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~isPartOf:"Mathematical methods of operations research"
~subject:"Allocative efficiency"
~subject:"Portfolio selection"
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Allocative efficiency
Portfolio selection
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194
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68
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Korn, Ralf
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Mathematical methods of operations research
European journal of operational research : EJOR
301
NBER working paper series
280
Insurance / Mathematics & economics
278
Journal of banking & finance
246
Working paper / National Bureau of Economic Research, Inc.
236
NBER Working Paper
219
Finance research letters
188
Journal of economic dynamics & control
170
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
153
International journal of theoretical and applied finance
145
Quantitative finance
130
Journal of economic theory
125
Research paper series / Swiss Finance Institute
122
Journal of financial economics
116
Discussion paper / Centre for Economic Policy Research
114
The review of financial studies
110
Management science : journal of the Institute for Operations Research and the Management Sciences
108
Economics letters
106
Risks : open access journal
104
The journal of finance : the journal of the American Finance Association
104
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
96
Economic modelling
87
Swiss Finance Institute Research Paper
86
The European journal of finance
79
Mathematics and financial economics
77
Computational economics
73
International review of economics & finance : IREF
73
Discussion paper / Tinbergen Institute
70
SpringerLink / Bücher
70
International review of financial analysis
69
The journal of asset management
68
Working paper
67
CESifo working papers
66
The North American journal of economics and finance : a journal of financial economics studies
65
Applied economics
63
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
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ECONIS (ZBW)
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1
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
2
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
3
A general approach to Bayesian portfolio optimization
Bade, Alexander
;
Frahm, Gabriel
;
Jaekel, Uwe
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
Saved in:
4
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
Saved in:
5
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
6
Optimal investment for a pension fund under inflation risk
Zhang, Aihua
;
Ewald, Christian-Oliver
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10003958364
Saved in:
7
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
8
Optimal investment strategies with a reallocation constraint
Egriboyun, Feyzullah
;
Soner, Halil Mete
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 551-585
Persistent link: https://www.econbiz.de/10003990396
Saved in:
9
Optimal portfolio strategies benchmarking the stock market
Gabih, Abdelali
;
Grecksch, Wilfried
;
Richter, Matthias
; …
- In:
Mathematical methods of operations research
64
(
2006
)
2
,
pp. 211-225
Persistent link: https://www.econbiz.de/10003380210
Saved in:
10
Asymptotic pricing in large financial markets
Baran, Michał
- In:
Mathematical methods of operations research
66
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003526203
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