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~subject:"Portfolio selection"
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Optimal CAR simulation
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Portfolio selection
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Fabozzi, Frank J.
129
Maurer, Raimond
72
Platen, Eckhard
65
Gollier, Christian
50
Korn, Ralf
50
Uppal, Raman
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Post, Thierry
40
Guidolin, Massimo
39
Li, Duan
38
Markowitz, Harry
38
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36
Satchell, Stephen
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Lo, Andrew W.
35
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Prigent, Jean-Luc
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34
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Kraft, Holger
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Bodie, Zvi
28
Lucas, André
28
Račev, Svetlozar T.
28
Başak, Suleyman
27
Kane, Alex
27
Leung, Tim
27
Lioui, Abraham
27
Wang, Ruodu
27
Bernard, Carole
26
Gouriéroux, Christian
26
Jarrow, Robert A.
26
Muhle-Karbe, Johannes
26
Sass, Jörn
26
Schmid, Wolfgang
26
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Center for Economic Research <Tilburg>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Goethe-Universität Frankfurt am Main
5
Friedrich-Schiller-Universität Jena
4
Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Centre for Actuarial Studies
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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Insurance / Mathematics & economics
317
European journal of operational research : EJOR
316
Journal of banking & finance
253
NBER working paper series
242
Finance research letters
197
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
192
Journal of economic dynamics & control
184
International journal of theoretical and applied finance
172
Finance and stochastics
171
Mathematical finance : an international journal of mathematics, statistics and financial theory
164
Quantitative finance
147
Research paper series / Swiss Finance Institute
128
Risks : open access journal
115
Journal of financial economics
109
Management science : journal of the Institute for Operations Research and the Management Sciences
109
The review of financial studies
100
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
96
The journal of finance : the journal of the American Finance Association
96
Swiss Finance Institute Research Paper
90
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Mathematics and financial economics
84
Economics letters
83
The European journal of finance
82
Computational economics
78
Mathematical methods of operations research
76
The journal of asset management
76
Journal of risk and financial management : JRFM
75
Journal of mathematical finance
72
International review of economics & finance : IREF
71
SpringerLink / Bücher
69
International review of financial analysis
68
The North American journal of economics and finance : a journal of financial economics studies
68
Annals of finance
66
Discussion paper / Tinbergen Institute
65
The journal of portfolio management : JPM
65
Applied mathematical finance
63
Applied economics
62
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ECONIS (ZBW)
19,544
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1
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Saved in:
2
Continuous-time semi-Markov inference of biometric laws associated with a long-term care insurance portfolio
Biessy, Guillaume
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 527-561
Persistent link: https://www.econbiz.de/10011729610
Saved in:
3
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
4
A stochastic-kriging-based multiobjective
simulation
optimization algorithm
Rojas Gonzalez, Sebastian
;
Van Nieuwenhuyse, Inneke
-
2018
Persistent link: https://www.econbiz.de/10012049455
Saved in:
5
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
6
Optimal diversification, stochastic dominance, and sampling error
Mroua, Mourad
;
Abid, Fathi
;
Wong, Wing Keung
- In:
American journal of business : applying research to …
32
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011799619
Saved in:
7
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
8
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
9
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
10
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
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