//--> //--> //--> //-->
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"
~subject:"Statistische Verteilung"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Theorie
406
Theory
406
Portfolio selection
309
Portfolio-Management
309
Mathematical programming
197
Mathematische Optimierung
197
Robust statistics
97
Robustes Verfahren
97
Stochastic process
73
Stochastischer Prozess
73
Optimization
68
Risk
57
Risiko
55
robust optimization
48
Risikomaß
42
Risk measure
42
Dynamic programming
36
CAPM
35
Decision under uncertainty
35
Entscheidung unter Unsicherheit
35
Dynamische Optimierung
33
Simulation
28
Algorithm
26
distributionally robust optimization
26
Algorithmus
25
Anlageverhalten
25
Behavioural finance
25
Capital income
25
Hedging
25
Kapitaleinkommen
25
Option pricing theory
25
Optionspreistheorie
25
Learning process
22
Lernprozess
22
Risikomanagement
22
Risk management
22
Financial investment
21
Kapitalanlage
21
Statistical distribution
21
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Natarajan, Karthik
3
Kuhn, Daniel
2
Lam, Henry
2
Račev, Svetlozar T.
2
Sim, Melvyn
2
Bandi, Chaithanya
1
Behroozi, Mehdi
1
Blanchet, Jose
1
Branger, Nicole
1
Carlsson, John Gunnar
1
Chen, Louis
1
Chen, Zhi
1
Das, Bikramjit
1
Dhara, Anulekha
1
Doan, Xuan Vinh
1
Duchi, John C.
1
Fabozzi, Frank J.
1
Gao, Rui
1
Gotoh, Jun-ya
1
Guan, Yongpei
1
Han, Eojin
1
Hashimoto, Tatsunori
1
Hu, Yuan
1
Jiang, Ruiwei
1
Kang, Yang
1
Kim, Michael Jong
1
Kwon, Oh Kang
1
Li, Xiaobo
1
Lim, Andrew E. B.
1
Lindquist, W. Brent
1
Mahayni, Antje
1
Mihic, Kresimir
1
Mohajerin Esfahani, Peyman
1
Mottet, Clementine
1
Namkoong, Hongseok
1
Nohadani, Omid
1
Quan Gan
1
Satchell, Stephen
1
Schwartz, Eduardo S.
1
Shapiro, Alexander
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Operations research
Insurance / Mathematics & economics
43
European journal of operational research : EJOR
24
Journal of banking & finance
23
Risks : open access journal
14
Discussion paper / Tinbergen Institute
13
Operations research letters
13
International journal of theoretical and applied finance
12
Journal of econometrics
12
Finance research letters
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Quantitative finance
11
The journal of asset management
11
Economic modelling
10
Research paper series / Swiss Finance Institute
10
Applied economics
9
International journal of forecasting
8
Journal of empirical finance
8
Journal of risk
8
The North American journal of economics and finance : a journal of financial economics studies
8
Finance and stochastics
7
International review of financial analysis
7
Journal of mathematical finance
7
Mathematics of operations research
7
SFB 649 discussion paper
7
The journal of credit risk : published quarterly by Incisive Media
7
Economics letters
6
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
6
International review of economics & finance : IREF
6
Journal of financial econometrics
6
Journal of risk and financial management : JRFM
6
Astin bulletin : the journal of the International Actuarial Association
5
Cambridge working papers in economics
5
Computational Management Science : CMS
5
Computational management science
5
Computers & operations research : and their applications to problems of world concern ; an international journal
5
Journal of forecasting
5
Swiss Finance Institute Research Paper
5
The European journal of finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On finite adaptability in two-stage distributionally robust
optimization
Han, Eojin
;
Bandi, Chaithanya
;
Nohadani, Omid
- In:
Operations research
71
(
2023
)
6
,
pp. 2307-2327
Persistent link: https://www.econbiz.de/10014445042
Saved in:
2
Finite-sample guarantees for Wasserstein distributionally robust
optimization
: breaking the curse of dimensionality
Gao, Rui
- In:
Operations research
71
(
2023
)
6
,
pp. 2291-2306
Persistent link: https://www.econbiz.de/10014445041
Saved in:
3
Distributionally robust losses for latent covariate mixtures
Duchi, John C.
;
Hashimoto, Tatsunori
;
Namkoong, Hongseok
- In:
Operations research
71
(
2023
)
2
,
pp. 649-664
Persistent link: https://www.econbiz.de/10014308625
Saved in:
4
Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen
;
Kuhn, Daniel
;
Mohajerin Esfahani, Peyman
- In:
Operations research
70
(
2022
)
1
,
pp. 490-515
Persistent link: https://www.econbiz.de/10012820667
Saved in:
5
Calibration of distributionally roubust empirical
optimization
models
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research
69
(
2021
)
5
,
pp. 1630-1650
Persistent link: https://www.econbiz.de/10012661084
Saved in:
6
Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose
;
Kang, Yang
- In:
Operations research
69
(
2021
)
3
,
pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
Saved in:
7
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
8
Distributionally robust linear and discrete
optimization
with marginals
Chen, Louis
;
Natarajan, Karthik
;
Simchi-Levi, David
; …
- In:
Operations research
70
(
2022
)
3
,
pp. 1822-1834
Persistent link: https://www.econbiz.de/10013366265
Saved in:
9
Robustness to dependency in portfolio
optimization
using overlapping marginals
Doan, Xuan Vinh
;
Li, Xiaobo
;
Natarajan, Karthik
- In:
Operations research
63
(
2015
)
6
,
pp. 1468-1488
Persistent link: https://www.econbiz.de/10011422605
Saved in:
10
Recovering best statistical guarantees via the empirical divergence-based distributionally robust
optimization
Lam, Henry
- In:
Operations research
67
(
2019
)
4
,
pp. 1090-1105
Persistent link: https://www.econbiz.de/10012062921
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->