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~isPartOf:"European journal of operational research : EJOR"
~subject:"Mathematische Optimierung"
~type:"article"
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Mathematische Optimierung
Portfolio selection
396
Portfolio-Management
396
Theorie
275
Theory
275
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
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Messung
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Decision analysis
18
Stochastic programming
18
Hedging
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Simulation
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Dynamische Optimierung
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121
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Steuer, Ralph E.
7
Li, Duan
4
Utz, Sebastian
4
Wimmer, Maximilian
3
Zhang, Wei-guo
3
Bodnar, Taras
2
Chen, Jingnan
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Date, P.
2
Fliege, Jörg
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Gao, Jianjun
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Grechuk, Bogdan
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Hirschberger, Markus
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Liesiö, Juuso
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Mulvey, John M.
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Nasini, Stefano
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Ogryczak, Włodzimierz
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Parolya, Nestor
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Ponomareva, K.
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Puerto, Justo
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Qi, Yue
2
Roman, D.
2
Salo, Ahti A.
2
Schmid, Wolfgang
2
Scozzari, Andrea
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Speranza, Maria Grazia
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Večeř, Jan
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Wu, Baiyi
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Xiao, Wei-lin
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Zhang, Xi-li
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Zopounidis, Constantin
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1
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Ahmadi-Javid, Amir
1
Aktürk, M. Selim
1
Andelmin, Juho
1
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European journal of operational research : EJOR
Finance and stochastics
29
Computational economics
27
International journal of theoretical and applied finance
27
Quantitative finance
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Finance research letters
20
Journal of the Operational Research Society
20
Mathematics and financial economics
20
Insurance / Mathematics & economics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Operations research
16
Journal of mathematical finance
15
OR spectrum : quantitative approaches in management
15
Operations research letters
15
Journal of banking & finance
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Journal of economic dynamics & control
12
Omega : the international journal of management science
12
INFOR : information systems and operational research
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics of operations research
11
Risks : open access journal
11
Applied mathematical finance
10
Computational methods in decision-making, economics and finance
10
Economic modelling
10
Mathematical methods of operations research
10
Optimizing optimization : the next generation of optimization applications and theory
10
Annals of finance
9
International journal of financial engineering
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
Journal of risk and financial management : JRFM
8
Computational management science
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
IMA journal of management mathematics
7
INFORMS journal on computing : JOC
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ECONIS (ZBW)
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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
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:
7
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:
8
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:
9
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:
10
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
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