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"
~person:"Chen, An"
~person:"Kim, Jang Ho"
~subject:"Portfolio selection"
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
Using shares vs. Log of shares...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
25
Theory
25
Portfolio-Management
18
Altersvorsorge
6
Retirement provision
6
Altersgrenze
5
Mathematical programming
5
Mathematische Optimierung
5
Retirement
5
Risiko
5
Risikomanagement
5
Risk
5
Risk management
5
Mortality
4
Private Altersvorsorge
4
Private retirement provision
4
Sterblichkeit
4
Tontine
4
Annuity
3
Lebensversicherung
3
Life insurance
3
Risikomaß
3
Risikomodell
3
Risk measure
3
Risk model
3
Robust statistics
3
Robustes Verfahren
3
Gerechtigkeit
2
Justice
2
Longevity risk
2
Optimal portfolio
2
Optimal retirement products
2
Risk sharing
2
Solvency II regulation
2
Stochastic process
2
Stochastischer Prozess
2
Value at Risk
2
(Weighted) expected limited loss
1
Actuarial fairness
1
more ...
less ...
Online availability
All
Undetermined
Free
11
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
3
Book section
3
Language
All
English
18
Author
All
Chen, An
Kim, Jang Ho
Escobar, Marcos
22
Fabozzi, Frank J.
22
Wang, Ruodu
16
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
13
Uppal, Raman
13
Kwon, Roy H.
12
Vanduffel, Steven
12
Yao, Haixiang
12
Zagst, Rudi
12
Cui, Xiangyu
11
Ledoit, Olivier
11
Li, Duan
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
Auer, Benjamin R.
10
Bernard, Carole
10
Capponi, Agostino
10
Dai, Min
10
Kim, Woo Chang
10
Liang, Zongxia
10
Muhle-Karbe, Johannes
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
Chen, Zhiping
9
Dai, Zhifeng
9
Jang, Bong-Gyu
9
Li, Zhongfei
9
Platanakis, Emmanouil
9
De Nard, Gianluca
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
Paterlini, Sandra
8
Post, Thierry
8
Rösch, Daniel
8
more ...
less ...
Published in...
All
Quantitative finance
3
Insurance / Mathematics & economics
2
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Astin bulletin : the journal of the International Actuarial Association
1
Finance research letters
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of the Operational Research Society
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Operations research letters
1
Risk management decisions and value under uncertainty
1
The European journal of finance
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
Portfolio selection with conservative short-selling
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Finance research letters
18
(
2016
),
pp. 363-369
Persistent link: https://www.econbiz.de/10011657303
Saved in:
3
Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
- In:
Operations research letters
44
(
2016
)
4
,
pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
Saved in:
4
Sparse and robust portfolio selection via semi-definite relaxation
Lee, Yongjae
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Jang, Ju Ri
; …
- In:
Journal of the Operational Research Society
71
(
2020
)
5
,
pp. 687-699
Persistent link: https://www.econbiz.de/10012216744
Saved in:
5
Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An
;
Nguyen, Thai
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
Saved in:
6
Recent advancements in robust optimization for investment management
Kim, Jang Ho
;
Kim, Woo Chang
;
Fabozzi, Frank J.
- In:
Analytical models for financial modeling and risk management
,
(pp. 183-198)
.
2018
Persistent link: https://www.econbiz.de/10011897168
Saved in:
7
Risk management with multiple VaR constraints
Chen, An
;
Thai Huu Nguyen
;
Stadje, Mitja
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 297-337
Persistent link: https://www.econbiz.de/10011935692
Saved in:
8
Optimal investment under partial information and robust VAR-type constraint
Bäuerle, Nicole
;
Chen, An
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014497281
Saved in:
9
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
Saved in:
10
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
