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~accessRights:"restricted"
~isPartOf:"Energy economics"
~isPartOf:"Operations research"
~subject:"Mathematische Optimierung"
~subject:"Theorie"
~subject:"World"
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Search: subject:"Portfolio-Management"
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Mathematische Optimierung
Theorie
World
Portfolio selection
120
Portfolio-Management
120
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38
Hedging
26
Risk
26
Risiko
25
Volatility
25
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25
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Maitra, Debasish
3
Tiwari, Aviral Kumar
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Wang, Ruodu
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Batten, Jonathan A.
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2
Dash, Saumya Ranjan
2
DeMiguel, Victor
2
Do, Hung Xuan
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2
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2
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2
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2
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2
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2
Yao, David D.
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1
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1
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1
Ahn, Hyun-soo
1
Akçay, Yalçın
1
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Energy economics
Operations research
Finance research letters
174
Insurance / Mathematics & economics
169
European journal of operational research : EJOR
166
Quantitative finance
119
Journal of banking & finance
98
Discussion paper / Centre for Economic Policy Research
86
International review of financial analysis
83
SpringerLink / Bücher
79
Management science : journal of the Institute for Operations Research and the Management Sciences
75
The North American journal of economics and finance : a journal of financial economics studies
72
The journal of portfolio management : JPM
70
Journal of empirical finance
66
International review of economics & finance : IREF
65
Economic modelling
62
International journal of theoretical and applied finance
61
Working paper / National Bureau of Economic Research, Inc.
58
Computational economics
55
The journal of investing : JOI
55
Journal of economic dynamics & control
54
Journal of financial economics
53
The journal of asset management
51
Applied economics
49
Finance and stochastics
48
The European journal of finance
46
Discussion papers / CEPR
45
Mathematics and financial economics
45
Economics letters
43
Journal of risk
38
Journal of the Operational Research Society
34
Journal of international financial markets, institutions & money
32
Research in international business and finance
32
Scandinavian actuarial journal
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of financial engineering
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Journal of international money and finance
31
Journal of mathematical finance
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The journal of investment strategies
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Operations research letters
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1
Systemic portfolio diversification
Capponi, Agostino
;
Weber, Marko
- In:
Operations research
72
(
2024
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
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2
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
3
Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng
;
Zhang, Xiaotong
;
Liang, Chao
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558919
Saved in:
4
Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach
Bai, Lan
;
Wei, Yu
;
Zhang, Jiahao
;
Wang, Yizhi
;
Lucey, …
- In:
Energy economics
123
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014475890
Saved in:
5
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
6
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
7
The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad
;
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
; …
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
Saved in:
8
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
9
Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
Saved in:
10
Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque
;
Low, Soo Wah
;
Syed Mabruk Billah
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014490834
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