//--> //--> //--> //-->
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
~isPartOf:"Computational economics"
~language:"eng"
~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
Faulty nash implementation in...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
551
Theory
551
Forecasting model
91
Prognoseverfahren
91
Time series analysis
76
Zeitreihenanalyse
76
Portfolio selection
72
Mathematical programming
69
Mathematische Optimierung
69
Agent-based modeling
68
Agentenbasierte Modellierung
68
Volatility
46
Volatilität
46
Stochastic process
43
Stochastischer Prozess
43
Simulation
41
Börsenkurs
38
Share price
38
Estimation
35
Neural networks
34
Neuronale Netze
34
Schätzung
34
Learning process
31
Lernprozess
31
State space model
29
Stock market
29
Zustandsraummodell
29
Aktienmarkt
28
Financial market
25
Finanzmarkt
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Algorithm
23
Algorithmus
22
Evolutionary algorithm
22
Evolutionärer Algorithmus
22
Allgemeines Gleichgewicht
21
General equilibrium
21
Markov chain
21
more ...
less ...
Online availability
All
Undetermined
55
Free
8
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Language
All
English
Author
All
Ceffer, Attila
2
Han, Liyan
2
Li, Handong
2
Luo, Qixuan
2
Prigent, Jean-Luc
2
Yin, Libo
2
Abbes, Mouna Boujelbène
1
Abid, Ilyes
1
Aksoy, Ümit
1
Alfaro-Cid, Eva
1
Arratia, Argimiro
1
Avdoulas, Christos
1
Aydoğan, Burcu
1
Baixauli-Soler, J. Samuel
1
Bakota, Ivo
1
Bekiros, Stelios
1
Belkacem, Lotfi
1
Bellalah, Mondher
1
Ben Ameur, Hachmi
1
Berkhouch, Mohammed
1
Best, Michael J.
1
Borges, C. C. H.
1
Boubaker, Heni
1
Bouzianis, G.
1
Cai, Yongyang
1
Caldeira, João F.
1
Cao, Xinwei
1
Caporale, Guglielmo Maria
1
Cerda, José
1
Chen, Chien-Ming
1
Chen, Yi-Ting
1
Cheng, Hsiu-tzu
1
Cifuentes, Arturo
1
Cohen, Gil
1
Cong, Fei
1
Davison, Matt
1
Du, Junhong
1
Eleftheriadis, I.
1
Eleftheriadis, Iordanis
1
Escobar, Marcos
1
more ...
less ...
Published in...
All
Computational economics
European journal of operational research : EJOR
279
Insurance / Mathematics & economics
279
Journal of banking & finance
240
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
183
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
121
Risks : open access journal
104
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Swiss Finance Institute Research Paper
84
Economics letters
80
The European journal of finance
79
Mathematics and financial economics
76
International review of economics & finance : IREF
71
International review of financial analysis
68
Mathematical methods of operations research
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Annals of finance
61
Journal of economic theory
61
Journal of mathematical finance
57
Applied economics
56
Working paper
53
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-VaR portfolio selection under real constraints
Baixauli-Soler, J. Samuel
;
Alfaro-Cid, Eva
;
Fernández …
- In:
Computational economics
37
(
2011
)
2
,
pp. 113-131
Persistent link: https://www.econbiz.de/10008902939
Saved in:
2
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
Zhang, Xi-li
;
Zhang, Wei-guo
;
Xu, Wei-jun
;
Xiao, Wei-lin
- In:
Computational economics
36
(
2010
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10008903155
Saved in:
3
Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo
;
Han, Liyan
- In:
Computational economics
45
(
2015
)
1
,
pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
Saved in:
4
Solving dynamic programming problems on a computational grid
Cai, Yongyang
;
Judd, Kenneth L.
;
Thain, Greg
;
Wright, …
- In:
Computational economics
45
(
2015
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
Saved in:
5
The efficient frontier for weakly correlated assets
Best, Michael J.
;
Zhang, Xiliang
- In:
Computational economics
40
(
2012
)
4
,
pp. 355-375
Persistent link: https://www.econbiz.de/10009692020
Saved in:
6
Portfolio risk measures : the time's arrow matters
Ruttiens, Alain
- In:
Computational economics
41
(
2013
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10009711309
Saved in:
7
Bacterial foraging optimization approach to portfolio optimization
Kao, Yucheng
;
Cheng, Hsiu-tzu
- In:
Computational economics
42
(
2013
)
4
,
pp. 453-470
Persistent link: https://www.econbiz.de/10010249865
Saved in:
8
Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
9
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Computational economics
46
(
2015
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
Saved in:
10
Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi
;
Liu, Haiying
- In:
Computational economics
46
(
2015
)
1
,
pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->