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~isPartOf:"European journal of operational research : EJOR"
~subject:"Mathematische Optimierung"
~subject:"Messung"
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Mathematische Optimierung
Messung
Portfolio selection
397
Portfolio-Management
397
Theorie
276
Theory
276
Mathematical programming
121
Risiko
79
Risk
79
Finance
67
Stochastic process
63
Stochastischer Prozess
63
Risikomaß
62
Risk measure
62
Risikomanagement
52
Risk management
52
Portfolio optimization
48
Multi-criteria analysis
36
Multikriterielle Entscheidungsanalyse
36
Decision under uncertainty
35
Entscheidung unter Unsicherheit
35
Investment analysis
33
Robust statistics
25
Robustes Verfahren
25
CAPM
22
Experiment
22
Risikoaversion
22
Risk aversion
22
Capital income
21
Kapitaleinkommen
21
Dynamic programming
20
Measurement
19
Decision analysis
18
Stochastic programming
18
Hedging
17
Simulation
17
Dynamische Optimierung
16
Estimation theory
16
Schätztheorie
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Article
139
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139
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139
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English
139
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Steuer, Ralph E.
7
Li, Duan
4
Utz, Sebastian
4
Wimmer, Maximilian
3
Zhang, Wei-guo
3
Bodnar, Taras
2
Brandtner, Mario
2
Chen, Jingnan
2
Date, P.
2
Fliege, Jörg
2
Gao, Jianjun
2
Grechuk, Bogdan
2
Hirschberger, Markus
2
Kürsten, Wolfgang
2
Levy, Moshe
2
Liesiö, Juuso
2
Mansini, Renata
2
Mavrotas, George
2
Mulvey, John M.
2
Nasini, Stefano
2
Ogryczak, Włodzimierz
2
Parolya, Nestor
2
Pichler, Alois
2
Ponomareva, K.
2
Puerto, Justo
2
Qi, Yue
2
Rischau, Robert
2
Roman, D.
2
Salo, Ahti A.
2
Schmid, Wolfgang
2
Scozzari, Andrea
2
Speranza, Maria Grazia
2
Večeř, Jan
2
Wu, Baiyi
2
Xiao, Wei-lin
2
Xu, Huifu
2
Zhang, Xi-li
2
Zopounidis, Constantin
2
Abessi, Masoud
1
Adcock, C. J.
1
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European journal of operational research : EJOR
Insurance / Mathematics & economics
72
International journal of theoretical and applied finance
42
Quantitative finance
42
Finance and stochastics
39
Journal of banking & finance
33
Computational economics
31
Finance research letters
31
Mathematics and financial economics
29
Research paper series / Swiss Finance Institute
29
Risks : open access journal
29
Computers & operations research : and their applications to problems of world concern ; an international journal
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Journal of risk
21
Journal of the Operational Research Society
21
Operations research
21
Journal of mathematical finance
19
Swiss Finance Institute Research Paper
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Operations research letters
18
Mathematics of operations research
16
OR spectrum : quantitative approaches in management
16
The journal of asset management
15
Computational Management Science : CMS
14
Journal of economic dynamics & control
14
Operational research : an international journal
14
Economic modelling
13
Journal of risk and financial management : JRFM
13
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial economics
12
Omega : the international journal of management science
12
Annals of finance
11
Computational management science
11
INFOR : information systems and operational research
11
International journal of financial engineering
11
Mathematical methods of operations research
11
Scandinavian actuarial journal
11
Computational methods in decision-making, economics and finance
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Optimizing optimization : the next generation of optimization applications and theory
10
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ECONIS (ZBW)
139
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1
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun
;
Liu, Fangda
;
Yin, Mingren
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
Saved in:
2
Fifty years of portfolio optimization
Salo, Ahti A.
;
Doumpos, Michael
;
Liesiö, Juuso
; …
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015047611
Saved in:
3
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel
;
Auer, Benjamin R.
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
Saved in:
4
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
5
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
6
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
7
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
8
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
Saved in:
9
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
Steuer, Ralph E.
;
Utz, Sebastian
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 742-753
Persistent link: https://www.econbiz.de/10014279072
Saved in:
10
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil
;
Russo, Marianna
;
Keles, Dogan
;
Bertsch, …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
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