//--> //--> //-->
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
~subject:"Stochastic process"
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:"portfolio optimisation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Portfolio-Management
75
Portfolio selection
74
portfolio optimisation
67
Portfolio optimisation
55
Theorie
40
Theory
39
Mathematical programming
20
Mathematische Optimierung
20
Risikomaß
15
Risk measure
15
Capital income
8
Kapitaleinkommen
8
Multivariate Verteilung
8
Multivariate distribution
8
Risk
8
Volatility
8
CAPM
7
Inflation hedge
7
Risiko
7
Volatilität
7
Financial investment
6
Kapitalanlage
6
Stochastischer Prozess
6
portfolio selection
6
Estimation theory
5
Forecasting model
5
Multi-criteria analysis
5
Multikriterielle Entscheidungsanalyse
5
Portfolio Optimisation
5
Prognoseverfahren
5
Schätztheorie
5
risk management
5
ARCH model
4
ARCH-Modell
4
Anlageverhalten
4
CVaR
4
Efficient frontier
4
Estimation
4
Optimisation heuristics
4
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Alinezhad, Alireza
1
Belak, Christoph
1
Christensen, Sören
1
Costa, Bernardo Freitas Paulo da
1
Ekhtiari, Mostafa
1
Escobar, Marcos
1
Fontana, Claudio
1
Kazemi, Abolfazl
1
Kschonnek, M.
1
Mitra, Gautam
1
Pavarana, Simone
1
Pesenti, Silvana M.
1
Roman, Diana
1
Runggaldier, Wolfgang J.
1
Targino, Rodrigo S.
1
Valle, Christiano Arbex
1
Zagst, Rudi
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
International journal of financial services management : IJFSM
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
Did you mean
:
subject:"portfolio optimization"
(1,433 results)
1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Mind the cap!-constrained
portfolio
optimisation
in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
3
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
4
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
5
Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
Saved in:
6
Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa
;
Alinezhad, Alireza
;
Kazemi, Abolfazl
- In:
International journal of financial services management …
6
(
2013
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10010237997
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->