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~isPartOf:"Economic modelling"
~subject:"Mathematische Optimierung"
~subject:"Portfolio Selection"
~type_genre:"Accompanied by computer file"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematische Optimierung
Portfolio Selection
Portfolio selection
174
Portfolio-Management
174
Theorie
83
Theory
83
Risikomaß
31
Risk measure
31
Risiko
28
Risk
28
Capital income
27
Kapitaleinkommen
27
CAPM
24
Hedging
24
Anlageverhalten
21
Behavioural finance
21
Estimation
19
Schätzung
19
Aktienmarkt
18
Risk management
18
Stock market
18
Risikomanagement
17
Volatility
16
Volatilität
16
Welt
14
World
14
Financial market
13
Finanzmarkt
13
ARCH model
12
ARCH-Modell
12
Portfolio optimization
11
Diversification
10
Mathematical programming
10
Statistical distribution
10
Statistische Verteilung
10
Börsenkurs
9
Diversifikation
9
Forecasting model
9
Multivariate Verteilung
9
Multivariate distribution
9
Prognoseverfahren
9
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10
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Accompanied by computer file
Aufsatz in Zeitschrift
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10
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English
10
Author
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Yao, Haixiang
2
Chang, Hao
1
Chen, Shumin
1
Ching, Wai Ki
1
Ghahtarani, Alireza
1
Hassapis, Christis
1
Huang, Xiaoxia
1
Li, Zhongfei
1
Liu, Yong-jun
1
Lu, Jiejun
1
Najafi, Amir Abbas
1
Samitas, Aristeidis
1
Siu, Tak Kuen
1
Soulis, John
1
Wu, Huiling
1
Xiao, Weilin
1
Xidonas, Panos
1
Ying, Haiyao
1
Yong, Luo
1
Yong, Tang
1
Zeng, Yan
1
Zhang, Pu
1
Zhang, Wei-guo
1
Zhang, Weiguo
1
Zhang, Xili
1
Zhu, Bo
1
Zhu, Dong-Mei
1
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Economic modelling
European journal of operational research : EJOR
120
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
25
Journal of the Operational Research Society
20
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Journal of mathematical finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Journal of banking & finance
16
OR spectrum : quantitative approaches in management
16
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Omega : the international journal of management science
12
Mathematics of operations research
11
Applied mathematical finance
10
Mathematical methods of operations research
10
Risks : open access journal
10
Annals of finance
9
International journal of financial engineering
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
Journal of risk and financial management : JRFM
8
The engineering economist : a journal devoted to the problems of capital investment
8
Computational management science
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
INFOR : information systems and operational research
7
INFORMS journal on computing : JOC
7
RAIRO / Operations research
7
The European journal of finance
7
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ECONIS (ZBW)
10
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1
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
Saved in:
2
Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos
;
Hassapis, Christis
;
Soulis, John
; …
- In:
Economic modelling
64
(
2017
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
Saved in:
3
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
4
Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations
Huang, Xiaoxia
;
Ying, Haiyao
- In:
Economic modelling
30
(
2013
),
pp. 61-66
Persistent link: https://www.econbiz.de/10009702264
Saved in:
5
Dynamic optimal capital growth with risk constraints
Yong, Luo
;
Zhu, Bo
;
Yong, Tang
- In:
Economic modelling
30
(
2013
),
pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
Saved in:
6
A multi-period portfolio selection optimization model by using interval analysis
Liu, Yong-jun
;
Zhang, Wei-guo
;
Zhang, Pu
- In:
Economic modelling
33
(
2013
),
pp. 113-119
Persistent link: https://www.econbiz.de/10010192031
Saved in:
7
Robust goal programming for multi-objective portfolio selection problem
Ghahtarani, Alireza
;
Najafi, Amir Abbas
- In:
Economic modelling
33
(
2013
),
pp. 588-592
Persistent link: https://www.econbiz.de/10010193313
Saved in:
8
Multi-period portfolio optimization under possibility measures
Zhang, Xili
;
Zhang, Weiguo
;
Xiao, Weilin
- In:
Economic modelling
35
(
2013
),
pp. 401-408
Persistent link: https://www.econbiz.de/10010259788
Saved in:
9
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
10
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
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