//--> //--> //-->
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:"Stochastic optimization: theory and applications"
~subject:"Finanzmathematik"
~subject:"Stock market"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Lehrbuch"
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:"Portfoliomanagement"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Finanzmathematik
Stock market
Theorie
Portfolio selection
5
Portfolio-Management
5
Theory
5
Stochastic dominance
3
Stochastic process
3
Stochastischer Prozess
3
Mathematical programming
2
Mathematische Optimierung
2
Aggregation
1
Aggregation of strategies
1
Aktienindex
1
Asset allocation
1
Asset-liability management
1
Capital income
1
Conditional value-at-risk
1
Consumption-investment trade-off
1
Copula
1
Dynamic stochastic programming
1
Enhanced index tracking
1
Goal-based investing
1
Kapitaleinkommen
1
Lebenszyklus
1
Life cycle
1
Life cycle policy
1
Linear programming
1
Markov chain
1
Markov-Kette
1
Mean-risk models
1
Measurement
1
Messung
1
Multivariate Verteilung
1
Multivariate distribution
1
Performance evaluation
1
Portfolio optimization
1
Quantile risk measures
1
Risikomaß
1
Risk measure
1
Risk-averse optimization
1
Risk-reward ratios
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz im Buch
Lehrbuch
Book section
5
Language
All
English
5
Author
All
Consigli, Giorgio
2
Bonaccolto, Giovanni
1
Bonomelli, Marco
1
Chen, Zhiping
1
Giacometti, Rosella
1
Guastaroba, Gianfranco
1
Jin, Ming
1
Liu, Jia
1
Mansini, Renata
1
Moriggia, Vittorio
1
Ogryczak, Włodzimierz
1
Ortobelli Lozza, Sergio
1
Paterlini, Sandra
1
Speranza, Maria Grazia
1
Vitali, Sebastiano
1
Yan, Zhe
1
more ...
less ...
Published in...
All
Stochastic optimization: theory and applications
Investment management and financial management
15
Asset allocation and international investments
12
The McGraw-Hill/Irwin series in finance, insurance, and real estate
12
Valuation, financial modeling, and quantitative tools
11
Applied quantitative finance
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
9
New developments in financial modelling
8
Quantitative fund management
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Risk management for central bank foreign reserves
7
Risk management in emerging markets
7
Advances in risk management
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
6
Handbook of heavy tailed distributions in finance
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Lehrbuch
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Wiley finance series
6
Advances of OR in commodities and financial modeling
5
Application of operations research to financial markets
5
Decision making and risk/return optimization in financial economics
5
Finance
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Mathematical modeling and numerical methods in finance : special volume
5
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
5
Quantitative Verfahren im Finanzmarktbereich
5
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
5
The Addison-Wesley series in finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
2
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
3
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
4
Developing new portfolio strategies by aggregation
Bonaccolto, Giovanni
;
Paterlini, Sandra
- In:
Stochastic optimization: theory and applications
,
(pp. 933-971)
.
2020
Persistent link: https://www.econbiz.de/10012290857
Saved in:
5
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->