//--> //--> //-->
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:"Quantitative finance"
~person:"Pun, Chi Seng"
~subject:"Portfolio-Management"
~subject:"Public economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Public economics
Theorie
3
Theory
3
Mathematical programming
2
Mathematische Optimierung
2
Portfolio optimization
2
Portfolio selection
2
Transaction costs
2
Transaktionskosten
2
Ambiguous equicorrelation
1
Discrete-time multi-period optimization
1
Erwartungsnutzen
1
Expected utility
1
Expected utility maximization
1
G-expectation
1
Hamilton-Jacobi-Bellman-Isaacs equation
1
Measurement
1
Messung
1
No-shorting constraints
1
Nutzen
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Risk measures
1
Robust statistics
1
Robustes Verfahren
1
Robustness
1
Statistical learning theory
1
Support vector regression
1
System of polynomial equations
1
Time consistency
1
Time consistency in efficiency
1
Utility
1
Worst-case optimization
1
Zeitkonsistenz
1
ℓ 2 -regularized portfolios
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Aufsatzsammlung
Systematic review
Thesis
Article in journal
2
Language
All
English
2
Author
All
Pun, Chi Seng
Escobar, Marcos
5
Stübinger, Johannes
3
Birge, John R.
2
Cheng, Yuyang
2
Costa, Giorgio
2
Ding, Rui
2
Endres, Sylvia
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Loeper, Grégoire
2
Madan, Dilip B.
2
Paterlini, Sandra
2
Satchell, Stephen
2
Wu, Lan
2
Zumbach, Gilles O.
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Alexander, Carol
1
Anagnostou, I.
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Bae, Sanghyeon
1
Bai, Yang
1
Barucci, Emilio
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Ben-Horin, Moshe
1
Bergen, V.
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
Blomvall, Jörgen
1
Bodnar, Taras
1
Bogdan, Małgorzata
1
Boudt, Kris
1
Bradrania, Reza
1
more ...
less ...
Published in...
All
Quantitative finance
Economic modelling
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Manufacturing & service operations management : M & SOM
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
Pun, Chi Seng
;
Ye, Zi
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10014232651
Saved in:
2
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->