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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~subject:"Mathematische Optimierung"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Mathematische Optimierung
Stochastischer Prozess
Portfolio selection
33
Portfolio-Management
33
Theorie
18
Theory
18
Stochastic process
16
Hedging
9
Option pricing theory
8
Optionspreistheorie
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
3
Risikomanagement
3
Risk management
3
portfolio optimization
3
stochastic control
3
stochastic optimal control
3
Aktienindex
2
Algorithmic trading
2
Börsenkurs
2
Capital income
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Erwartungsnutzen
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English
18
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Al-Aradi, Ali
1
Arai, Takuji
1
Bergault, Philippe
1
Bouveret, Géraldine
1
Bouzianis, George
1
Campi, Luciano
1
Duck, Peter
1
Evangelista, David
1
Fahim, Arash
1
Fouque, Jean-Pierre
1
Guijarro-Ordonez, Jorge
1
Guéant, Olivier
1
Howell, Sydney D.
1
Hu, Ruimeng
1
Hughston, Lane P.
1
Imai, Yuto
1
Jaimungal, Sebastian
1
Johnson, Paul
1
Lin, Hua-Yi
1
Lorig, Matthew
1
Mai, Jan-Frederik
1
Ménassé, Clément
1
Nika, Zsolt
1
Papanicolaou, A.
1
Ramirez, Hugo Eduardo
1
Ruf, Johannes
1
Rásonyi, Miklos
1
Souza, Max O.
1
Tankov, Peter
1
Thamsten, Y.
1
Torricelli, Lorenzo
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Vieira, Douglas
1
Xie, Kangjianan
1
Zabaljauregui, Diego
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1
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Applied mathematical finance
European journal of operational research : EJOR
93
Insurance / Mathematics & economics
53
Quantitative finance
48
International journal of theoretical and applied finance
43
Finance research letters
37
Computational economics
27
Finance and stochastics
25
Journal of the Operational Research Society
22
Journal of mathematical finance
21
International journal of financial engineering
19
Mathematics and financial economics
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Journal of economic dynamics & control
17
Scandinavian actuarial journal
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical methods of operations research
15
Journal of banking & finance
13
Operational research : an international journal
13
IMA journal of management mathematics
12
Operations research
12
Operations research letters
12
Computational Management Science : CMS
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Omega : the international journal of management science
11
The North American journal of economics and finance : a journal of financial economics studies
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Mathematics of operations research
10
The engineering economist : a journal devoted to the problems of capital investment
8
Journal of econometrics
7
The European journal of finance
7
Annals of finance
6
Economic modelling
6
The journal of asset management
6
The journal of investment strategies
6
Applied economics
5
Astin bulletin : the journal of the International Actuarial Association
5
Computational management science
5
INFORMS journal on computing : JOC
5
Journal of empirical finance
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ECONIS (ZBW)
18
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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
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
3
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
4
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:
5
Outperformance and tracking : dynamic asset allocation for active and passive
portfolio
management
Al-Aradi, Ali
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 268-294
Persistent link: https://www.econbiz.de/10012128951
Saved in:
6
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Saved in:
7
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:
8
Generalised lyapunov functions and functionally generated trading strategies
Ruf, Johannes
;
Xie, Kangjianan
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 293-327
Persistent link: https://www.econbiz.de/10012210315
Saved in:
9
High-dimensional statistical arbitrage with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
10
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
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