//--> //--> //-->
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
~person:"Date, P."
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:"Portfolio selection"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Finance
2
Mathematical programming
2
Mathematische Optimierung
2
Scenario analysis
2
Scenarios
2
Szenariotechnik
2
Algorithm
1
Algorithmus
1
Anleihe
1
Bond
1
Moment matching
1
OR in banking
1
Risikomaß
1
Risk measure
1
State space model
1
Stochastic process
1
Stochastic programming
1
Stochastischer Prozess
1
Value-at-Risk
1
Zustandsraummodell
1
fixed-income portfolios
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Date, P.
Fabozzi, Frank J.
236
Maurer, Raimond
127
Mitchell, Olivia S.
114
Guidolin, Massimo
98
Platen, Eckhard
92
Satchell, Stephen
79
Campbell, John Y.
78
McAleer, Michael
74
Lo, Andrew W.
73
Hens, Thorsten
71
Ang, Andrew
70
Gollier, Christian
69
Kraft, Holger
65
Uppal, Raman
63
Korn, Ralf
56
Wong, Wing Keung
56
Markowitz, Harry
55
Schenk-Hoppé, Klaus Reiner
55
Viceira, Luis M.
54
Bodie, Zvi
53
Levy, Haim
53
Zaremba, Adam
53
Li, Duan
52
Blake, David
51
Stambaugh, Robert F.
51
Weber, Martin
51
Elton, Edwin J.
48
Post, Thierry
48
Kelly, Bryan T.
47
Prigent, Jean-Luc
47
Wermers, Russ
47
Zagst, Rudi
47
Lee, Cheng F.
46
Zhou, Guofu
46
Pedersen, Lasse Heje
45
Gürtler, Marc
44
Lucas, André
44
Vanduffel, Steven
44
Poterba, James M.
43
Scherer, Bernd
43
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
IMA journal of management mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comment on "an algorithm for moment-matching scenario generation with application to financial portfolio optimization"
Contreras, Juan Pablo
;
Bosch, Paul
;
Herrera, Mauricio
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1180-1184
Persistent link: https://www.econbiz.de/10011866903
Saved in:
2
Value-at-Risk for fixed-income portfolios : a Kalman filtering approach
Date, P.
;
Bustreo, R.
- In:
IMA journal of management mathematics
27
(
2016
)
4
,
pp. 557-573
Persistent link: https://www.econbiz.de/10011740023
Saved in:
3
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
Ponomareva, K.
;
Roman, D.
;
Date, P.
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 678-687
Persistent link: https://www.econbiz.de/10010486971
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->