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~isPartOf:"Mathematical methods of operations research"
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Search: subject_exact:"Portfolio-Selektion"
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Portfolio selection
83
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Korn, Ralf
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Bi, Junna
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Bäuerle, Nicole
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Fortin, Ines
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Hernández-Hernández, Daniel
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Hlouskova, Jaroslava
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Mathematical methods of operations research
Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
390
European journal of operational research : EJOR
388
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
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The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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Discussion paper / Centre for Economic Policy Research
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance and stochastics
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Journal of empirical finance
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Quantitative finance
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The review of financial studies
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
International review of economics & finance : IREF
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SpringerLink / Bücher
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The European journal of finance
170
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
132
The journal of wealth management
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Applied economics letters
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Research in international business and finance
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ECONIS (ZBW)
83
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83
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1
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
4
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
5
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
6
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
7
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
8
Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
Saved in:
9
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
10
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
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