//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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
Mean and covariance matrix ada...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
199
Portfolio-Management
199
Theorie
104
Theory
104
Capital income
42
Kapitaleinkommen
42
Anlageverhalten
41
Behavioural finance
41
CAPM
35
Investment Fund
31
Investmentfonds
31
Risiko
29
Risk
29
Risikomaß
28
Risk measure
28
Risikoaversion
21
Risk aversion
21
Börsenkurs
20
Share price
20
portfolio choice
19
Decision under uncertainty
18
Entscheidung unter Unsicherheit
18
Stochastic process
18
Stochastischer Prozess
18
Mathematical programming
17
Mathematische Optimierung
17
Estimation
15
Schätzung
15
Hedging
13
Risikomanagement
13
Risk management
13
Robust statistics
13
Robustes Verfahren
13
Forecasting model
12
Performance measurement
12
Performance-Messung
12
Prognoseverfahren
12
Credit risk
11
Hedge fund
11
Hedgefonds
11
more ...
less ...
Online availability
All
Undetermined
142
Free
1
Type of publication
All
Article
219
Type of publication (narrower categories)
All
Article in journal
219
Aufsatz in Zeitschrift
219
Language
All
English
219
Author
All
Dai, Min
5
Brown, David B.
4
Levy, Haim
4
Post, Thierry
4
Giesecke, Kay
3
Kuhn, Daniel
3
Aiken, Adam L.
2
Capponi, Agostino
2
Chen, Chen
2
Clifford, Christopher P.
2
Cvitanić, Jakša
2
Delage, Erick
2
Dimmock, Stephen G.
2
Eeckhoudt, Louis R.
2
Garcia, René
2
Garlappi, Lorenzo
2
Grauer, Robert R.
2
Grinblatt, Mark
2
Huang, Rachel J.
2
Kallus, Nathan
2
Kan, Raymond
2
Karehnke, Paul
2
Kopa, Miloš
2
Kou, Steven
2
Kumar, Alok
2
Levy, Moshe
2
Lim, Andrew E. B.
2
Liu, Hong
2
Lo, Andrew W.
2
Roon, Frans de
2
Sim, Melvyn
2
Tang, Yuehua
2
Tiwari, Ashish
2
Tompaidis, Stathis
2
Tsoukalas, Gerry
2
Tu, Jun
2
Tzeng, Larry Y.
2
Uppal, Raman
2
Verbeek, Marno
2
Wang, Jr-Yan
2
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
674
NBER working paper series
543
Insurance / Mathematics & economics
497
Finance research letters
480
European journal of operational research : EJOR
471
Working paper / National Bureau of Economic Research, Inc.
469
NBER Working Paper
387
International review of financial analysis
331
Journal of financial economics
269
Journal of economic dynamics & control
266
The journal of asset management
259
The journal of portfolio management : a publication of Institutional Investor
258
International journal of theoretical and applied finance
244
Research paper series / Swiss Finance Institute
238
Applied economics
237
Journal of empirical finance
236
The journal of finance : the journal of the American Finance Association
232
Risks : open access journal
230
Discussion paper / Centre for Economic Policy Research
214
Economic modelling
214
Quantitative finance
212
Finance and stochastics
209
International review of economics & finance : IREF
202
The North American journal of economics and finance : a journal of financial economics studies
200
The review of financial studies
198
SpringerLink / Bücher
196
Mathematical finance : an international journal of mathematics, statistics and financial theory
191
The European journal of finance
189
Journal of financial and quantitative analysis : JFQA
187
Journal of risk and financial management : JRFM
184
Journal of risk
176
Energy economics
168
Swiss Finance Institute Research Paper
163
Pacific-Basin finance journal
154
Applied economics letters
153
Discussion paper / Tinbergen Institute
148
Economics letters
148
Working paper
148
Journal of investment management : JOIM
147
more ...
less ...
Source
All
ECONIS (ZBW)
219
Showing
1
-
10
of
219
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
2
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
3
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
4
Asset pricing with downside liquidity risks
Anthonisz, Sean A.
;
Putniņš, Tālis J.
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
Saved in:
5
Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
6
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
7
Worst-case value at risk on nonlinear portfolios
Zymler, Steve
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
Saved in:
8
Satisficing measures for analysis of risky positions
Brown, David B.
;
Sim, Melvyn
- In:
Management science : journal of the Institute for …
55
(
2009
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10003873683
Saved in:
9
Efficient risk estimation via nested sequential simulation
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac Cyrus
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1172-1194
Persistent link: https://www.econbiz.de/10009238212
Saved in:
10
Nested simulation in portfolio risk measurement
Gordy, Michael B.
;
Juneja, Sandeep
- In:
Management science : journal of the Institute for …
56
(
2010
)
10
,
pp. 1833-1848
Persistent link: https://www.econbiz.de/10008701411
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...
//-->