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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Portfolio selection
43,748
Portfolio-Management
43,619
Theorie
27,176
Theory
27,165
Stochastischer Prozess
16,728
Stochastic process
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Behavioural finance
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Risk
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Risiko
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CAPM
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Estimation
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Schätzung
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Optionspreistheorie
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Option pricing theory
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Risikomanagement
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Investmentfonds
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Investment Fund
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USA
3,635
United States
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Risk management
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Kapitalanlage
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Mathematical programming
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Financial investment
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Börsenkurs
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Share price
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Risikomaß
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Welt
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World
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Risk measure
2,921
Aktienmarkt
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Hedging
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Stock market
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Escudero, Laureano F.
33
Gendreau, Michel
23
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16
Maggioni, Francesca
16
Post, Thierry
16
Gilli, Manfred
15
Schumann, Enrico
15
Shapiro, Alexander
15
Ferrari, Giorgio
14
Li, Duan
13
Pérez, Gloría
13
Bertsimas, Dimitris
12
Cesarone, Francesco
12
Fabozzi, Frank J.
12
Kuhn, Daniel
12
Marti, Kurt
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Morton, David P.
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Steffensen, Mogens
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Tomasgard, Asgeir
12
Ahmed, Shabbir
11
Beraldi, Patrizia
11
Chen, Zhiping
11
Delage, Erick
11
Korn, Ralf
11
Lejeune, Miguel A.
11
Rossi, Roberto
11
Topaloglou, Nikolas
11
Wallace, Stein W.
11
De Angelis, Tiziano
10
Kim, Woo Chang
10
Rei, Walter
10
Scozzari, Andrea
10
Sethi, Suresh
10
Shen, Siqian
10
Woodruff, David L.
10
Arvanitis, Stelios
9
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1
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Gesellschaft für Angewandte Mathematik und Mechanik
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IGI Global
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1
Institute of Mathematics and Its Applications
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Institutionen för skogsekonomi
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International Center for Financial Asset Management and Engineering
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
1
International Workshop on Financial Engineering <2009, Tokio>
1
Johannes Gutenberg-Universität Mainz
1
Johns Hopkins University / Department of Economics
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
1
Leonard N. Stern School of Business / Information Systems Department
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Logos Verlag Berlin
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Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer Malaysia Representative Office
1
Stanford University.
1
UK Japanese Workshop on Stochastic Modelling in Innovative Manufacturing <1995, Cambridge>
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Mannheim
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Victoria University of Wellington / School of Economics and Finance
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
1
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European journal of operational research : EJOR
376
Computers & operations research : and their applications to problems of world concern ; an international journal
124
Operations research
94
Operations research letters
80
Mathematics of operations research
72
International journal of production research
65
INFORMS journal on computing : JOC
54
Computational Management Science : CMS
49
Omega : the international journal of management science
45
International journal of production economics
44
Computational economics
37
Transportation research / E : an international journal
37
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
35
OR spectrum : quantitative approaches in management
35
Finance and stochastics
32
Journal of the Operational Research Society
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
International journal of theoretical and applied finance
31
Quantitative finance
31
Annals of operations research
29
Operational research : an international journal
26
Research paper series / Swiss Finance Institute
25
Insurance / Mathematics & economics
24
Mathematical methods of operations research
24
Computational management science
23
International transactions in operational research : a journal of the International Federation of Operational Research Societies
23
Journal of economic dynamics & control
22
Mathematics and financial economics
22
IMA journal of management mathematics
21
Finance research letters
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Operations research perspectives
19
Journal of the Operational Research Society : OR
18
Swiss Finance Institute Research Paper
18
Journal of banking & finance
16
Les cahiers du GERAD
16
INFOR : information systems and operational research
15
Journal of mathematical finance
15
Opsearch : journal of the Operational Research Society of India
14
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1
Szenariogenerierung in der mehrstufigen stochastischen Optimierung
Cutaia, Massimo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003641427
Saved in:
2
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
Saved in:
3
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
Saved in:
4
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
5
An alternative approach to portfolio selection problem via stochastic differential delay equations
Viaşu, Ioana
- In:
Review of economic studies and research Virgil Madgearu
8
(
2015
)
2
,
pp. 125-136
Persistent link: https://www.econbiz.de/10011719883
Saved in:
6
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
7
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
8
A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay
;
Clarke, John-Paul
;
Johnson, Ellis
; …
- In:
Operations research proceedings 2007 : selected papers …
,
(pp. 75-80)
.
2008
Persistent link: https://www.econbiz.de/10003716095
Saved in:
9
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper
;
Žitković, Gordan
- In:
Annals of finance
4
(
2008
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
Saved in:
10
A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.
;
Wang, S.-M.
;
Chen, James-C.
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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