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~isPartOf:"Mathematical methods of operations research"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
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Portfolio-Management
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Mathematical methods of operations research
European journal of operational research : EJOR
706
Insurance / Mathematics & economics
379
NBER working paper series
271
Finance and stochastics
255
Journal of banking & finance
255
International journal of theoretical and applied finance
232
Journal of economic dynamics & control
227
Working paper / National Bureau of Economic Research, Inc.
226
NBER Working Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
215
Finance research letters
205
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Quantitative finance
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Operations research
158
Risks : open access journal
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Operations research letters
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Research paper series / Swiss Finance Institute
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Journal of econometrics
137
Management science : journal of the Institute for Operations Research and the Management Sciences
137
Economics letters
136
International journal of production research
133
Discussion paper / Tinbergen Institute
128
The review of financial studies
120
Economic modelling
118
Journal of economic theory
117
Journal of financial economics
116
Journal of empirical finance
114
Discussion paper / Centre for Economic Policy Research
108
The journal of finance : the journal of the American Finance Association
108
Computational economics
105
Mathematics of operations research
105
The journal of portfolio management : a publication of Institutional Investor
99
SpringerLink / Bücher
98
Swiss Finance Institute Research Paper
96
The European journal of finance
94
International journal of production economics
88
Mathematics and financial economics
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Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
Scheduling at coal handling facilities using Simulated Annealing
Conradie, David G.
;
Morison, Leilani E.
;
Joubert, Johan W.
- In:
Mathematical methods of operations research
68
(
2008
)
2
,
pp. 277-293
Persistent link: https://www.econbiz.de/10003763855
Saved in:
3
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:
4
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:
5
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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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
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
Kunnumkal, Sumit
;
Topaloğlu, Hüseyin
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 477-504
Persistent link: https://www.econbiz.de/10003909278
Saved in:
8
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:
9
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:
10
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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