Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Dai–Liao nonlinear conjuga...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Nonlinear programming
988
Nichtlineare Optimierung
923
Theorie
672
Theory
672
Mathematical programming
481
Mathematische Optimierung
481
Global convergence
100
nonlinear programming
91
Integer programming
75
Algorithmus
73
Algorithm
70
Ganzzahlige Optimierung
70
Stochastischer Prozess
62
Stochastic process
61
Multi-criteria analysis
56
Multikriterielle Entscheidungsanalyse
56
Scheduling problem
52
Scheduling-Verfahren
52
USA
45
United States
45
Supply chain
44
Lieferkette
43
Estimation theory
42
Schätztheorie
42
Large-scale optimization
41
Heuristics
39
Portfolio-Management
39
Dynamische Optimierung
38
Operations Research
38
Heuristik
37
Dynamic programming
35
Robust statistics
34
Robustes Verfahren
34
large-scale optimization
34
global convergence
33
Inventory model
31
Lagerhaltungsmodell
31
Operations research
29
Programming
28
more ...
less ...
Online availability
All
Undetermined
10
Free
8
Type of publication
All
Article
26
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
8
Working Paper
8
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
39
Author
All
Mercurio, Danilo
3
Petrick, Martin
3
Torricelli, Costanza
3
Croitoru, Benjamin
2
Dijk, Herman K. van
2
Ditges, C. Markus
2
Martens, Martin
2
Michaud, Richard O.
2
Niedermayer, Daniel
2
Oord, Arco van
2
Wu, Baiyi
2
Ardila, Carlos
1
Askounis, Dimitrios
1
Atamtürk, Alper
1
Basak, Suleyman
1
Başak, Suleyman
1
Best, Michael J.
1
Bick, Avi
1
Cabrales, Sergio
1
Cesarone, Francesco
1
Clavijo, Óscar
1
Cortés, María
1
Díaz, Juan
1
Esch, David
1
Esch, David N.
1
Fakhar, Majid
1
González-Díaz, Julio
1
González-Rodríguez, Brais
1
Gómez, Andrés
1
Hernández, Juan
1
Hlouskova, Jaroslava
1
Hu, Qiying
1
Hubáček, Ondřej
1
Jiang, Rujun
1
Jiang, Zhongyi
1
Kan, Yuri
1
Kaucic, Massimiliano
1
Kim, Jang Ho
1
Kim, Woo Chang
1
King, David
1
more ...
less ...
Institution
All
Friedrich-Schiller-Universität Jena
1
Institut für Agrarentwicklung in Mittel- und Osteuropa
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Computational management science
2
Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Discussion paper / Institute of Agricultural Development in Central and Eastern Europe
2
Discussion paper / Tinbergen Institute
2
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
2
European journal of operational research : EJOR
2
Applied economics
1
Computational techniques in economics and finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Finance and stochastics
1
Finance research letters
1
International journal of theoretical and applied finance
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Journal of risk finance : the convergence of financial products and insurance
1
Journal of the Operational Research Society
1
Mathematical methods of operations research : ZOR
1
Nonconvex optimization and its applications : NOIA
1
Omega : the international journal of management science
1
Operations research
1
Quantitative finance
1
Rodney L. White Center for Financial Research
1
Stochastic optimization techniques : numerical methods and technical applications ; [papers presented at the 4th GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications", held at the Federal Armed Forces University Munich, Neubiberg/Munich, June 27 - 29, 2000]
1
The engineering economist : a journal devoted to the problems of capital investment
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The role of resource tenure, finance and social security in rural development : [Deutsche Tropentag (DTT) 1999 "Knowledge partnership - challenges and perspectives for research and education at the turn of millennium"]
1
Wiley trading series
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
2
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano
;
Piccotto, Filippo
;
Sbaiz, Gabriele
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014442612
Saved in:
3
The leverage space trading model : reconciling portfolio management strategies and economic theory
Vince, Ralph
-
2009
Persistent link: https://www.econbiz.de/10003795655
Saved in:
4
Applying Markowitz's critical line algorithm
Niedermayer, Andreas
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003458402
Saved in:
5
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
Saved in:
6
A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi
;
Takaya, Yoshihiro
;
Yamamoto, Rei
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 355-366
Persistent link: https://www.econbiz.de/10008904372
Saved in:
7
A simple parallel algorithm for large-scale portfolio problems
Smimou, Kamal
;
Thulasiram, Ruppa K.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 481-495
Persistent link: https://www.econbiz.de/10008778706
Saved in:
8
Quadratic programming with transaction costs
Best, Michael J.
;
Hlouskova, Jaroslava
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 18-33
Persistent link: https://www.econbiz.de/10003665718
Saved in:
9
Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
Saved in:
10
Risk preferences and loss aversion in portfolio optimization
Maringer, Dietmar G.
- In:
Computational methods in financial engineering : essays …
,
(pp. 27-45)
.
2008
Persistent link: https://www.econbiz.de/10003669427
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
