//--> //--> //--> //-->
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:"Forsyth, Peter A."
~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
Portfolio-Management
23
Theorie
22
Theory
22
Mathematical programming
6
Mathematische Optimierung
6
Asset allocation
5
Altersvorsorge
4
Retirement provision
4
Benchmarking
3
Neural networks
3
Neuronale Netze
3
Optimal control
3
Pension fund
3
Pensionskasse
3
Private Altersvorsorge
3
Private retirement provision
3
Risikomanagement
3
Risk management
3
Robust statistics
3
Robustes Verfahren
3
asset allocation
3
Analysis of variance
2
CAPM
2
Finance
2
HJB equation
2
Investment analysis
2
Neural network
2
Pension finance
2
Portfolio optimization
2
Rentenfinanzierung
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Varianzanalyse
2
decumulation
2
dynamic asset allocation
2
resampled backtests
2
Ambition-CVAR
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
2
Book section
2
Language
All
English
23
Author
All
Forsyth, Peter A.
Kim, Jang Ho
Escobar, Marcos
22
Fabozzi, Frank J.
22
Wang, Ruodu
16
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Uppal, Raman
13
Kwon, Roy H.
12
Lee, Cheng F.
12
Liang, Zongxia
12
Vanduffel, Steven
12
Yao, Haixiang
12
Zagst, Rudi
12
Bernard, Carole
11
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Duan
11
Righi, Marcelo Brutti
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
Auer, Benjamin R.
10
Capponi, Agostino
10
Chen, An
10
Dai, Min
10
Muhle-Karbe, Johannes
10
Wong, Hoi Ying
10
Dai, Zhifeng
9
Guan, Guohui
9
Jang, Bong-Gyu
9
Li, Zhongfei
9
Platanakis, Emmanouil
9
Post, Thierry
9
De Nard, Gianluca
8
Li, Bin
8
Li, Danping
8
Li, Xun
8
more ...
less ...
Published in...
All
Quantitative finance
4
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied mathematical finance
2
Finance research letters
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Analytical models for financial modeling and risk management
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of the Operational Research Society
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Operations research letters
1
Risk management decisions and value under uncertainty
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
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
Better than pre-commitment mean-variance portfolio allocation strategies : a semi-self-financing Hamilton-Jacobi-Bellman equation approach
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 827-841
Persistent link: https://www.econbiz.de/10011445336
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
Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 905-938
Persistent link: https://www.econbiz.de/10012656736
Saved in:
5
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
6
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:
7
Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 419-447
Persistent link: https://www.econbiz.de/10012243346
Saved in:
8
Optimal dynamic asset allocation for DC plan accumulation/decumulation : Ambition-CVAR
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 230-245
Persistent link: https://www.econbiz.de/10012294127
Saved in:
9
Robust asset allocation for long-term target-based investing
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686943
Saved in:
10
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Li, Yuying
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 189-204
Persistent link: https://www.econbiz.de/10012058861
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->