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"
~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
Empirische Wirtschaftsforschun...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
4,990
Theory
4,990
Mathematical programming
1,832
Mathematische Optimierung
1,831
Scheduling problem
908
Scheduling-Verfahren
908
Heuristics
607
Heuristik
604
Tourenplanung
477
Vehicle routing problem
477
Stochastic process
463
Stochastischer Prozess
463
Algorithm
425
Algorithmus
424
Integer programming
387
Inventory model
384
Lagerhaltungsmodell
384
Ganzzahlige Optimierung
364
USA
341
United States
341
Lagermanagement
306
Multi-criteria analysis
306
Multikriterielle Entscheidungsanalyse
306
Warehouse management
306
Data envelopment analysis
302
Data-Envelopment-Analyse
296
Portfolio-Management
281
Lieferkette
276
Supply chain
276
Scheduling
246
Risiko
243
Risk
243
Technical efficiency
226
Technische Effizienz
226
Combinatorial optimization
219
Dynamic programming
216
Robust statistics
192
Robustes Verfahren
192
Dynamische Optimierung
189
more ...
less ...
Online availability
All
Undetermined
158
Free
11
Type of publication
All
Article
280
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
281
Aufsatz in Zeitschrift
281
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
281
Author
All
Liesiö, Juuso
11
Salo, Ahti A.
8
Li, Duan
6
Steuer, Ralph E.
5
Grechuk, Bogdan
4
Lioui, Abraham
4
Utz, Sebastian
4
Zopounidis, Constantin
4
Gao, Jianjun
3
Kerstens, Kristiaan
3
Mavrotas, George
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
Wong, Wing Keung
3
Yang, Hailiang
3
Zabarankin, Michael
3
Zhang, Wei-guo
3
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
Date, P.
2
Fabozzi, Frank J.
2
Fliege, Jörg
2
Forsyth, Peter A.
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of banking & finance
286
Insurance / Mathematics & economics
284
NBER working paper series
260
Finance research letters
215
Working paper / National Bureau of Economic Research, Inc.
212
NBER Working Paper
201
Journal of economic dynamics & control
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
International journal of theoretical and applied finance
147
Quantitative finance
137
Journal of financial economics
135
Research paper series / Swiss Finance Institute
135
Journal of empirical finance
117
Risks : open access journal
111
The review of financial studies
109
The journal of finance : the journal of the American Finance Association
108
Management science : journal of the Institute for Operations Research and the Management Sciences
107
The journal of portfolio management : a publication of Institutional Investor
103
International review of financial analysis
102
Discussion paper / Centre for Economic Policy Research
100
The European journal of finance
95
Economic modelling
94
Swiss Finance Institute Research Paper
94
International review of economics & finance : IREF
93
Applied economics
90
Economics letters
88
The North American journal of economics and finance : a journal of financial economics studies
87
The journal of asset management
87
SpringerLink / Bücher
82
Computational economics
76
Journal of risk and financial management : JRFM
76
Mathematics and financial economics
75
Discussion paper / Tinbergen Institute
70
Mathematical methods of operations research
69
Working paper
68
Journal of financial and quantitative analysis : JFQA
66
The journal of portfolio management : JPM
66
Annals of finance
61
more ...
less ...
Source
All
ECONIS (ZBW)
281
Showing
1
-
10
of
281
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
Saved in:
3
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
4
Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
Saved in:
5
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
6
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:
7
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
8
Orthant-based variance decomposition in investment portfolios
Giner, Javier
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 497-511
Persistent link: https://www.econbiz.de/10012495336
Saved in:
9
The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.
;
McGroarty, Frank
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
Saved in:
10
Modeling project preferences in multiattribute portfolio decision analysis
Tervonen, Tommi
;
Liesiö, Juuso
;
Salo, Ahti A.
- In:
European journal of operational research : EJOR
263
(
2017
)
1
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011793810
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
