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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~isPartOf:"The European journal of finance"
~subject:"Portfolio-Management"
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Search: subject:"Optimization"
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Subject
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Portfolio-Management
Theorie
484
Theory
484
Portfolio selection
479
Mathematical programming
204
Mathematische Optimierung
204
Robust statistics
100
Robustes Verfahren
100
Risk
78
Stochastic process
78
Stochastischer Prozess
78
Risiko
76
Capital income
74
Kapitaleinkommen
74
Optimization
68
Risikomaß
61
Risk measure
61
CAPM
58
Anlageverhalten
50
Behavioural finance
50
robust optimization
49
Estimation
39
Hedging
39
Schätzung
39
Decision under uncertainty
37
Dynamic programming
37
Entscheidung unter Unsicherheit
37
Financial investment
36
Kapitalanlage
36
Dynamische Optimierung
34
Risikomanagement
34
Risk management
34
Simulation
32
Option pricing theory
30
Optionspreistheorie
30
Volatility
30
Volatilität
30
Algorithm
26
Statistical distribution
26
Statistische Verteilung
26
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7
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472
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7
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477
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477
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5
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5
Conference paper
4
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4
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2
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2
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English
479
Author
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Li, Duan
7
Branger, Nicole
6
Kraft, Holger
6
Li, Kai
5
Lioui, Abraham
5
Munk, Claus
5
Zenios, Stauros Andrea
5
Cui, Xiangyu
4
Lillo, Fabrizio
4
Sutcliffe, Charles M. S.
4
Yao, Jing
4
Alexander, Gordon J.
3
Caccioli, Fabio
3
Capponi, Agostino
3
Cvitanić, Jakša
3
Fabozzi, Frank J.
3
Fletcher, Jonathan
3
He, Xue-zhong
3
Huang, Chi-fu
3
Leippold, Markus
3
Mahayni, Antje
3
Marshall, Andrew P.
3
Marsili, Matteo
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Shi, Yun
3
Strub, Moris S.
3
Trojani, Fabio
3
Vanini, Paolo
3
Wang, Ruodu
3
Wenzelburger, Jan
3
Ziemba, William T.
3
Bajeux-Besnainou, Isabelle
2
Baptista, Alexandre M.
2
Bertsimas, Dimitris
2
Bessler, Wolfgang
2
Blake, David
2
Blazsek, Szabolcs
2
Bodie, Zvi
2
Bodnar, Taras
2
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Published in...
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Journal of economic dynamics & control
Operations research
The European journal of finance
Journal of banking & finance
570
NBER working paper series
533
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
419
European journal of operational research : EJOR
390
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
204
Journal of empirical finance
199
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
194
Journal of financial and quantitative analysis : JFQA
178
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
SpringerLink / Bücher
173
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
The journal of wealth management
131
Applied economics letters
130
Research in international business and finance
127
Working paper
127
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ECONIS (ZBW)
479
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1
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10
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479
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date (oldest first)
1
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
Saved in:
2
Endogenous credit, business cycle, and portfolio selection
Choi, Kyoung Jin
;
Koo, Hyeng-keun
;
Lim, Byung Hwa
;
Yoo, Jane
- In:
Operations research
72
(
2024
)
3
,
pp. 871-884
Persistent link: https://www.econbiz.de/10014556823
Saved in:
3
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
4
Nonadditive multiattribute utility functions for portfolio decision analysis
Liesiö, Juuso
;
Vilkkumaa, Eeva
- In:
Operations research
69
(
2021
)
6
,
pp. 1886-1908
Persistent link: https://www.econbiz.de/10012815744
Saved in:
5
Submodularity in conic quadratic mixed 0-1
optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
6
Robustness in the
optimization
of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
7
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
8
The diversification benefits of cryptocurrency asset categories and estimation risk : pre and post Covid-19
Huang, Xinyu
;
Han, Weihao
;
Newton, David P.
; …
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 800-825
Persistent link: https://www.econbiz.de/10014322556
Saved in:
9
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
10
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
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