//--> //--> //--> //-->
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:"NBER Working Paper"
~subject:"Nonlinear programming"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nonlinear programming
Portfolio-Management
Theorie
89
Theory
89
Mathematical programming
57
Mathematische Optimierung
57
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
Algorithm
11
Algorithmus
10
Dynamic programming
6
Dynamische Optimierung
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Global optimization
5
Linear programming
5
Nichtlineare Optimierung
5
Robust statistics
5
Robustes Verfahren
5
Betriebliche Standortwahl
4
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Firm location choice
4
Markov chain
4
Markov-Kette
4
Multi-criteria analysis
4
Multikriterielle Entscheidungsanalyse
4
Scheduling problem
4
Scheduling-Verfahren
4
Decision
3
Entscheidung
3
Ganzzahlige Optimierung
3
Integer programming
3
Inventory model
3
Lagerhaltungsmodell
3
Martingal
3
Martingale
3
more ...
less ...
Online availability
All
Undetermined
Free
189
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Ahookhosh, Masoud
1
Bayraktar, Erhan
1
Bi, Junna
1
Blanchard, Romain
1
Buchholz, Peter
1
Büskens, Christof
1
Carassus, Laurence
1
Chen, An
1
Chen, Lihua
1
Chen, Shuang
1
Cui, Xiangyu
1
Kang, Zhilin
1
Korn, Ralf
1
Kuhlmann, Renke
1
Li, Dan
1
Li, Xun
1
Li, Zhongfei
1
Liang, Zhibin
1
Lindensjö, Kristoffer
1
Ma, Xue-Fei
1
Neufeld, Ariel
1
Ogryczak, Włodzimierz
1
Pan, Jian
1
Pang, Li-Ping
1
Pitera, Marcin
1
Przyłuski, Michał
1
Rebennack, Steffen
1
Rásonyi, Miklós
1
Scheftelowitsch, Dimitri
1
Selvamuthu, Dharmaraja
1
Shen, Linsong
1
Shi, Yun
1
Singh, Arti
1
Soner, Halil Mete
1
Stadje, Mitja
1
Stettner, Łukasz
1
Thai Huu Nguyen
1
Vukelja, Mirjana
1
Wang, Gu
1
Wang, Yanjun
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
NBER Working Paper
European journal of operational research : EJOR
197
Insurance / Mathematics & economics
164
Finance research letters
151
Quantitative finance
116
Journal of banking & finance
87
Discussion paper / Centre for Economic Policy Research
79
Management science : journal of the Institute for Operations Research and the Management Sciences
76
SpringerLink / Bücher
68
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
Computational economics
56
International journal of theoretical and applied finance
56
International review of financial analysis
54
Journal of financial economics
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
52
Journal of economic dynamics & control
51
Economic modelling
50
The journal of investing : JOI
47
Finance and stochastics
45
Mathematics and financial economics
43
The European journal of finance
42
Discussion papers / CEPR
40
Operations research letters
40
The journal of asset management
39
Computers & operations research : and their applications to problems of world concern ; an international journal
37
Applied economics
36
Economics letters
35
Operations research
34
Journal of risk
33
Mathematics of operations research
33
Scandinavian actuarial journal
32
Journal of the Operational Research Society
30
The journal of investment strategies
30
Journal of mathematical finance
29
International journal of financial engineering
27
IMA journal of management mathematics
26
Research paper series / Swiss Finance Institute
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
3
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
4
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
5
Computing tight bounds via piecewise linear functions through the example of circle cutting problems
Rebennack, Steffen
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 3-57
Persistent link: https://www.econbiz.de/10011673434
Saved in:
6
SAA method based on modified Newton method for stochastic variational inequality with second-oder cone constraints and application in portfolio optimization
Chen, Shuang
;
Pang, Li-Ping
;
Ma, Xue-Fei
;
Li, Dan
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011673458
Saved in:
7
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
8
Robust canonical duality
theory
for solving nonconvex programming problems under data uncertainty
Shen, Linsong
;
Wang, Yanjun
;
Zhang, Xiaomei
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 183-204
Persistent link: https://www.econbiz.de/10011673505
Saved in:
9
Utility maximization in an illiquid market in continuous time
Soner, Halil Mete
;
Vukelja, Mirjana
- In:
Mathematical methods of operations research
84
(
2016
)
2
,
pp. 285-321
Persistent link: https://www.econbiz.de/10011673528
Saved in:
10
Long run risk sensitive portfolio with general factors
Pitera, Marcin
;
Stettner, Łukasz
- In:
Mathematical methods of operations research
83
(
2016
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10011673660
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->