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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Operations research"
~subject:"Portfolio-Management"
~subject:"Simulation"
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Portfolio-Management
Simulation
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
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36
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35
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35
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33
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26
distributionally robust optimization
26
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25
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25
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Li, Duan
7
Kraft, Holger
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5
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5
Lioui, Abraham
5
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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
Huang, Chi-fu
3
Lam, Henry
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
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3
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2
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2
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2
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2
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2
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2
Chen, Jingnan
2
Cong, F.
2
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2
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2
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2
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2
DeMiguel, Victor
2
Duffie, Darrell
2
Embrechts, Paul
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
European journal of operational research : EJOR
441
Finance research letters
419
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
222
International journal of theoretical and applied finance
221
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209
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205
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202
Journal of empirical finance
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
SpringerLink / Bücher
176
Economic modelling
174
The European journal of finance
170
Risks : open access journal
168
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
152
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
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ECONIS (ZBW)
330
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1
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10
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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
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
Reliable off-policy evaluation for reinforcement learning
Wang, Jie
;
Gao, Rui
- In:
Operations research
72
(
2024
)
2
,
pp. 699-716
Persistent link: https://www.econbiz.de/10014520884
Saved in:
5
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:
6
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:
7
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:
8
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
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
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:
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