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~isPartOf:"European journal of operational research : EJOR"
~subject:"Mathematische Optimierung"
~subject:"Simulation"
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Mathematische Optimierung
Simulation
Portfolio selection
390
Portfolio-Management
390
Theorie
270
Theory
270
Mathematical programming
120
Risiko
77
Risk
77
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65
Stochastic process
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60
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Dynamische Optimierung
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Steuer, Ralph E.
7
Li, Duan
4
Utz, Sebastian
4
Wimmer, Maximilian
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Zhang, Wei-guo
3
Bodnar, Taras
2
Chen, Jingnan
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Date, P.
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Fliege, Jörg
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Gao, Jianjun
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Parolya, Nestor
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Puerto, Justo
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Qi, Yue
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Rincón-Zapatero, Juan Pablo
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Roman, D.
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Schmid, Wolfgang
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Ahmadi-Javid, Amir
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1
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1
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European journal of operational research : EJOR
Finance and stochastics
32
Computational economics
30
Quantitative finance
29
International journal of theoretical and applied finance
27
Computers & operations research : and their applications to problems of world concern ; an international journal
26
Research paper series / Swiss Finance Institute
26
Finance research letters
25
Insurance / Mathematics & economics
22
Journal of the Operational Research Society
21
Journal of banking & finance
20
Mathematics and financial economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
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OR spectrum : quantitative approaches in management
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Swiss Finance Institute Research Paper
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The journal of asset management
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Computational Management Science : CMS
13
Journal of risk and financial management : JRFM
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
12
INFOR : information systems and operational research
11
International journal of financial engineering
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
11
Mathematics of operations research
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The European journal of finance
11
Working papers
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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
Annals of finance
9
Journal of risk
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Journal of the Operational Research Society : OR
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ECONIS (ZBW)
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1
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
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2
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
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3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
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
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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
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6
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:
7
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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8
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
Saved in:
9
Cardinality-constrained distributionally robust portfolio optimization
Kobayashi, Ken
;
Takano, Yuichi
;
Nakata, Kazuhide
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1173-1182
Persistent link: https://www.econbiz.de/10014435005
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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