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~subject:"Portfolio selection"
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Portfolio selection
Mathematische Optimierung
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Li, Duan
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12
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12
Steffensen, Mogens
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10
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9
Steuer, Ralph E.
9
Tardella, Fabio
9
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8
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Kwon, Roy H.
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7
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7
Consigli, Giorgio
7
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7
Mavrotas, George
7
Pachamanova, Dessislava A.
7
Qi, Yue
7
Satchell, Stephen
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Speranza, Maria Grazia
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Takahashi, Akihiko
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Topaloglou, Nikolas
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Zenios, Stauros Andrea
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Zopounidis, Constantin
7
Cajas, Dany
6
Chen, Jingnan
6
Hassapis, Christis
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Li, Xun
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International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
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Universität Passau / Wirtschaftswissenschaftliche Fakultät
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1
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European journal of operational research : EJOR
125
Finance and stochastics
36
Insurance / Mathematics & economics
35
International journal of theoretical and applied finance
34
Quantitative finance
29
Computational economics
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Computers & operations research : and their applications to problems of world concern ; an international journal
26
Finance research letters
24
Research paper series / Swiss Finance Institute
23
Journal of mathematical finance
22
Mathematics and financial economics
22
Journal of the Operational Research Society
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Journal of economic dynamics & control
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Journal of banking & finance
17
OR spectrum : quantitative approaches in management
17
Operations research
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Operations research letters
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Swiss Finance Institute Research Paper
16
Mathematical methods of operations research
15
Risks : open access journal
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Applied mathematical finance
14
Computational Management Science : CMS
14
Operational research : an international journal
14
The journal of asset management
14
Mathematics of operations research
12
Omega : the international journal of management science
12
INFOR : information systems and operational research
11
International journal of financial engineering
11
Journal of risk and financial management : JRFM
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Annals of finance
10
Computational methods in decision-making, economics and finance
10
Economic modelling
10
Operations research perspectives
10
Optimizing optimization : the next generation of optimization applications and theory
10
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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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
A stochastic receding horizon control approach to constrained index tracking
Primbs, James A.
;
Sung, Chang Hwan
- In:
Asia-Pacific financial markets
15
(
2008
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10003757432
Saved in:
2
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
Saved in:
3
On one-dimensional stochastic control problems : applications to investment models
Josa-Fombellida, Ricado
;
Rincón-Zapatero, Juan Pablo
-
2008
Persistent link: https://www.econbiz.de/10003970305
Saved in:
4
Optimal securitization of credit portfolios via impulse control
Frey, Rüdiger
;
Seydel, Roland C.
- In:
Mathematics and financial economics
4
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
Saved in:
5
A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki
;
Iida, Yasunari
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 395-426
Persistent link: https://www.econbiz.de/10003380023
Saved in:
6
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
Saved in:
7
Application of modern control theory in portfolio optimization
Sung, Chang Hwan
-
2006
Persistent link: https://www.econbiz.de/10009260359
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8
A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
Saved in:
9
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
10
Quadratic minimization with portfolio and terminal wealth constraints
Heunis, Andrew J.
- In:
Annals of finance
11
(
2015
)
2
,
pp. 243-282
Persistent link: https://www.econbiz.de/10011376186
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