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~subject:"Mathematische Optimierung"
~subject:"Portfolio Selection"
~type_genre:"Accompanied by computer file"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematische Optimierung
Portfolio Selection
Portfolio selection
20,254
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Zhang, Wei-guo
8
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7
Qi, Yue
7
Korn, Ralf
6
Steffensen, Mogens
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Xu, Fengmin
6
Zagst, Rudi
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Chen, Zhiping
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Kim, Woo Chang
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Mavrotas, George
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Pachamanova, Dessislava A.
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Scozzari, Andrea
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Speranza, Maria Grazia
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Weissensteiner, Alex
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Bansal, Saurabh
4
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Chen, Jingnan
4
Ching, Wai Ki
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Costa, Giorgio
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Escobar, Marcos
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Gozzi, Fausto
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Hassapis, Christis
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Kaucic, Massimiliano
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Kim, Jang Ho
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Lee, Yongjae
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Lejeune, Miguel A.
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Mansini, Renata
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Mitra, Gautam
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Puerto, Justo
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Schmid, Wolfgang
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Tardella, Fabio
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Topaloglou, Nikolas
4
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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
Journal of mathematical finance
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
Operations research
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
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Annals of finance
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International journal of financial engineering
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society : OR
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Operations research perspectives
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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
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INFOR : information systems and operational research
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INFORMS journal on computing : JOC
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RAIRO / Operations research
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ECONIS (ZBW)
1,072
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21
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc
- In:
Journal of economic theory
77
(
1997
)
2
,
pp. 402-431
Persistent link: https://www.econbiz.de/10001233282
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22
Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios
Samuelson, Paul Anthony
- In:
Journal of risk and uncertainty : JRU
15
(
1997
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001233813
Saved in:
23
An LP approach to synthetic option replication with transaction costs and multiple security selection
Dennis, Patrick
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 53-84
Persistent link: https://www.econbiz.de/10001211317
Saved in:
24
An LP approach to option portfolio selection
Rendleman, Richard J.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 31-52
Persistent link: https://www.econbiz.de/10001211318
Saved in:
25
The effects of holding nonfarm related financial assets on risk-adjusted farm income
Betubiza, Eustacius N.
- In:
Journal of agricultural and applied economics
26
(
1994
)
2
,
pp. 565-579
Persistent link: https://www.econbiz.de/10001183780
Saved in:
26
Asymptotically optimal portfolios
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 131-150
Persistent link: https://www.econbiz.de/10001184897
Saved in:
27
Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
Saved in:
28
Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10001215827
Saved in:
29
Sensitivity analysis for mean-variance portfolio problems
Best, Michael J.
- In:
Management science : journal of the Institute for …
37
(
1991
)
8
,
pp. 980-989
Persistent link: https://www.econbiz.de/10001113427
Saved in:
30
An integrated stock-bond portfolio optimization model
Konno, Hiroshi
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1427-1444
Persistent link: https://www.econbiz.de/10001222038
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