.de/10012117629
Saved in:
5
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
6
Portfolio optimization for credit-risky assets under Marshall–Olkin dependence
Mai, Jan-Frederik
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 598-618
Persistent link: https://www.econbiz.de/10012210432
Saved in:
7
Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
Saved in:
8
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
9
Optimal portfolio execution under time-varying liquidity constraints
Lin, Hua-Yi
;
Fahim, Arash
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 387-416
Persistent link: https://www.econbiz.de/10011815279
Saved in:
10
Optimal portfolio leverage
Van Rensburg, Paul
- In:
The journal of asset management
17
(
2016
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10011485126
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