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Portfolio selection
Stochastischer Prozess
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Wong, Wing Keung
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17
Platen, Eckhard
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10
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Kopa, Miloš
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Young, Virginia R.
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9
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Föllmer, Hans
9
Korn, Ralf
9
Liang, Zhibin
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Sass, Jörn
9
Takahashi, Akihiko
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Elliott, Robert J.
8
Escudero, Laureano F.
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Ferrando, Sebastian
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Forsyth, Peter
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Guo, Xu
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Hooi Hooi Lean
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Latin-Iberian-American Conference on Operations Research <19., 2018, Lima>
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Springer International Publishing
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Walter de Gruyter GmbH & Co. KG
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Insurance / Mathematics & economics
109
European journal of operational research : EJOR
104
International journal of theoretical and applied finance
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Finance and stochastics
62
Quantitative finance
47
Journal of economic dynamics & control
36
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Mathematical methods of operations research
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Finance research letters
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27
Annals of finance
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Risks : open access journal
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Journal of banking & finance
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22
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International journal of financial engineering
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Scandinavian actuarial journal
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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IMA journal of management mathematics
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Computational Management Science : CMS
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Economic modelling
14
Operations research letters
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Research paper series / Swiss Finance Institute
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OR spectrum : quantitative approaches in management
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Astin bulletin : the journal of the International Actuarial Association
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Journal of econometrics
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Operations research
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Journal of the Operational Research Society
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Swiss Finance Institute Research Paper
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NBER working paper series
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
2,135
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2
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1
Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois
;
Liu, Rui Peng
;
Shapiro, Alexander
- In:
Operations research
70
(
2022
)
4
,
pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477
Saved in:
2
Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk
Ferreira Morici, Henrique
;
Vigna, Elena
-
2023
Persistent link: https://www.econbiz.de/10014429750
Saved in:
3
Trading under the proof-of-stake protocol : a continuous-time control approach
Tang, Wenpin
;
Yao, David D.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10014370605
Saved in:
4
Optimal consumption and investment with independent stochastic labor income
Bensoussan, Alain
;
Park, Seyoung
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 356-389
Persistent link: https://www.econbiz.de/10015211707
Saved in:
5
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:
6
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:
7
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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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
Recursive direct algorithms for multistage stochastic programs in financial engineering
Steinbach, Marc C.
- In:
Operations research proceedings 1998 : selected papers …
,
(pp. 241-250)
.
1999
Persistent link: https://www.econbiz.de/10001437540
Saved in:
10
Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
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