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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~subject:"Algorithm"
~subject:"Portfolio-Management"
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| 4 applied filters
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Algorithm
Portfolio-Management
Theorie
399
Theory
399
Portfolio selection
305
Mathematical programming
193
Mathematische Optimierung
193
Robust statistics
95
Robustes Verfahren
95
Stochastic process
71
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71
Optimization
68
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57
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55
robust optimization
48
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42
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42
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35
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35
Entscheidung unter Unsicherheit
35
Dynamic programming
34
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31
Simulation
28
distributionally robust optimization
26
Algorithmus
25
Option pricing theory
25
Optionspreistheorie
25
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24
Behavioural finance
24
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24
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23
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23
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22
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22
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21
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21
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Li, Duan
7
Kraft, Holger
6
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5
Lioui, Abraham
5
Munk, Claus
5
Zenios, Stauros Andrea
5
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4
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4
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4
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3
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3
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3
Leippold, Markus
3
Mahayni, Antje
3
Rustem, Berç
3
Segev, Danny
3
Seifried, Frank Thomas
3
Shi, Yun
3
Strub, Moris S.
3
Trojani, Fabio
3
Vanini, Paolo
3
Wang, Ruodu
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Bertsimas, Dimitris
2
Blake, David
2
Bodie, Zvi
2
Caccioli, Fabio
2
Chacko, George
2
Chen, Jingnan
2
Cong, F.
2
Consiglio, Andrea
2
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2
Damgaard, Anders
2
De Giorgi, Enrico
2
DeMiguel, Victor
2
Duffie, Darrell
2
Embrechts, Paul
2
Fabozzi, Frank J.
2
Farmer, J. Doyne
2
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Journal of economic dynamics & control
Operations research
Journal of banking & finance
570
NBER working paper series
532
European journal of operational research : EJOR
509
Working paper / National Bureau of Economic Research, Inc.
460
Insurance / Mathematics & economics
385
Finance research letters
381
NBER Working Paper
380
International review of financial analysis
272
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
230
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
203
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Journal of empirical finance
196
The review of financial studies
194
Quantitative finance
187
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
SpringerLink / Bücher
173
Economic modelling
170
Risks : open access journal
169
The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
International review of economics & finance : IREF
157
Computers & operations research : and their applications to problems of world concern ; an international journal
151
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
128
Research in international business and finance
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ECONIS (ZBW)
330
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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
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:
3
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:
4
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:
5
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:
6
Accelerated MM algorithms for inference of ranking scores from comparison data
Vojnović, Milan
;
Yun, Se-Young
;
Zhou, Kaifang
- In:
Operations research
71
(
2023
)
4
,
pp. 1318-1342
Persistent link: https://www.econbiz.de/10014338197
Saved in:
7
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:
8
Gradient-based algorithms for convex discrete
optimization
via simulation
Zhang, Haixiang
;
Zheng, Zeyu
;
Lavaei, Javad
- In:
Operations research
71
(
2023
)
5
,
pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
Saved in:
9
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:
10
The constrained reliable shortest path problem in stochastic time-dependent networks
Ruß, Matthias
;
Gunst, Gunther
;
Neumann, Dirk
- In:
Operations research
69
(
2021
)
3
,
pp. 709-726
Persistent link: https://www.econbiz.de/10012546845
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