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~isPartOf:"Operations research"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Portfolio Optimization in Corp...
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Mathematische Optimierung
Portfolio selection
57
Portfolio-Management
57
Theorie
40
Theory
40
Risiko
18
Risk
18
Financial Engineering
16
Risikomaß
16
Risk measure
16
Mathematical programming
15
Risikomanagement
10
Risk management
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Robust statistics
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Robustes Verfahren
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Measurement
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Messung
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portfolio optimization
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Estimation theory
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Anlageverhalten
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Behavioural finance
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Financial engineering
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portfolio selection
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Diversification
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Dynamic programming
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Dynamische Optimierung
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Estimation
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Adelmann, Maximilian
1
Atamtürk, Alper
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Chen, Jingnan
1
Chen, Xin
1
Delage, Erick
1
Doan, Xuan Vinh
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Feng, Liming
1
Fernandez-Arjona, Lucio
1
Giesecke, Kay
1
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1
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1
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1
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1
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Li, Menglong
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Mayer, János
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Natarajan, Karthik
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Noyan, Nilay
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Operations research
European journal of operational research : EJOR
120
Finance and stochastics
29
International journal of theoretical and applied finance
27
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Quantitative finance
25
Journal of the Operational Research Society
20
Mathematics and financial economics
20
Finance research letters
19
Insurance / Mathematics & economics
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Journal of banking & finance
16
OR spectrum : quantitative approaches in management
16
Journal of mathematical finance
15
Operations research letters
15
Journal of economic dynamics & control
14
Operational research : an international journal
14
The journal of asset management
14
Computational Management Science : CMS
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Omega : the international journal of management science
12
Mathematics of operations research
11
Applied mathematical finance
10
Economic modelling
10
Mathematical methods of operations research
10
Risks : open access journal
10
Annals of finance
9
International journal of financial engineering
9
International transactions in operational research : a journal of the International Federation of Operational Research Societies
9
Journal of the Operational Research Society : OR
9
Operations research perspectives
9
Journal of risk and financial management : JRFM
8
The engineering economist : a journal devoted to the problems of capital investment
8
Computational management science
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
INFOR : information systems and operational research
7
INFORMS journal on computing : JOC
7
RAIRO / Operations research
7
The European journal of finance
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ECONIS (ZBW)
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1
Directed principal component analysis
Kao, Yi-hao
;
Van Roy, Benjamin
- In:
Operations research
62
(
2014
)
4
,
pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
Saved in:
2
Large-scale loan portfolio selection
Sirignano, Justin A.
;
Tsoukalas, Gerry
;
Giesecke, Kay
- In:
Operations research
64
(
2016
)
6
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10011620636
Saved in:
3
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper
;
Gómez, Andrés
- In:
Operations research
68
(
2020
)
2
,
pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Saved in:
4
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
5
Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Ye, Yinyu
- In:
Operations research
62
(
2014
)
1
,
pp. 195-206
Persistent link: https://www.econbiz.de/10010338535
Saved in:
6
Robustifying convex risk measures for linear portfolios : a nonparametric approach
Wozabal, David
- In:
Operations research
62
(
2014
)
6
,
pp. 1302-1315
Persistent link: https://www.econbiz.de/10010471862
Saved in:
7
Fairness and efficiency in multiportfolio optimization
Iancu, Dan A.
;
Trichakis, Nikolaos
- In:
Operations research
62
(
2014
)
6
,
pp. 1283-1301
Persistent link: https://www.econbiz.de/10010471863
Saved in:
8
Design of risk weights
Glasserman, Paul
;
Kang, Wanmo
- In:
Operations research
62
(
2014
)
6
,
pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
Saved in:
9
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
10
M♮-convexity and its applications in operations
Chen, Xin
;
Li, Menglong
- In:
Operations research
69
(
2021
)
5
,
pp. 1396-1408
Persistent link: https://www.econbiz.de/10012660187
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