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:"European journal of operational research : EJOR"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Gao, Jianjun"
~person:"Kraft, Holger"
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
Homogeneous Commercial Propert...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Theorie
6
Theory
6
Mathematical programming
3
Mathematische Optimierung
3
Dynamic programming
2
Dynamische Optimierung
2
Risikomaß
2
Risk measure
2
Stochastic process
2
Stochastischer Prozess
2
Conditional Value-at-Risk
1
Conditional value at risk
1
Dynamic mean-risk portfolio selection
1
Erwartungsnutzen
1
Existence and uniqueness
1
Expected utility
1
Expected utility maximization
1
Experiment
1
Investment analysis
1
Martingal
1
Martingale
1
Martingale approach
1
Multi-period mean-CVaR portfolio selection
1
Multi-period mean-variance formulation
1
Multi-period portfolio selection
1
No-shorting
1
Portfolio theory
1
Recursive utility
1
Risiko
1
Risk
1
Safety-first principle
1
Self-coordination strategy
1
Stochastic optimization
1
Time consistency
1
Time-consistent strategy
1
Verification theorem
1
Zeitkonsistenz
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Gao, Jianjun
Kraft, Holger
Liesiö, Juuso
13
Li, Duan
11
Salo, Ahti A.
10
Kort, Peter M.
7
Steuer, Ralph E.
7
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Jin, Hanqing
5
Muhle-Karbe, Johannes
5
Shibata, Takashi
5
Utz, Sebastian
5
Wong, Wing Keung
5
Zhang, Wei-guo
5
Zopounidis, Constantin
5
Bodnar, Taras
4
Cui, Xiangyu
4
Fabozzi, Frank J.
4
Forsyth, Peter A.
4
Grechuk, Bogdan
4
Kerstens, Kristiaan
4
Korn, Ralf
4
Levy, Moshe
4
Lioui, Abraham
4
Mulvey, John M.
4
Palczewski, Jan
4
Puerto, Justo
4
Schmid, Wolfgang
4
Balter, Anne G.
3
Benati, Stefano
3
Bielecki, Tomasz R.
3
Carassus, Laurence
3
Glasserman, Paul
3
Guo, Sini
3
Jarrow, Robert A.
3
Josa-Fombellida, Ricardo
3
Kardaras, Constantinos
3
Kyriakou, Ioannis
3
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Mathematical finance : an international journal of mathematics, statistics and financial theory
SAFE working paper
10
Journal of economic dynamics & control
7
Journal of banking & finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
SAFE Working Paper
3
Essays on empirical asset pricing and consumption-portfolio choice
2
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
2
CESifo Working Paper
1
CESifo working papers
1
CFS working paper series
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / CEPR
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International economic review
1
Journal of mathematical economics
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Lecture notes in economics and mathematical systems : operations research, computer science, social science
1
NBER Working Paper
1
NBER working paper series
1
Netspar Discussion Paper
1
Omega : the international journal of management science
1
Operational research : an international journal
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
Saved in:
2
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
3
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
4
On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
Saved in:
5
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 781-789
Persistent link: https://www.econbiz.de/10012003667
Saved in:
6
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
