//--> //--> //-->
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"
~type_genre:"Konferenzbeitrag"
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:"Robuste Optimierung"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Betriebliche Kennzahl
1
Conditional value-at-risk
1
Distributionally robust optimization
1
Financial ratio
1
LSTARR performance measure
1
Mathematical programming
1
Mathematische Optimierung
1
Performance measurement
1
Performance-Messung
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Wasserstein metric
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
16
Aufsatz in Zeitschrift
16
Conference paper
1
Language
All
English
1
Author
All
Fan, Zhengyang
1
Ji, Ran
1
Lejeune, Miguel A.
1
Published in...
All
Quantitative finance
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
2
Advances in economics and econometrics ; Volume 1
1
First International Conference on Resource Efficiency in Interorganizational Networks : ResEff 2013 ; November 13th - 14th, 2013, Georg-August-Universität Göttingen ; Papers
1
Journal of monetary economics
1
Journal of scheduling
1
Supply Management Research : aktuelle Forschungsergebnisse 2014 ; [Tagungsband des 7. Wissenschaftlichen Symposiums Supply Management ; Würzburg, 10.-11. März 2014]
1
The American economic review
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->