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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio-Management
44,299
Portfolio selection
43,954
Theorie
22,445
Theory
22,150
Kapitaleinkommen
6,996
Capital income
6,983
Anlageverhalten
5,538
Behavioural finance
5,442
Risiko
4,808
Risk
4,786
Schätzung
3,984
CAPM
3,966
Estimation
3,892
Dynamic programming
3,855
Investmentfonds
3,837
Zustandsraummodell
3,796
Investment Fund
3,776
State space model
3,755
Kapitalanlage
3,670
USA
3,668
Risikomanagement
3,653
Dynamische Optimierung
3,584
United States
3,541
Financial investment
3,455
Risk management
3,422
Welt
3,053
World
3,007
Mathematical programming
2,845
Börsenkurs
2,822
Risikomaß
2,805
Share price
2,798
Aktienmarkt
2,787
Risk measure
2,782
Stock market
2,741
Volatilität
2,677
Volatility
2,651
Hedging
2,401
Stochastischer Prozess
2,307
Stochastic process
2,275
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Online availability
All
Undetermined
1,218
Free
691
Type of publication
All
Article
2,057
Book / Working Paper
793
Journal
3
Type of publication (narrower categories)
All
Article in journal
1,910
Aufsatz in Zeitschrift
1,910
Graue Literatur
218
Non-commercial literature
218
Working Paper
212
Arbeitspapier
205
Aufsatz im Buch
131
Book section
131
Hochschulschrift
49
Thesis
30
Collection of articles of several authors
22
Lehrbuch
22
Sammelwerk
22
Conference paper
20
Konferenzbeitrag
20
Textbook
18
Aufsatzsammlung
10
Konferenzschrift
8
Bibliografie enthalten
6
Bibliography included
6
Conference proceedings
5
Collection of articles written by one author
4
Sammlung
4
Guidebook
3
Mikroform
3
Ratgeber
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Bibliografie
1
CD-ROM, DVD
1
Enzyklopädie
1
Festschrift
1
Forschungsbericht
1
Glossar enthalten
1
Glossary included
1
Handbook
1
Handbuch
1
Mehrbändiges Werk
1
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1
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1
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Language
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English
2,820
German
32
Polish
1
Author
All
Powell, Warren B.
16
Ulmer, Marlin Wolf
15
Gilli, Manfred
14
Schumann, Enrico
14
Li, Duan
13
Post, Thierry
13
Cesarone, Francesco
12
Fabozzi, Frank J.
12
Korn, Ralf
11
Cai, Yongyang
10
Scozzari, Andrea
10
Shapiro, Alexander
10
Steffensen, Mogens
10
Brown, David B.
9
Chiang, Alpha C.
9
Steuer, Ralph E.
9
Tardella, Fabio
9
Arvanitis, Stelios
8
Judd, Kenneth L.
8
Kim, Woo Chang
8
Kwon, Roy H.
8
Vanduffel, Steven
8
Zhang, Dan
8
Zhang, Wei-guo
8
Ben Abdelaziz, Fouad
7
Chen, Zhiping
7
Cui, Xiangyu
7
Gozzi, Fausto
7
Guigues, Vincent
7
Kim, Jang Ho
7
Li, Xiang
7
Lunday, Brian J.
7
Mattfeld, Dirk C.
7
Mavrotas, George
7
Pachamanova, Dessislava A.
7
Qi, Yue
7
Robbins, Matthew J.
7
Satchell, Stephen
7
Speranza, Maria Grazia
7
Stachurski, John
7
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Institution
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National Bureau of Economic Research
7
Institutionen för Skogsekonomi <Ume°a>
3
Association of European Operational Research Societies / Working Group on Financial Modelling
1
Belgian French German Conference on Optimization <9, 1998, Namur>
1
Cornell University Agricultural Experiment Station
1
European Economic Association / Summer School <1996, Fiesole, Italy)>
1
European University Institute
1
Graduate School of Management <North Ryde>
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
International Center for Financial Asset Management and Engineering
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Workshop on Financial Engineering <2009, Tokio>
1
Johannes Gutenberg-Universität Mainz
1
Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
1
Leonard N. Stern School of Business / Information Systems Department
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Oxford University Press
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Stanford University.
1
University of Minnesota / Department of Applied Economics
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Victoria University of Wellington / School of Economics and Finance
1
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Published in...
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European journal of operational research : EJOR
292
Computers & operations research : and their applications to problems of world concern ; an international journal
78
Operations research
71
Operations research letters
52
International journal of production research
47
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Mathematics of operations research
40
INFORMS journal on computing : JOC
34
Computational economics
33
International journal of production economics
33
Finance and stochastics
30
Journal of the Operational Research Society
30
International journal of theoretical and applied finance
29
Quantitative finance
27
Journal of economic dynamics & control
26
Omega : the international journal of management science
25
Insurance / Mathematics & economics
23
Research paper series / Swiss Finance Institute
23
Manufacturing & service operations management : M & SOM
21
OR spectrum : quantitative approaches in management
21
Finance research letters
20
Mathematics and financial economics
20
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
20
Computational Management Science : CMS
19
Mathematical methods of operations research
18
Operational research : an international journal
18
Transportation research / E : an international journal
18
Journal of the Operational Research Society : OR
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Swiss Finance Institute Research Paper
16
Computers & operations research : an international journal
15
Journal of banking & finance
15
Journal of mathematical finance
15
Computational management science
14
The journal of asset management
14
IMA journal of management mathematics
13
INFOR : information systems and operational research
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
13
Operations research perspectives
13
Economic modelling
12
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Source
All
ECONIS (ZBW)
2,845
EconStor
7
OLC EcoSci
1
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1
Adaptive state space partitioning for dynamic decision processes
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
Business & information systems engineering : BISE ; the …
61
(
2019
)
3
,
pp. 261-275
Persistent link: https://www.econbiz.de/10012028149
Saved in:
2
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
3
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
4
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
Saved in:
5
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
6
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
7
Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino
;
Ólafsson, Sveinn
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225
Saved in:
8
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
9
Pareti-archived evolutionary wavelet network for financial constrained portfolio optimization
Suganya, N. C.
;
Pai, G. A. Vijayalakshmi
- In:
Intelligent systems in accounting finance and …
17
(
2010
)
2
,
pp. 59-90
Persistent link: https://www.econbiz.de/10008699189
Saved in:
10
Futuristic portfolio optimization problem : wavelet based long short-term memory
Abolmakarem, Shaghayegh
;
Abdi, Farshid
; …
- In:
Journal of modelling in management
19
(
2024
)
2
,
pp. 523-555
Persistent link: https://www.econbiz.de/10014486825
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