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~isPartOf:"Quantitative finance"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Modellierung"
~type_genre:"Article in journal"
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Entscheidung unter Unsicherheit
Modellierung
Robust statistics
15
Robustes Verfahren
15
Theorie
13
Theory
13
Portfolio selection
11
Portfolio-Management
11
Risikomaß
6
Risk measure
6
Distributionally robust optimization
4
Mathematical programming
4
Mathematische Optimierung
4
Risiko
4
Risk
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Statistical distribution
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Statistische Verteilung
4
Decision under uncertainty
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Measurement
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Messung
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Portfolio optimization
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Risikomanagement
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Risk management
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Statistical method
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Statistische Methode
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Asset allocation
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CAPM
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Experiment
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Option pricing theory
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Optionspreistheorie
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Risk measures
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Robust optimization
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Robustness
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Statistical ambiguity
2
Stochastic process
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Stochastischer Prozess
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Abergel, Frédéric
1
Bel Hadj Ayed, Ahmed
1
Bergen, V.
1
Escobar, Marcos
1
Falk, Thorsten
1
García-Feijóo, Luis
1
Loeper, Grégoire
1
Lütkebohmert-Holtz, Eva
1
Rubtsov, A.
1
Sester, Julian
1
Viale, Ariel M.
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Zagst, Rudi
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Quantitative finance
European journal of operational research : EJOR
64
Operations research
16
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
International journal of production research
12
Journal of economic theory
10
Mathematics of operations research
9
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
8
Operations research letters
8
INFORMS journal on computing : JOC
7
Journal of economic dynamics & control
7
Omega : the international journal of management science
7
Computational Management Science : CMS
6
Insurance / Mathematics & economics
6
EURO journal on computational optimization
5
Economic modelling
5
International journal of production economics
5
Journal of econometrics
5
Mathematical methods of operations research
5
Networks and spatial economics : a journal of infrastructure modeling and computation
5
OR spectrum : quantitative approaches in management
5
Quantitative economics : QE ; journal of the Econometric Society
5
Economics letters
4
International journal of theoretical and applied finance
4
International transactions in operational research : a journal of the International Federation of Operational Research Societies
4
Journal of banking & finance
4
Annals of finance
3
IMA journal of management mathematics
3
INFORMS journal on optimization
3
Journal of the Operational Research Society
3
Mathematics and financial economics
3
RAIRO / Operations research
3
Scandinavian actuarial journal
3
Technological forecasting & social change : an international journal
3
The American economic review
3
Transportation research / E : an international journal
3
Annals of operations research
2
Computational economics
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Dynamic games and applications : DGA
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ECONIS (ZBW)
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1
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
2
Robust deep hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
Saved in:
3
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
Abergel, Frédéric
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
Saved in:
4
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
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