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~isPartOf:"Mathematical methods of operations research"
~subject:"Nichtlineare Optimierung"
~subject:"Portfolio-Management"
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Nichtlineare Optimierung
Portfolio-Management
Theorie
540
Theory
540
Mathematical programming
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Mathematische Optimierung
194
Portfolio selection
68
Markov chain
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Mathematical methods of operations research
European journal of operational research : EJOR
336
Insurance / Mathematics & economics
278
NBER working paper series
240
Journal of banking & finance
239
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
189
Finance research letters
185
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
154
International journal of theoretical and applied finance
146
Quantitative finance
129
Research paper series / Swiss Finance Institute
120
Journal of financial economics
105
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Risks : open access journal
104
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
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Journal of empirical finance
96
The journal of finance : the journal of the American Finance Association
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Economics letters
86
Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Swiss Finance Institute Research Paper
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The European journal of finance
79
Mathematics and financial economics
75
Computational economics
74
International review of economics & finance : IREF
71
Discussion paper / Tinbergen Institute
69
SpringerLink / Bücher
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The journal of asset management
68
International review of financial analysis
67
Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
63
Journal of economic theory
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Annals of finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Applied economics
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ECONIS (ZBW)
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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
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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
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5
A general approach for studying duality in multiobjective optimization
Boţ, Radu Ioan
;
Grad, Sorin-Mihai
;
Wanka, Gert
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 417-444
Persistent link: https://www.econbiz.de/10003489785
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6
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
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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
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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
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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
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10
A sequential method for a class of box constrained quadratic programming problems
Cambini, Riccardo
;
Sodini, Claudio
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 223-243
Persistent link: https://www.econbiz.de/10003681297
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