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~isPartOf:"Journal of banking & finance"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Handbook"
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Portfolio Optimization in Corp...
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Mathematische Optimierung
Portfolio selection
567
Portfolio-Management
567
Theorie
272
Theory
272
Capital income
132
Kapitaleinkommen
132
Asset-liability management
99
Bilanzstrukturmanagement
99
Anlageverhalten
80
Behavioural finance
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78
Risk measure
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Risiko
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Investment Fund
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Share price
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World
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Volatility
39
Volatilität
39
Bank
33
Bank risk
33
Bankrisiko
33
Forecasting model
32
Prognoseverfahren
32
Hedging
30
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28
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28
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Cui, Xueting
2
Zenios, Stauros Andrea
2
Zhu, Shushang
2
Ammann, Manuel
1
An, Yunbi
1
Angelelli, Enrico
1
Behr, Patrick
1
Coqueret, Guillaume
1
Corielli, Francesco
1
Das, Sanjiv R.
1
DeMiguel, Victor
1
Fang, Yi
1
Ferstl, Robert
1
Guettler, Andre
1
Gülpınar, Nalân
1
Iscoe, Ian
1
Jin, Zeyu
1
Jobst, Norbert J.
1
Kreinin, Alexander
1
Krokhmal, P.
1
Li, Duan
1
Mansini, Renata
1
Marcellino, Massimiliano
1
Mausser, Helmut
1
Mei, Xiaoling
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Mitra, Gautam
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Schade, Jan-Philip
1
Speranza, Maria Grazia
1
Srivastav, Deep
1
Sun, Xiaoling
1
Topaloglou, Nikolas
1
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Journal of banking & finance
European journal of operational research : EJOR
119
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
24
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Journal of the Operational Research Society
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
OR spectrum : quantitative approaches in management
16
Journal of mathematical finance
15
Operations research
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Omega : the international journal of management science
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics of operations research
11
Applied mathematical finance
10
Economic modelling
10
Mathematical methods of operations research
10
Risks : open access journal
10
Annals of finance
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
International journal of financial engineering
8
Journal of risk and financial management : JRFM
8
Computational management science
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
INFOR : information systems and operational research
7
INFORMS journal on computing : JOC
7
RAIRO / Operations research
7
The European journal of finance
7
The engineering economist : a journal devoted to the problems of capital investment
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ECONIS (ZBW)
16
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1
Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing
;
Jin, Zeyu
;
An, Yunbi
- In:
Journal of banking & finance
79
(
2017
),
pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
Saved in:
2
Nonlinear portfolio selection using approximate parametric Value-at-RiskOriginal
Cui, Xueting
;
Zhu, Shushang
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2124-2139
Persistent link: https://www.econbiz.de/10009742471
Saved in:
3
CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas
;
Vladimirou, Hercules
;
Zenios, …
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1535-1561
Persistent link: https://www.econbiz.de/10001688719
Saved in:
4
On portfolio optimization : imposing the right constraints
Behr, Patrick
;
Guettler, Andre
;
Miebs, Felix
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1232-1242
Persistent link: https://www.econbiz.de/10009719796
Saved in:
5
Integrating market and credit risk: A simulation and optimisation perspective
Jobst, Norbert J.
;
Mitra, Gautam
;
Zenios, Stauros Andrea
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 717-742
Persistent link: https://www.econbiz.de/10003291365
Saved in:
6
Special issue on risk management and optimization in finance
Krokhmal, P.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003291393
Saved in:
7
A comparison of MAD and CVaR models with real features
Angelelli, Enrico
;
Mansini, Renata
;
Speranza, Maria Grazia
- In:
Journal of banking & finance
32
(
2008
)
7
,
pp. 1188-1197
Persistent link: https://www.econbiz.de/10003749162
Saved in:
8
Factor based index tracking
Corielli, Francesco
;
Marcellino, Massimiliano
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2215-2233
Persistent link: https://www.econbiz.de/10003355749
Saved in:
9
Portfolio credit-risk optimization
Iscoe, Ian
;
Kreinin, Alexander
;
Mausser, Helmut
; …
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1604-1615
Persistent link: https://www.econbiz.de/10009616462
Saved in:
10
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
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