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~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of wealth management"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
483
Portfolio-Management
483
Theorie
173
Theory
173
Capital income
82
Kapitaleinkommen
82
Anlageverhalten
68
Behavioural finance
68
USA
67
United States
67
Investment Fund
57
Investmentfonds
57
CAPM
51
Risiko
44
Risk
44
Estimation
42
Schätzung
42
Risikomaß
38
Risk measure
38
Welt
38
World
38
Hedging
36
Financial investment
29
Kapitalanlage
29
Aktienmarkt
28
Stock market
28
Hedge fund
25
Hedgefonds
25
Risk management
24
Volatility
24
Volatilität
24
Börsenkurs
23
Risikomanagement
23
Share price
23
Capital market returns
22
Kapitalmarktrendite
22
Diversification
20
Mathematical programming
20
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English
20
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Parker, Franklin J.
2
Yao, Haixiang
2
Best, Michael J.
1
Campbell, Sarah J.
1
Chang, Hao
1
Chen, Shumin
1
Ching, Wai Ki
1
Chong, James
1
DeMiguel, Victor
1
Ehrhardt, Michael C.
1
Ghahtarani, Alireza
1
Goto, Shingo
1
Grauer, Robert R.
1
Hassapis, Christis
1
Huang, Xiaoxia
1
Höchst, Stephan
1
Jennings, William P.
1
Li, Zhongfei
1
Liu, Yong-jun
1
Lu, Jiejun
1
Martín-Utrera, Alberto
1
Najafi, Amir Abbas
1
Ng, Kah Hwa
1
Nogales, Francisco J.
1
Phillips, G. Michael
1
Ronn, Ehud I.
1
Rösch, Christoph G.
1
Samitas, Aristeidis
1
Siu, Tak Kuen
1
Soulis, John
1
Sørensen, Carsten
1
Wu, Huiling
1
Xiao, Weilin
1
Xidonas, Panos
1
Yan, Xu
1
Ying, Haiyao
1
Yong, Luo
1
Yong, Tang
1
Zagst, Rudi
1
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Economic modelling
Journal of financial and quantitative analysis : JFQA
The journal of wealth management
European journal of operational research : EJOR
120
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
25
Research paper series / Swiss Finance Institute
23
Journal of the Operational Research Society
20
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
16
Swiss Finance Institute Research Paper
16
Journal of banking & finance
15
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Omega : the international journal of management science
12
INFOR : information systems and operational research
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics of operations research
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Mathematical methods of operations research
10
Optimizing optimization : the next generation of optimization applications and theory
10
Risks : open access journal
10
Annals of finance
9
International journal of financial engineering
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
Working papers
9
Journal of risk and financial management : JRFM
8
The engineering economist : a journal devoted to the problems of capital investment
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ECONIS (ZBW)
20
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1
Portfolio optimization strategy for concentrated portfolios : models and time horizons
Campbell, Sarah J.
;
Chong, James
;
Jennings, William P.
; …
- In:
The journal of wealth management
21
(
2018
)
2
,
pp. 39-54
Persistent link: https://www.econbiz.de/10011916138
Saved in:
2
Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos
;
Hassapis, Christis
;
Soulis, John
; …
- In:
Economic modelling
64
(
2017
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
Saved in:
3
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
4
Goal-based portfolio optimization
Parker, Franklin J.
- In:
The journal of wealth management
19
(
2016
)
3
,
pp. 22-30
Persistent link: https://www.econbiz.de/10011615292
Saved in:
5
Portfolio selection in a goal-based setting
Parker, Franklin J.
- In:
The journal of wealth management
19
(
2016
)
2
,
pp. 41-46
Persistent link: https://www.econbiz.de/10011559424
Saved in:
6
Improving mean variance optimization through sparse hedging restrictions
Goto, Shingo
;
Yan, Xu
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1415-1441
Persistent link: https://www.econbiz.de/10011479442
Saved in:
7
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
8
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
Saved in:
9
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
10
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
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