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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~subject:"Mathematische Optimierung"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Mathematische Optimierung
Optionspreistheorie
Portfolio selection
33
Portfolio-Management
33
Theorie
18
Theory
18
Stochastic process
16
Stochastischer Prozess
16
Hedging
9
Option pricing theory
8
Volatility
7
Volatilität
7
Mathematical programming
6
Risiko
6
Risk
6
Control theory
4
Experiment
4
Kontrolltheorie
4
Risikomaß
4
Risk measure
4
Derivat
3
Derivative
3
Electronic trading
3
Elektronisches Handelssystem
3
Markov chain
3
Markov-Kette
3
Martingal
3
Martingale
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Risikomanagement
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Risk management
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portfolio optimization
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stochastic control
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stochastic optimal control
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Aktienindex
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Algorithmic trading
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Börsenkurs
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English
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Arai, Takuji
1
Baldeaux, Jan
1
Bouveret, Géraldine
1
Bouzianis, George
1
Duck, Peter
1
Fahim, Arash
1
Fouque, Jean-Pierre
1
Fung, Man Chung
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Howell, Sydney D.
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Hu, Ruimeng
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Hughston, Lane P.
1
Ignatieva, Ekaterina
1
Imai, Yuto
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Johnson, Paul
1
Lin, Hua-Yi
1
Mai, Jan-Frederik
1
Ménassé, Clément
1
Okhrati, Ramin
1
Papanicolaou, A.
1
Platen, Eckhard
1
Ramirez, Hugo Eduardo
1
Souza, Max O.
1
Tankov, Peter
1
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Applied mathematical finance
European journal of operational research : EJOR
84
International journal of theoretical and applied finance
35
Quantitative finance
33
Insurance / Mathematics & economics
29
Finance research letters
25
Journal of the Operational Research Society
20
Computational economics
19
International journal of financial engineering
19
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Journal of mathematical finance
16
Journal of economic dynamics & control
15
Finance and stochastics
14
Mathematics and financial economics
14
Journal of banking & finance
12
Operational research : an international journal
12
Operations research letters
12
Omega : the international journal of management science
11
Operations research
11
Mathematics of operations research
10
Scandinavian actuarial journal
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Computational Management Science : CMS
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Mathematical methods of operations research
8
The engineering economist : a journal devoted to the problems of capital investment
8
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
The journal of computational finance
7
The journal of derivatives : JOD
7
The journal of investment strategies
7
Economic modelling
6
RAIRO / Operations research
6
Computational management science
5
IMA journal of management mathematics
5
INFORMS journal on computing : JOC
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Market microstructure and liquidity
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OR spectrum : quantitative approaches in management
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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
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2
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Hedging the risk of delayed data in defaultable markets
Okhrati, Ramin
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
Saved in:
4
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:
5
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:
6
A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus
Arai, Takuji
;
Imai, Yuto
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10012128947
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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
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
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