//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Application of operations research to financial markets"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
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
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Aktienmarkt
1
Algorithmic trading
1
Anlageverhalten
1
Anleihe
1
Asset allocation
1
Behavioural finance
1
Bond
1
Bond market
1
Börsenkurs
1
Co-monotone coherent risk measures
1
Coherent risk measures
1
Commodities
1
Commodity derivative
1
Conditional value-at-risk constraints
1
Convex risk measures
1
Dynamic programming
1
Dynamische Optimierung
1
Electronic trading
1
Elektronisches Handelssystem
1
Financial market
1
Finanzmarkt
1
Forecasting
1
Forecasting model
1
Generalized deviation measures
1
Limit order book
1
Limitedness
1
MIFiD II
1
Market liquidity
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz im Buch
5
Book section
5
Language
All
English
5
Author
All
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
1
Schmidt, Anatoly B.
1
Silva, Thuener
1
Valladão, Davi
1
Westgaard, Sjur
1
more ...
less ...
Published in...
All
Application of operations research to financial markets
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
271
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
172
Journal of economic dynamics & control
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
123
Research paper series / Swiss Finance Institute
120
The review of financial studies
99
Journal of financial economics
98
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
95
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
83
Swiss Finance Institute Research Paper
83
Economics letters
79
The European journal of finance
78
International review of economics & finance : IREF
71
Mathematics and financial economics
71
Computational economics
70
International review of financial analysis
68
Mathematical methods of operations research
68
The journal of asset management
68
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
Applied economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->