//--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~person:"Georghiou, Angelos"
~person:"Kraft, Holger"
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:"Optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Theorie
6
Theory
6
Mathematical programming
3
Mathematische Optimierung
3
Financial investment
2
Kapitalanlage
2
Portfolio choice
2
Robust statistics
2
Robustes Verfahren
2
Stochastic process
2
Stochastischer Prozess
2
decision rules
2
error bounds
2
robust optimization
2
Ansteckungseffekt
1
Asset allocation
1
Black-Scholes model
1
Black-Scholes-Modell
1
Consumption-portfolio choice
1
Contagion
1
Contagion effect
1
Corporate bond
1
Credit risk
1
Decision
1
Dynamic programming
1
Dynamische Optimierung
1
Econometric model
1
Entscheidung
1
Fund manager
1
Growth optimal portfolio
1
Hidden state
1
Household
1
Incomplete market
1
Incomplete markets
1
Kreditrisiko
1
Lebenszyklus
1
Life cycle
1
Life cycle asset allocation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Georghiou, Angelos
Kraft, Holger
Bertsimas, Dimitris
15
Sim, Melvyn
9
Topaloğlu, Hüseyin
8
Li, Duan
7
Wiesemann, Wolfram
7
Goyal, Vineet
6
Segev, Danny
6
Branger, Nicole
5
Chen, Xi
5
Delage, Erick
5
Kuhn, Daniel
5
Lam, Henry
5
Li, Kai
5
Lioui, Abraham
5
Munk, Claus
5
Qi, Jin
5
Rusmevichientong, Paat
5
Zenios, Stauros Andrea
5
Chan, Timothy C. Y.
4
Chen, Xin
4
Cui, Xiangyu
4
Feldman, Jacob
4
Hertog, Dirk den
4
Lillo, Fabrizio
4
Long, Daniel Zhuoyu
4
Nelson, Barry L.
4
Shapiro, Alexander
4
Simchi-Levi, David
4
Agrawal, Shipra
3
Atamtürk, Alper
3
Balseiro, Santiago R.
3
Bandi, Chaithanya
3
Ben-Tal, Aharon
3
Besbes, Omar
3
Capponi, Agostino
3
Correa, José
3
Cvitanić, Jakša
3
Gao, Rui
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Operations research
SAFE working paper
10
Journal of banking & finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
SAFE Working Paper
3
Essays on empirical asset pricing and consumption-portfolio choice
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
2
CESifo Working Paper
1
CESifo working papers
1
CFS working paper series
1
Computational Management Science : CMS
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / CEPR
1
FRU Working Papers
1
Finance and Stochastics
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Les cahiers du GERAD
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Netspar Discussion Paper
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A primal-dual lifting scheme for two-stage robust
optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
Saved in:
2
Robust dual dynamic programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
Saved in:
3
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
4
Design of near optimal decision rules in multistage adaptive mixed-integer
optimization
Bertsimas, Dimitris
;
Georghiou, Angelos
- In:
Operations research
63
(
2015
)
3
,
pp. 610-627
Persistent link: https://www.econbiz.de/10011292952
Saved in:
5
Consumption-portfolio choice with preferences for cash
Kraft, Holger
;
Weiss, Farina
- In:
Journal of economic dynamics & control
98
(
2019
),
pp. 40-59
Persistent link: https://www.econbiz.de/10012130690
Saved in:
6
Partial information about contagion risk, self-exciting processes and portfolio
optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
7
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
Saved in:
8
Large traders and illiquid options : Hedging vs. manipulation
Kraft, Holger
;
Kühn, Christoph
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1898-1915
Persistent link: https://www.econbiz.de/10009316466
Saved in:
9
How to invest optimally in corporate bonds : a reduced-form approach
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 348-385
Persistent link: https://www.econbiz.de/10003639696
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->