//--> //--> //--> //-->
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"
~subject:"Mathematische Optimierung"
~subject:"Stochastic process"
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:"Portfolio selection"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Stochastic process
Portfolio selection
390
Portfolio-Management
390
Theorie
270
Theory
270
Mathematical programming
120
Risiko
77
Risk
77
Finance
65
Stochastischer Prozess
63
Risikomaß
60
Risk measure
60
Risikomanagement
52
Risk management
52
Portfolio optimization
44
Decision under uncertainty
34
Entscheidung unter Unsicherheit
34
Multi-criteria analysis
34
Multikriterielle Entscheidungsanalyse
34
Investment analysis
33
Robust statistics
24
Robustes Verfahren
24
CAPM
22
Experiment
22
Risikoaversion
22
Risk aversion
22
Capital income
20
Dynamic programming
20
Kapitaleinkommen
20
Measurement
18
Messung
18
Stochastic programming
18
Decision analysis
17
Hedging
17
Simulation
17
Dynamische Optimierung
16
Estimation theory
16
Schätztheorie
16
Volatility
15
more ...
less ...
Online availability
All
Undetermined
93
Free
2
Type of publication
All
Article
151
Type of publication (narrower categories)
All
Article in journal
151
Aufsatz in Zeitschrift
151
Language
All
English
151
Author
All
Steuer, Ralph E.
7
Li, Duan
5
Utz, Sebastian
4
Levy, Moshe
3
Wimmer, Maximilian
3
Zhang, Wei-guo
3
Bodnar, Taras
2
Chen, Jingnan
2
Date, P.
2
Fliege, Jörg
2
Gao, Jianjun
2
Grechuk, Bogdan
2
Hardoroudi, Nasim Dehghan
2
Hirschberger, Markus
2
Josa-Fombellida, Ricardo
2
Kallio, Markku
2
Liesiö, Juuso
2
Mansini, Renata
2
Mavrotas, George
2
Mulvey, John M.
2
Nasini, Stefano
2
Ogryczak, Włodzimierz
2
Palczewski, Jan
2
Parolya, Nestor
2
Pflug, Georg
2
Pichler, Alois
2
Ponomareva, K.
2
Puerto, Justo
2
Qi, Yue
2
Rincón-Zapatero, Juan Pablo
2
Roman, D.
2
Schmid, Wolfgang
2
Scozzari, Andrea
2
Speranza, Maria Grazia
2
Street, Alexandre
2
Topaloglou, Nikolas
2
Valladão, Davi M.
2
Večeř, Jan
2
Wu, Baiyi
2
Xiao, Wei-lin
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Insurance / Mathematics & economics
97
International journal of theoretical and applied finance
72
Finance and stochastics
65
Quantitative finance
54
Journal of economic dynamics & control
39
Finance research letters
37
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Computational economics
35
Journal of mathematical finance
35
Journal of banking & finance
32
Mathematics and financial economics
32
Research paper series / Swiss Finance Institute
31
Mathematical methods of operations research
30
Risks : open access journal
30
Computers & operations research : and their applications to problems of world concern ; an international journal
28
Applied mathematical finance
25
Annals of finance
24
Journal of the Operational Research Society
23
Swiss Finance Institute Research Paper
23
International journal of financial engineering
21
Computational Management Science : CMS
20
Journal of risk and financial management : JRFM
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
OR spectrum : quantitative approaches in management
20
Operations research letters
19
Scandinavian actuarial journal
18
The journal of asset management
18
Operations research
17
Economic modelling
15
Operational research : an international journal
15
IMA journal of management mathematics
14
Mathematics of operations research
14
Mathematical finance : an international journal of mathematics, statistics and financial economics
13
Omega : the international journal of management science
13
The European journal of finance
12
INFOR : information systems and operational research
11
International transactions in operational research : a journal of the International Federation of Operational Research Societies
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
The North American journal of economics and finance : a journal of financial economics studies
11
more ...
less ...
Source
All
ECONIS (ZBW)
151
Showing
1
-
10
of
151
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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
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
Saved in:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->