//--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~person:"Pun, Chi Seng"
~subject:"Portfolio-Management"
~subject:"Public economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Public economics
Theorie
5
Theory
5
Mathematical programming
3
Mathematische Optimierung
3
Portfolio selection
3
Portfolio optimization
2
Transaction costs
2
Transaktionskosten
2
Ambiguous equicorrelation
1
Coronavirus
1
Deep learning
1
Discrete-time multi-period optimization
1
Dynamic mean-variance portfolio
1
Economic modeling
1
Erwartungsnutzen
1
Expected utility
1
Expected utility maximization
1
G-expectation
1
Gesundheitswesen
1
Google mobility indices
1
Hamilton-Jacobi-Bellman-Isaacs equation
1
Health care system
1
High-dimensional portfolio selection
1
Infection control
1
Infectious disease
1
Infektionskrankheit
1
Infektionsschutz
1
Investment analysis
1
Measurement
1
Messung
1
No-shorting constraints
1
Nutzen
1
OR in health services
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Risk measures
1
Robust statistics
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Aufsatzsammlung
Systematic review
Thesis
Article in journal
3
Language
All
English
3
Author
All
Pun, Chi Seng
Liesiö, Juuso
9
Li, Duan
6
Salo, Ahti A.
6
Escobar, Marcos
5
Steuer, Ralph E.
5
Grechuk, Bogdan
4
Gu, Jia-Wen
4
Kim, Woo Chang
4
Lioui, Abraham
4
Mulvey, John M.
4
Schmid, Wolfgang
4
Utz, Sebastian
4
Bodnar, Taras
3
Brandtner, Mario
3
Ching, Wai Ki
3
Forsyth, Peter A.
3
Gao, Jianjun
3
Guo, Sini
3
Kerstens, Kristiaan
3
Kwon, Roy H.
3
Kürsten, Wolfgang
3
Li, Xun
3
Long, Hongwei
3
Mavrotas, George
3
Palczewski, Jan
3
Parolya, Nestor
3
Poncet, Patrice
3
Prigent, Jean-Luc
3
Rustem, Berç
3
Satchell, Stephen
3
Speranza, Maria Grazia
3
Stübinger, Johannes
3
Van de Woestyne, Ignace
3
Wimmer, Maximilian
3
Wong, Hoi Ying
3
Xu, Huifu
3
Yang, Hailiang
3
Zabarankin, Michael
3
Zhang, Wei-guo
3
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Quantitative finance
Economic modelling
1
Finance and stochastics
1
Manufacturing & service operations management : M & SOM
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
2
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
3
A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->