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~isPartOf:"Mathematical methods of operations research"
~subject:"Entscheidung"
~subject:"Portfolio-Management"
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Entscheidung
Portfolio-Management
Theorie
540
Theory
540
Mathematical programming
194
Mathematische Optimierung
194
Portfolio selection
68
Markov chain
61
Markov-Kette
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Mathematical methods of operations research
European journal of operational research : EJOR
443
Insurance / Mathematics & economics
280
NBER working paper series
257
Journal of banking & finance
241
Working paper / National Bureau of Economic Research, Inc.
208
Management science : journal of the Institute for Operations Research and the Management Sciences
207
NBER Working Paper
203
Finance research letters
187
Journal of economic dynamics & control
183
Finance and stochastics
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
International journal of theoretical and applied finance
145
Economics letters
133
Journal of economic theory
131
Quantitative finance
129
Theory and decision : an international journal for multidisciplinary advances in decision science
123
Research paper series / Swiss Finance Institute
121
Europäische Hochschulschriften / 5
118
Journal of economic behavior & organization : JEBO
117
Journal of risk and uncertainty : JRU
113
Journal of financial economics
106
Risks : open access journal
106
The review of financial studies
104
Discussion paper / Centre for Economic Policy Research
100
The journal of finance : the journal of the American Finance Association
99
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
96
Discussion paper / Tinbergen Institute
94
SpringerLink / Bücher
94
Economic modelling
88
Swiss Finance Institute Research Paper
84
The European journal of finance
80
Computational economics
79
CESifo working papers
78
Mathematics and financial economics
75
International review of economics & finance : IREF
73
Operations research
72
International review of financial analysis
70
The journal of asset management
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
Saved in:
7
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:
8
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:
9
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:
10
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
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