//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical methods of operations research"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Double diversification with an...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Portfolio selection
80
Portfolio-Management
80
Theory
65
Stochastic process
23
Stochastischer Prozess
23
Risiko
11
Risk
11
Mathematical programming
10
Mathematische Optimierung
10
Dynamic programming
9
Dynamische Optimierung
9
Hedging
9
Martingal
7
Martingale
7
Option pricing theory
7
Optionspreistheorie
7
Risikomaß
7
Risk measure
7
Control theory
6
Kontrolltheorie
6
Risikoaversion
6
Risk aversion
6
Erwartungsnutzen
5
Expected utility
5
Markov chain
5
Markov-Kette
5
Transaction costs
5
Transaktionskosten
5
Anlageverhalten
4
Behavioural finance
4
Consumption theory
4
Hamilton-Jacobi-Bellman equation
4
Incomplete information
4
Konsumtheorie
4
Unvollkommene Information
4
Volatility
4
Volatilität
4
Efficient frontier
3
Institutional investor
3
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
65
Language
All
English
65
Author
All
Korn, Ralf
5
Hernández-Hernández, Daniel
2
Kallsen, Jan
2
Koo, Hyeng-keun
2
Kraft, Holger
2
Schwartz, Eduardo S.
2
Schäl, Manfred
2
Soner, Halil Mete
2
Albeverio, Sergio
1
Alvarez, Luis H. R.
1
Aoki, Yoshimitsu
1
Azcue, Pablo
1
Bade, Alexander
1
Bai, Lihua
1
Baran, Michał
1
Barz, C.
1
Baumann, Philipp
1
Bayraktar, Erhan
1
Bi, Junna
1
Bielecki, Thomas
1
Björk, Tomas
1
Blanchard, Romain
1
Bäuerle, Nicole
1
Carassus, Laurence
1
Chen, An
1
Chen, Lihua
1
Chen, Shuang
1
Choi, Kyung-Jin
1
Cui, Xiangyu
1
Davis, Mark H. A.
1
Delong, Łukasz
1
Dupačová, Jitka
1
Egriboyun, Feyzullah
1
Ewald, Christian-Oliver
1
Favero, Gino
1
Fernández, Begoña
1
Fortin, Ines
1
Frahm, Gabriel
1
Frey, Rüdiger
1
Gabih, Abdelali
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Insurance / Mathematics & economics
279
European journal of operational research : EJOR
272
Journal of banking & finance
243
Finance research letters
167
Journal of economic dynamics & control
165
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
123
Management science : journal of the Institute for Operations Research and the Management Sciences
104
The review of financial studies
104
Journal of financial economics
100
The journal of portfolio management : a publication of Institutional Investor
99
Risks : open access journal
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Economic modelling
87
Economics letters
84
The European journal of finance
79
Computational economics
71
International review of economics & finance : IREF
71
Mathematics and financial economics
71
International review of financial analysis
70
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of economic theory
64
Journal of risk and financial management : JRFM
64
The journal of portfolio management : JPM
63
Annals of finance
60
Journal of mathematical finance
57
Applied economics
56
Applied mathematical finance
49
Journal of financial and quantitative analysis : JFQA
48
Journal of investment management : JOIM
48
The journal of investing : JOI
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Operations research letters
44
Applied economics letters
42
Financial markets and portfolio management
42
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
Saved in:
2
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
3
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
4
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
5
Downside loss aversion : winner or loser?
Fortin, Ines
;
Hlouskova, Jaroslava
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 181-233
Persistent link: https://www.econbiz.de/10010526379
Saved in:
6
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
7
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
8
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
9
Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz
;
Przyłuski, Michał
; …
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
Saved in:
10
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->