//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"NBER Working Paper"
~subject:"Algorithm"
~subject:"Portfolio-Management"
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
L' assurabilité de la dépendan...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Algorithm
Portfolio-Management
Theorie
182
Theory
182
Mathematical programming
65
Mathematische Optimierung
65
Portfolio selection
58
Stochastic process
28
Stochastischer Prozess
28
Risiko
26
Risk
26
Risikomaß
20
Risk measure
20
CAPM
13
Measurement
12
Messung
12
Risikoaversion
12
Risk aversion
12
Börsenkurs
11
Decision under uncertainty
11
Entscheidung unter Unsicherheit
11
Share price
11
Algorithmus
10
Financial market
10
Finanzmarkt
10
Systemic risk
10
Martingale
9
Robust statistics
9
Robustes Verfahren
9
Systemrisiko
9
Transaction costs
9
Transaktionskosten
9
Dynamic programming
8
Dynamische Optimierung
8
Markov chain
8
Markov-Kette
8
Martingal
8
Risikomanagement
8
Risk management
8
Erwartungsnutzen
7
more ...
less ...
Online availability
All
Undetermined
Free
195
Type of publication
All
Article
69
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Language
All
English
69
Author
All
Bayraktar, Erhan
2
Chen, An
2
Jarrow, Robert A.
2
Rosazza Gianin, Emanuela
2
Rásonyi, Miklós
2
Soner, Halil Mete
2
Ṥikić, Mario
2
Ahookhosh, Masoud
1
Ankirchner, Stefan
1
Anthropelos, Michail
1
Ararat, Çağın
1
Assa, Hirbod
1
Babaei, Esmaeil
1
Back, Kerry E.
1
Bank, Peter
1
Batbold, Bolorsuvd
1
Bellalah, Mondher
1
Bellini, Fabio
1
Belyaev, Alexander
1
Berestycki, Henri
1
Bi, Junna
1
Biagini, Sara
1
Bismuth, Alexis
1
Blanchard, Romain
1
Blanchet-Scalliet, Christophette
1
Bo, Lijun
1
Bodnar, Taras
1
Branger, Nicole
1
Bruggeman, Cameron
1
Bálint, Dániel
1
Büskens, Christof
1
Callegaro, Giorgia
1
Canna, Gabriele
1
Carassus, Laurence
1
Centrone, Francesca
1
Chen, Lihua
1
Chen, Shuang
1
Chiu, Wan-Yi
1
Choi, Jin Hyuk
1
Cui, Xiangyu
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Mathematics and financial economics
NBER Working Paper
European journal of operational research : EJOR
395
Computers & operations research : and their applications to problems of world concern ; an international journal
243
Insurance / Mathematics & economics
164
Finance research letters
152
International journal of production research
119
Quantitative finance
116
Operations research letters
113
Journal of banking & finance
87
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Discussion paper / Centre for Economic Policy Research
84
SpringerLink / Bücher
75
Operations research
74
Mathematics of operations research
70
Computational economics
64
Journal of the Operational Research Society
63
The journal of portfolio management : JPM
63
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
58
International journal of theoretical and applied finance
56
International review of financial analysis
54
Journal of financial economics
54
Working paper / National Bureau of Economic Research, Inc.
54
International review of economics & finance : IREF
53
Journal of economic dynamics & control
51
Economic modelling
50
Operational research : an international journal
49
Journal of scheduling
47
Omega : the international journal of management science
47
The journal of investing : JOI
47
Computers & operations research : an international journal
46
Finance and stochastics
45
INFORMS journal on computing : JOC
45
Discussion papers / CEPR
44
The European journal of finance
42
The journal of asset management
40
Applied economics
37
Economics letters
37
RAIRO / Operations research
36
Journal of scheduling : JOS
34
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolio liquidation with additional information
Ankirchner, Stefan
;
Blanchet-Scalliet, Christophette
; …
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011445989
Saved in:
2
Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
Saved in:
3
Natural risk measures
Assa, Hirbod
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
Saved in:
4
On the complexity of the FIFO stack-up problem
Gurski, Frank
;
Rethmann, Jochen
;
Wanke, Egon
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011446607
Saved in:
5
Generation of interior points and polyhedral representations of cones in RN cut by M planes sharing a common point
Belyaev, Alexander
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10011446619
Saved in:
6
Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
Saved in:
7
A trust-region method with improved adaptive radius for systems of nonlinear equations
Esmaeili, Hamid
;
Kimiaei, Morteza
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10011446624
Saved in:
8
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
9
Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
10
On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->