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~isPartOf:"European journal of operational research : EJOR"
~subject:"Mathematische Optimierung"
~subject:"Risikomanagement"
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Mathematische Optimierung
Risikomanagement
Portfolio selection
397
Portfolio-Management
397
Theorie
276
Theory
276
Mathematical programming
121
Risiko
79
Risk
79
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67
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63
Stochastischer Prozess
63
Risikomaß
62
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Portfolio optimization
48
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Dynamische Optimierung
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164
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Steuer, Ralph E.
7
Li, Duan
5
Utz, Sebastian
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Grechuk, Bogdan
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Wimmer, Maximilian
3
Zhang, Wei-guo
3
Adcock, C. J.
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Bodnar, Taras
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Boonen, Tim J.
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Cesarone, Francesco
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Fliege, Jörg
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Gao, Jianjun
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Hirschberger, Markus
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Liesiö, Juuso
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Meade, Nigel
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Nguyen, Duy
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Ogryczak, Włodzimierz
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Parolya, Nestor
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Ponomareva, K.
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Prigent, Jean-Luc
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Puerto, Justo
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Qi, Yue
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Roman, D.
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Rosazza Gianin, Emanuela
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Salo, Ahti A.
2
Schmid, Wolfgang
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2
Tardella, Fabio
2
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2
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European journal of operational research : EJOR
Insurance / Mathematics & economics
116
Journal of banking & finance
72
Finance research letters
57
Quantitative finance
55
Risks : open access journal
55
Journal of risk
45
International journal of theoretical and applied finance
42
Finance and stochastics
40
Research paper series / Swiss Finance Institute
40
Wiley finance series
38
Computational economics
34
Journal of risk management in financial institutions
34
The journal of asset management
34
The journal of portfolio management : a publication of Institutional Investor
31
The journal of portfolio management : JPM
30
Journal of risk and financial management : JRFM
29
The North American journal of economics and finance : a journal of financial economics studies
29
Computers & operations research : and their applications to problems of world concern ; an international journal
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SpringerLink / Bücher
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Economic modelling
27
International review of financial analysis
26
Mathematics and financial economics
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Journal of the Operational Research Society
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Swiss Finance Institute Research Paper
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Operations research letters
22
International review of economics & finance : IREF
21
Journal of economic dynamics & control
21
Journal of mathematical finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
OR spectrum : quantitative approaches in management
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The journal of investing
20
Scandinavian actuarial journal
19
The European journal of finance
19
The journal of investment strategies
18
Computational Management Science : CMS
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International journal of financial engineering
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ECONIS (ZBW)
164
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
7
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:
8
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
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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