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~subject:"Mathematische Optimierung"
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Portfolio optimization
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Mathematische Optimierung
Theorie
629,348
Theory
614,447
Portfolio-Management
44,384
Portfolio selection
44,039
USA
42,982
United States
41,819
Schätzung
30,971
Estimation
30,208
Welt
27,415
World
26,775
Mathematical programming
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Deutschland
23,383
Geldpolitik
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Monetary policy
22,052
Germany
21,913
Risiko
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Risk
19,544
Prognoseverfahren
14,640
Forecasting model
14,368
Wirtschaftswachstum
13,377
Spieltheorie
13,102
Zeitreihenanalyse
13,068
Kapitaleinkommen
12,982
Capital income
12,942
Economic growth
12,761
Börsenkurs
12,756
Time series analysis
12,675
Share price
12,545
Game theory
12,365
Experiment
11,562
Volatilität
11,487
CAPM
11,338
Volatility
11,219
Asymmetrische Information
10,721
Stochastischer Prozess
10,630
Finanzmarkt
10,537
Schätztheorie
10,453
Asymmetric information
10,434
Wettbewerb
10,361
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English
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Gendreau, Michel
66
Nesterov, Jurij Evgenʹevič
65
Pardalos, Panos M.
65
Hertog, Dirk den
62
Kimms, Alf
57
Puerto, Justo
56
Bertsimas, Dimitris
54
Drezner, Zvi
49
Laporte, Gilbert
47
Drexl, Andreas
46
Lodi, Andrea
46
Zhang, Shuzhong
46
Dolgui, Alexandre
44
Escudero, Laureano F.
43
Kleijnen, Jack P. C.
43
Hao, Jin-Kao
39
Goerigk, Marc
37
Talman, Dolf
37
Sethi, Suresh
35
Spieksma, Frits C. R.
34
Tiwari, Manoj Kumar
34
Voß, Stefan
34
Crainic, Teodor Gabriel
33
Speranza, Maria Grazia
33
Ben-Tal, Aharon
32
Coelho, Leandro C.
32
Figueira, José Rui
32
Gendron, Bernard
32
Savelsbergh, Martin W. P.
32
Vial, Jean-Philippe
32
Anjos, Miguel F.
31
Desaulniers, Guy
31
La Torre, Davide
31
Labbé, Martine
31
Leus, Roel
31
Ljubić, Ivana
31
Nickel, Stefan
31
Pisinger, David
31
Wolsey, Laurence A.
31
Judd, Kenneth L.
30
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National Bureau of Economic Research
24
Deutsche Forschungsgemeinschaft
19
Econometrisch Instituut <Rotterdam>
16
IGI Global
15
Erasmus Research Institute of Management
13
Center for Economic Research <Tilburg>
12
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Gesellschaft für Operations-Research
7
Universitat Pompeu Fabra / Departament d'Economia i Empresa
7
International Federation for Information Processing
6
International Institute for Applied Systems Analysis
6
Springer International Publishing
6
Università degli Studi di Milano / Dipartimento di Economia Politica e Aziendale
6
Deutsche Gesellschaft für Operations-Research
5
Friedrich-Schiller-Universität Jena
5
United States / Congress / Senate / Committee on Interior and Insular Affairs
5
United States / Congress / Senate / Committee on the Judiciary
5
Edward Elgar Publishing
4
Eric Cuvillier <Firma>
4
Institute for Operations Research and the Management Sciences
4
Institutionen för Skogsekonomi <Ume°a>
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Springer Fachmedien Wiesbaden
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Helmut-Schmidt-Universität
3
Nuffield College
3
Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
3
Shaker Verlag
3
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Technische Universität Clausthal
3
The Wharton Financial Institutions Center
3
Bergische Universität Wuppertal
2
Christian-Albrechts-Universität zu Kiel
2
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Published in...
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European journal of operational research : EJOR
2,485
Computers & operations research : and their applications to problems of world concern ; an international journal
1,394
International journal of production research
880
Operations research letters
645
Operations research
402
Mathematics of operations research
399
INFORMS journal on computing : JOC
386
International journal of production economics
358
Transportation research / E : an international journal
286
Omega : the international journal of management science
280
Mathematical methods of operations research
217
Journal of the Operational Research Society : OR
210
Management science : journal of the Institute for Operations Research and the Management Sciences
206
Opsearch : journal of the Operational Research Society of India
193
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
190
Journal of the Operational Research Society
182
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
177
Annals of operations research
172
Operational research : an international journal
168
OR spectrum : quantitative approaches in management
163
RAIRO / Operations research
161
Computers & operations research : an international journal
153
Discussion paper / Center for Economic Research, Tilburg University
142
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
142
Top : transactions in operations research
134
International transactions in operational research : a journal of the International Federation of Operational Research Societies
128
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
127
SpringerLink / Bücher
126
4OR : a quarterly journal of operations research
119
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
115
Discussion paper / Tinbergen Institute
111
Report
109
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
107
Journal of economic dynamics & control
107
EURO journal on computational optimization
106
Computational Management Science : CMS
102
Computational economics
102
Journal of scheduling
100
Les cahiers du GERAD
100
CORE discussion paper : DP
95
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ECONIS (ZBW)
24,726
EconStor
145
OLC EcoSci
14
USB Cologne (EcoSocSci)
2
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1
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz
- In:
International journal of logistics systems and management
25
(
2016
)
1
,
pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
Saved in:
2
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
Saved in:
3
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O.
;
Michaud, Robert O.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003469911
Saved in:
4
Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente
Geidt-Karrenbauer, Ulrike
-
2010
Persistent link: https://www.econbiz.de/10003929052
Saved in:
5
Statistik, Ökonometrie, Optimierung : Methoden und ihre praktischen Anwendungen in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten
;
Dichtl, Hubert
;
Petersmeier, Kerstin
-
2008
-
4., vollst. überarb. Aufl.
Persistent link: https://www.econbiz.de/10003597953
Saved in:
6
Robust portfolio optimization and management
Fabozzi, Frank J.
;
Kolm, Petter N.
;
Pachamanova, …
-
2007
Persistent link: https://www.econbiz.de/10003555153
Saved in:
7
Solving non-linear portfolio optimization problems with interval analysis
Xu, Xiaoning
;
He, Feng
;
Rong, Chen
;
Zhang, Qingzhi
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
6
,
pp. 885-893
Persistent link: https://www.econbiz.de/10011378789
Saved in:
8
Adaptive universal portfolios
O'Sullivan, Patrick
;
Edelman, David
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 337-351
Persistent link: https://www.econbiz.de/10010528186
Saved in:
9
A heuristic approach to the index tracking problem : a case study of the Tehran Exchange Price Index
Varsei, Mohsen
;
Shams, Naser
;
Fahimnia, Behnam
; …
- In:
Asian Academy of Management journal : AAMJ
18
(
2013
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10010256986
Saved in:
10
Portfolio selection with higher moments and application on Zagreb Stock Exchange
Škrinjaric, Tihana
- In:
Zagreb international review of economics & business
16
(
2013
)
1
,
pp. 65-78
Persistent link: https://www.econbiz.de/10010258935
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