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"
~person:"Date, P."
~person:"Mavrotas, George"
~person:"Zabarankin, Michael"
~subject:"Estimation"
~subject:"Portfolio selection"
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
Labor economics: modern views
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Portfolio selection
Theorie
11
Theory
11
Portfolio-Management
8
Mathematical programming
7
Mathematische Optimierung
7
Multi-criteria analysis
4
Multikriterielle Entscheidungsanalyse
4
Portfolio optimization
3
Decision
2
Decision under uncertainty
2
Entscheidung
2
Entscheidung unter Unsicherheit
2
Experiment
2
Finance
2
Ganzzahlige Optimierung
2
Integer programming
2
Risiko
2
Risk
2
Scenario analysis
2
Scenarios
2
Szenariotechnik
2
Algorithm
1
Algorithmus
1
Asset beta
1
Beta risk
1
Betafaktor
1
CAPM
1
Capital asset pricing model (CAPM)
1
Catastrophic risk
1
Coherent risk measure
1
Conditional drawdown-at-risk (CDaR)
1
Debt management
1
Decision making
1
Decision making under risk
1
Decision making under uncertainty
1
Decision under risk
1
Disaster
1
Drawdown
1
Entscheidung unter Risiko
1
more ...
less ...
Online availability
All
Undetermined
5
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
Date, P.
Mavrotas, George
Zabarankin, Michael
Liesiö, Juuso
10
Salo, Ahti A.
7
Li, Duan
6
Steuer, Ralph E.
5
Grechuk, Bogdan
4
Kumbhakar, Subal
4
Lioui, Abraham
4
Utz, Sebastian
4
Zopounidis, Constantin
4
Gao, Jianjun
3
Kerstens, Kristiaan
3
Mulvey, John M.
3
Palczewski, Jan
3
Poncet, Patrice
3
Prigent, Jean-Luc
3
Rustem, Berç
3
Schmid, Wolfgang
3
Speranza, Maria Grazia
3
Van de Woestyne, Ignace
3
Wimmer, Maximilian
3
Yang, Hailiang
3
Zhang, Wei-guo
3
Alexander, Carol
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Balbás, Raquel
2
Balter, Anne G.
2
Bodnar, Taras
2
Boonen, Tim J.
2
Brandtner, Mario
2
Chen, Jingnan
2
Ching, Wai Ki
2
Conlon, Thomas
2
Cotter, John
2
Cui, Xiangyu
2
De Witte, Kristof
2
Fabozzi, Frank J.
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
American journal of finance and accounting
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Finance and stochastics
1
IMA journal of management mathematics
1
Managerial multiple objective optimization
1
Operational research : an international journal
1
Springer optimization and its applications : SOIA
1
The European journal 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
IPSSIS : an integrated multicriteria decision support system for equity portfolio construction and selection
Xidonas, Panagiotis
;
Mavrotas, George
;
Zopounidis, …
- In:
European journal of operational research : EJOR
210
(
2011
)
2
,
pp. 398-409
Persistent link: https://www.econbiz.de/10008841181
Saved in:
2
Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
Saved in:
3
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
4
An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
Ponomareva, K.
;
Roman, D.
;
Date, P.
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 678-687
Persistent link: https://www.econbiz.de/10010486971
Saved in:
5
Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection : a case stu...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 794-806
Persistent link: https://www.econbiz.de/10012495366
Saved in:
6
Direct data-based decision making under uncertainty
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
Saved in:
7
Comment on "an algorithm for moment-matching scenario generation with application to financial portfolio optimization"
Contreras, Juan Pablo
;
Bosch, Paul
;
Herrera, Mauricio
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1180-1184
Persistent link: https://www.econbiz.de/10011866903
Saved in:
8
Robust multiobjective portfolio optimization : a minimax regret approach
Xidonas, Panos
;
Mavrotas, George
;
Hassapis, Christis
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 299-305
Persistent link: https://www.econbiz.de/10011785767
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
