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~subject:"Portfolio-Management"
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Portfolio-Management
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551
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95
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95
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79
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Ceffer, Attila
2
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2
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Computational economics
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
246
NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
200
Finance research letters
192
NBER Working Paper
192
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
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
102
Journal of financial economics
100
Discussion paper / Centre for Economic Policy Research
99
The journal of portfolio management : a publication of Institutional Investor
99
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
96
Economic modelling
87
Swiss Finance Institute Research Paper
84
The European journal of finance
84
Economics letters
79
International review of economics & finance : IREF
76
The journal of asset management
76
Mathematics and financial economics
74
International review of financial analysis
73
SpringerLink / Bücher
69
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
The North American journal of economics and finance : a journal of financial economics studies
64
Working paper
64
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
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Journal of economic theory
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ECONIS (ZBW)
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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
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