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~isPartOf:"Mathematical methods of operations research"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
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Portfolio selection
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Mathematical methods of operations research
European journal of operational research : EJOR
283
Insurance / Mathematics & economics
278
Journal of banking & finance
239
NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
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Finance research letters
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154
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145
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101
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Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Economic modelling
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Swiss Finance Institute Research Paper
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The European journal of finance
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Mathematics and financial economics
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Computational economics
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International review of economics & finance : IREF
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The journal of asset management
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International review of financial analysis
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SpringerLink / Bücher
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of portfolio management : JPM
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Discussion paper / Tinbergen Institute
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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
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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