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~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Handbook"
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Mathematische Optimierung
Portfolio selection
20,426
Portfolio-Management
20,426
Theorie
8,538
Theory
8,538
Capital income
3,886
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Aktienmarkt
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1,449
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Volatility
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Volatilität
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Hedging
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Kapitalanlage
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Financial investment
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Welt
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Asset-liability management
1,210
Bilanzstrukturmanagement
1,194
Mathematical programming
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Stochastic process
956
Stochastischer Prozess
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Li, Duan
9
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Steuer, Ralph E.
9
Kwon, Roy H.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
Korn, Ralf
6
Steffensen, Mogens
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Xu, Fengmin
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Zagst, Rudi
6
Chen, Zhiping
5
Federico, Salvatore
5
Forsyth, Peter A.
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Keykhaei, Reza
5
Kim, Woo Chang
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Mavrotas, George
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Pachamanova, Dessislava A.
5
Scozzari, Andrea
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Speranza, Maria Grazia
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Weissensteiner, Alex
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Bansal, Saurabh
4
Ben Abdelaziz, Fouad
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Chen, Jingnan
4
Ching, Wai Ki
4
Costa, Giorgio
4
Escobar, Marcos
4
Gozzi, Fausto
4
Hassapis, Christis
4
Kaucic, Massimiliano
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Kim, Jang Ho
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Lee, Yongjae
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Lejeune, Miguel A.
4
Mansini, Renata
4
Mitra, Gautam
4
Puerto, Justo
4
Schmid, Wolfgang
4
Tardella, Fabio
4
Topaloglou, Nikolas
4
Utz, Sebastian
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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
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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
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)
1,059
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41
Improving mean variance optimization through sparse hedging restrictions
Goto, Shingo
;
Yan, Xu
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1415-1441
Persistent link: https://www.econbiz.de/10011479442
Saved in:
42
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
43
Optimal portfolio leverage
Van Rensburg, Paul
- In:
The journal of asset management
17
(
2016
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10011485126
Saved in:
44
Optimal mean-variance selling strategies
Pedersen, J. L.
;
Peskir, Goran
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10011485912
Saved in:
45
An ontology-based approach for modelling technical documentation towards ensuring asset optimisation
Kaukias, Andreas
;
Nadoveza, Dražen
;
Kiritsis, Dimitris
- In:
International journal of product lifecycle management : …
8
(
2015
)
1
,
pp. 24-45
Persistent link: https://www.econbiz.de/10011488361
Saved in:
46
Optimizing the capital rationing decision with uncertain returns
Mai, Liuqing
;
Li, Haitao
- In:
The engineering economist : a journal devoted to the …
61
(
2016
)
2
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011499113
Saved in:
47
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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48
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
49
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
50
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
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