//--> //--> //--> //-->
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"
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:"variance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
49
Portfolio-Management
49
Theorie
44
Theory
44
Mathematical programming
16
Mathematische Optimierung
16
Stochastic process
14
Stochastischer Prozess
14
Risiko
12
Risk
12
Finance
11
CAPM
10
Estimation theory
9
Schätztheorie
9
Analysis of variance
8
Option pricing theory
8
Optionspreistheorie
8
Portfolio optimization
8
Risikomanagement
8
Risk management
8
Varianzanalyse
8
Volatility
8
Volatilität
8
Investment analysis
7
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Lieferkette
6
Mean-variance
6
Statistical distribution
6
Statistische Verteilung
6
Supply chain
6
Capital income
5
Kapitaleinkommen
5
Mean-variance analysis
5
Asset allocation
4
Dynamic programming
4
Erwartungsnutzen
4
Expected utility
4
Modellierung
4
Option trading
4
more ...
less ...
Online availability
All
Undetermined
49
Free
1
Type of publication
All
Article
78
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
78
Author
All
Li, Duan
3
Adcock, C. J.
2
Bodnar, Taras
2
Dang, Duy Minh
2
Forsyth, Peter A.
2
Levy, Moshe
2
Li, Xun
2
Markowitz, Harry
2
Nasini, Stefano
2
Nessah, Rabia
2
Palczewski, Jan
2
Pun, Chi Seng
2
Shao, Lusheng
2
Vanduffel, Steven
2
Wong, Hoi Ying
2
Yang, Honglin
2
Zhuo, Wenyan
2
Aivaliotis, Georgios
1
Alibeiki, Hedayat
1
Avinadav, Tal
1
Babai, M. Zied
1
Banal-Estañol, Albert
1
Baruník, Jozef
1
Basu, Preetam
1
Beasley, John E.
1
Bernard, C.
1
Bi, Junna
1
Blomvall, J.
1
Brandouy, Olivier
1
Castellano, Rosella
1
Cerqueti, Roy
1
Chen, J. J.
1
Chen, Pengzhan
1
Chen, Shaoxiang
1
Chernonog, Tatyana
1
Chiu, Chun-Hung
1
Choi, Tsan-Ming
1
Chu, Lap Keung
1
Chua, Geoffrey A.
1
Chung, Shing Fung
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
MPRA Paper
119
Journal of econometrics
72
Insurance / Mathematics & economics
67
Management Science
65
Finance research letters
63
Working Paper
61
Annals of the Institute of Statistical Mathematics
56
International journal of theoretical and applied finance
55
Journal of banking & finance
50
Economic modelling
48
IMF Working Papers
45
CREATES Research Papers
44
Statistics & Probability Letters
43
Quantitative finance
40
Metrika
39
Applied economics
38
International Journal of Theoretical and Applied Finance (IJTAF)
38
Economics letters
34
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Working paper
33
IZA Discussion Papers
32
Journal of empirical finance
32
Energy economics
31
European Journal of Operational Research
31
Statistical Papers / Springer
31
International review of economics & finance : IREF
29
Journal of Multivariate Analysis
28
Journal of Risk and Financial Management
27
Research paper series / Swiss Finance Institute
27
Applied economics letters
25
Computational Statistics
25
Finance and Stochastics
25
Journal of risk and financial management : JRFM
25
Physica A: Statistical Mechanics and its Applications
25
Psychometrika
25
Insurance: Mathematics and Economics
24
International review of financial analysis
24
Journal of economic dynamics & control
24
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of
variance
swap rates and investment decisions of
variance
swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
2
Persistence in financial connectedness and systemic risk
Baruník, Jozef
;
Ellington, Michael
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 393-407
Persistent link: https://www.econbiz.de/10014456868
Saved in:
3
Variance
swaps with mean reversion and multi-factor
variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
4
Reconciling mean-
variance
portfolio theory with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
5
Time-flexible min completion time
variance
in a single machine by quadratic programming
Nasini, Stefano
;
Nessah, Rabia
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 427-444
Persistent link: https://www.econbiz.de/10014456280
Saved in:
6
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
7
Orthant-based
variance
decomposition in investment portfolios
Giner, Javier
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 497-511
Persistent link: https://www.econbiz.de/10012495336
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
Portfolio selection with exploration of new investment assets
De Gennaro Aquino, Luca
;
Sornette, Didier
;
Strub, Moris S.
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 773-792
Persistent link: https://www.econbiz.de/10014340777
Saved in:
10
Forecasting of lead-time demand
variance
: implications for safety stock calculations
Babai, M. Zied
;
Yong, Dai
;
Li, Qinyun
;
Syntetos, Aris
; …
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10013254311
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->