//--> //--> //--> //-->
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
~person:"Cui, Xiangyu"
~person:"Kwon, Roy H."
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Recht"
~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
Ältere Mitarbeiter als betrieb...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
Recht
Theorie
31
Theory
31
Mathematical programming
13
Mathematische Optimierung
13
Time consistency
6
Zeitkonsistenz
6
Risiko
5
Risikomaß
5
Risk
5
Risk measure
5
Portfolio optimization
4
Anlageverhalten
3
Behavioural finance
3
Stochastic process
3
Stochastischer Prozess
3
Aktienindex
2
CAPM
2
Cash Flow
2
Cash flow
2
Conditional value-at-risk
2
Estimation
2
Ganzzahlige Optimierung
2
Index tracking
2
Integer programming
2
Markov chain
2
Markov regime switching
2
Markov-Kette
2
Mean-variance optimization
2
Risikoaversion
2
Risikomanagement
2
Risk aversion
2
Risk management
2
Risk parity
2
Robust optimization
2
Robust statistics
2
Robustes Verfahren
2
Schätzung
2
Stock index
2
more ...
less ...
Online availability
All
Undetermined
22
Free
1
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
27
Language
All
English
27
Author
All
Cui, Xiangyu
Kwon, Roy H.
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
18
Maurer, Raimond
18
Wang, Ruodu
18
Post, Thierry
17
Wong, Hoi Ying
17
Gollier, Christian
16
Liang, Zongxia
16
Chen, Zhiping
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Koo, Hyeng-keun
13
Liesiö, Juuso
13
Sass, Jörn
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Dai, Min
12
Guerard, John Baynard
12
Hens, Thorsten
12
Kim, Woo Chang
12
Kraft, Holger
12
Li, Xun
12
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Journal of the Operational Research Society
2
Journal of the Operational Research Society : OR
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
Quantitative finance
2
The journal of asset management
2
International journal of production economics
1
Journal of economic dynamics & control
1
Journal of risk
1
Mathematical methods of operations research
1
Operational research : an international journal
1
Operations research forum
1
Operations research letters
1
Risks : open access journal
1
The journal of computational finance
1
The journal of investing : JOI
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
Saved in:
2
Dynamic trading with reference point adaptation and loss aversion
Shi, Yun
;
Cui, Xiangyu
;
Yao, Jing
;
Li, Duan
- In:
Operations research
63
(
2015
)
4
,
pp. 789-806
Persistent link: https://www.econbiz.de/10011313231
Saved in:
3
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
4
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
5
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
6
Cardinality-constrained risk parity portfolios
Anis, Hassan T.
;
Kwon, Roy H.
- In:
European journal of operational research : EJOR
302
(
2022
)
1
,
pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
Saved in:
7
Robust portfolio selection for index tracking
Chen, Chen
;
Kwon, Roy H.
- In:
Computers & operations research : and their …
39
(
2012
)
4
,
pp. 829-837
Persistent link: https://www.econbiz.de/10010217456
Saved in:
8
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:
9
A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an uncertain exit time
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
- In:
Journal of the Operational Research Society
69
(
2018
)
4
,
pp. 487-499
Persistent link: https://www.econbiz.de/10012225172
Saved in:
10
A regime-switching factor model for mean-variance optimization
Costa, Giorgio
;
Kwon, Roy H.
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->