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:"Wong, Wing Keung"
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
8
Portfolio-Management
8
Theorie
6
Theory
6
Diversification
2
Diversifikation
2
Dynamic programming
2
Dynamische Optimierung
2
Mathematical programming
2
Mathematische Optimierung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Anlageverhalten
1
Behavioural finance
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
Estimation theory
1
Existence and uniqueness
1
Financial investment
1
Kapitalanlage
1
Measurement
1
Messung
1
Portfolio theory
1
Präferenztheorie
1
Recursive utility
1
Risiko
1
Risikoaversion
1
Risikomaß
1
Risk
1
Risk aversion
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Theory of preferences
1
VAR model
1
VAR-Modell
1
Verification theorem
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Kraft, Holger
Wong, Wing Keung
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
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
Gao, Jianjun
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
6
Annals of financial economics
4
Econometric Institute research papers
4
Journal of banking & finance
4
Journal of risk and financial management : JRFM
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
Risk and decision analysis
3
Risk management : a journal of risk, crisis and disaster
3
SAFE Working Paper
3
Discussion paper / Tinbergen Institute
2
Economies : open access journal
2
Essays on empirical asset pricing and consumption-portfolio choice
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of mathematical 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
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Advances in quantitative analysis of finance and accounting : a research annual
1
American journal of business : applying research to practice ; AJB
1
Applied economics
1
Applied financial economics
1
CESifo Working Paper
1
CESifo working papers
1
CFS working paper series
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / CEPR
1
ECG report
1
Economic modelling
1
Economies
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European financial management : the journal of the European Financial Management Association
1
Finance India : the quarterly journal of Indian Institute of Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
200
(
2009/10
)
3
,
pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
Saved in:
2
Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín
;
García, Luis Fuentes
;
Wong, Wing Keung
; …
- In:
European journal of operational research : EJOR
215
(
2011
)
1
,
pp. 188-193
Persistent link: https://www.econbiz.de/10009313984
Saved in:
3
Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Bai, Zhidong
;
Liu, Huixia
;
Wong, Wing Keung
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 639-667
Persistent link: https://www.econbiz.de/10003937548
Saved in:
4
Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
Saved in:
5
An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam
;
Ng, Hon-yip
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
Saved in:
6
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:
7
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:
8
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...
