//--> //--> //--> //-->
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"
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
A mean-variance derivation of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
390
Portfolio-Management
390
Theorie
270
Theory
270
Mathematical programming
120
Mathematische Optimierung
120
Risiko
77
Risk
77
Finance
65
Stochastic process
63
Stochastischer Prozess
63
Risikomaß
60
Risk measure
60
Risikomanagement
52
Risk management
52
Portfolio optimization
44
Decision under uncertainty
34
Entscheidung unter Unsicherheit
34
Multi-criteria analysis
34
Multikriterielle Entscheidungsanalyse
34
Investment analysis
33
Robust statistics
24
Robustes Verfahren
24
CAPM
22
Experiment
22
Risikoaversion
22
Risk aversion
22
Capital income
20
Dynamic programming
20
Kapitaleinkommen
20
Measurement
18
Messung
18
Stochastic programming
18
Decision analysis
17
Hedging
17
Simulation
17
Dynamische Optimierung
16
Estimation theory
16
Schätztheorie
16
Volatility
15
more ...
less ...
Online availability
All
Undetermined
226
Free
8
Type of publication
All
Article
389
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
390
Aufsatz in Zeitschrift
390
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
390
Author
All
Liesiö, Juuso
12
Salo, Ahti A.
9
Li, Duan
6
Steuer, Ralph E.
6
Zhang, Wei-guo
5
Bodnar, Taras
4
Fabozzi, Frank J.
4
Forsyth, Peter A.
4
Grechuk, Bogdan
4
Levy, Moshe
4
Lioui, Abraham
4
Mulvey, John M.
4
Palczewski, Jan
4
Schmid, Wolfgang
4
Utz, Sebastian
4
Wong, Wing Keung
4
Zopounidis, Constantin
4
Gao, Jianjun
3
Guo, Sini
3
Josa-Fombellida, Ricardo
3
Kerstens, Kristiaan
3
Li, Xiang
3
Mavrotas, George
3
Parolya, Nestor
3
Penev, Spiridon
3
Poncet, Patrice
3
Prigent, Jean-Luc
3
Qin, Zhongfeng
3
Rincón-Zapatero, Juan Pablo
3
Rustem, Berç
3
Speranza, Maria Grazia
3
Topaloglou, Nikolas
3
Van de Woestyne, Ignace
3
Vanduffel, Steven
3
Wimmer, Maximilian
3
Yang, Hailiang
3
Zabarankin, Michael
3
Östermark, Ralf
3
Adcock, C. J.
2
Andelmin, Juho
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of banking & finance
570
NBER working paper series
533
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
407
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
204
Journal of empirical finance
199
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
194
SpringerLink / Bücher
191
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
International review of economics & finance : IREF
174
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
The journal of wealth management
131
Applied economics letters
130
Working paper
130
Research in international business and finance
127
more ...
less ...
Source
All
ECONIS (ZBW)
390
Showing
1
-
10
of
390
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A super criterion for testing portfolio efficiency : empirical evidence on Finnish stock data
Östermark, Ralf
- In:
European journal of operational research : EJOR
46
(
1990
)
3
,
pp. 304-312
Persistent link: https://www.econbiz.de/10001090675
Saved in:
2
Portfolio analysis : an analytic derivation of the efficient portfolio frontier
Vörös, József
- In:
European journal of operational research : EJOR
23
(
1986
)
3
,
pp. 294-300
Persistent link: https://www.econbiz.de/10001010369
Saved in:
3
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
4
Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel
;
Leclère, Vincent
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
Saved in:
5
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
Saved in:
6
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.
;
Fiori, Anna Maria
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
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
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:
9
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:
10
Investment and financing for SMEs with a partial guarantee and jump risk
Luo, Pengfei
;
Wang, Huamao
;
Yang, Zhaojun
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1161-1168
Persistent link: https://www.econbiz.de/10011439328
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...
//-->