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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~subject:"CAPM"
~subject:"Portfolio-Management"
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CAPM
Portfolio-Management
Theorie
406
Theory
406
Portfolio selection
309
Mathematical programming
197
Mathematische Optimierung
197
Robust statistics
97
Robustes Verfahren
97
Stochastic process
73
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73
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68
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57
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55
robust optimization
48
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42
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42
Dynamic programming
36
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35
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35
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33
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28
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26
distributionally robust optimization
26
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25
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25
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25
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25
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25
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22
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Li, Duan
7
Kraft, Holger
6
Branger, Nicole
5
Li, Kai
5
Lioui, Abraham
5
Munk, Claus
5
Zenios, Stauros Andrea
5
Cui, Xiangyu
4
Lillo, Fabrizio
4
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3
Cvitanić, Jakša
3
Huang, Chi-fu
3
Leippold, Markus
3
Mahayni, Antje
3
Rustem, Berç
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
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2
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2
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2
De Giorgi, Enrico
2
DeMiguel, Victor
2
Duffie, Darrell
2
Embrechts, Paul
2
Fabozzi, Frank J.
2
Farmer, J. Doyne
2
Forsyth, Peter A.
2
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Journal of economic dynamics & control
Operations research
Journal of banking & finance
570
NBER working paper series
533
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
420
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
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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
196
The review of financial studies
194
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
International review of economics & finance : IREF
177
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
170
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
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
138
Pacific-Basin finance journal
133
Applied economics letters
132
The journal of wealth management
131
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128
Research in international business and finance
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ECONIS (ZBW)
309
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1
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10
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309
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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
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
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
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:
9
How endogenization of the reference point affects loss aversion : a study of portfolio selection
He, Xue Dong
;
Strub, Moris S.
- In:
Operations research
70
(
2022
)
6
,
pp. 3035-3053
Persistent link: https://www.econbiz.de/10014307626
Saved in:
10
Robust investment strategies with two risky assets
Lin, Qian
;
Luo, Yulei
;
Sun, Xianming
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013383753
Saved in:
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