//--> //--> //-->
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:"Kraft, Holger"
~person:"Schmid, Wolfgang"
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
7
Portfolio-Management
7
Theorie
6
Theory
6
Mathematical programming
3
Mathematische Optimierung
3
Dynamic programming
2
Dynamische Optimierung
2
Analysis of variance
1
Capital income
1
Covariance matrix estimation
1
Erwartungsnutzen
1
Estimation theory
1
Existence and uniqueness
1
Expected utility
1
Expected utility optimization
1
Exponential utility function
1
Finance
1
Forecasting model
1
Global minimum variance portfolio
1
Kapitaleinkommen
1
Large-dimensional asymptotics
1
Multi-period asset allocation
1
Nutzen
1
Nutzenfunktion
1
Portfolio theory
1
Prognoseverfahren
1
Random matrix theory
1
Recursive utility
1
Return predictability
1
Risikoaversion
1
Risk aversion
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Transaction costs
1
Transaktionskosten
1
Utility
1
Utility function
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Kraft, Holger
Schmid, Wolfgang
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
Korn, Ralf
4
Levy, Moshe
4
Lioui, Abraham
4
Mulvey, John M.
4
Palczewski, Jan
4
Puerto, Justo
4
Balter, Anne G.
3
Benati, Stefano
3
Bielecki, Tomasz R.
3
Carassus, Laurence
3
Gao, Jianjun
3
Glasserman, Paul
3
Guo, Sini
3
Jarrow, Robert A.
3
Josa-Fombellida, Ricardo
3
Kardaras, Constantinos
3
Kerstens, Kristiaan
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
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
SAFE working paper
10
Journal of economic dynamics & control
6
Journal of banking & finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
SAFE Working Paper
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
Essays on empirical asset pricing and consumption-portfolio choice
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
Annals of operations research ; 229
1
Applied quantitative finance
1
Asset allocation and international investments
1
CESifo Working Paper
1
CESifo working papers
1
CFS working paper series
1
Computational management science
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / CEPR
1
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät für Wirtschaftswissenschaften
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International economic review
1
Journal of econometrics
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
Mathematics and financial economics
1
NBER Working Paper
1
NBER working paper series
1
Netspar Discussion Paper
1
Quantitative finance
1
Statistical papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
Saved in:
2
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
3
On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
Saved in:
4
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:
5
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:
6
Estimation of the global minimum variance portfolio in high dimensions
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 371-390
Persistent link: https://www.econbiz.de/10011811777
Saved in:
7
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...
//-->