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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
126
Maurer, Raimond
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Platen, Eckhard
54
Korn, Ralf
50
Gollier, Christian
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Uppal, Raman
43
Mitchell, Olivia S.
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Başak, Suleyman
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Kane, Alex
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Lioui, Abraham
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Račev, Svetlozar T.
27
Wang, Ruodu
27
Bernard, Carole
26
Jarrow, Robert A.
26
Muhle-Karbe, Johannes
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Sass, Jörn
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Schmid, Wolfgang
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Shleifer, Andrei
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Gouriéroux, Christian
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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.>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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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
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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World Bank
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Bonn Graduate School of Economics
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Springer-Verlag GmbH
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Banco Central do Brasil
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Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
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Books on Demand GmbH <Norderstedt>
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Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
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European journal of operational research : EJOR
302
Insurance / Mathematics & economics
291
Journal of banking & finance
246
NBER working paper series
239
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
189
Finance research letters
185
Journal of economic dynamics & control
176
Finance and stochastics
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
International journal of theoretical and applied finance
153
Quantitative finance
137
Research paper series / Swiss Finance Institute
126
Risks : open access journal
106
Management science : journal of the Institute for Operations Research and the Management Sciences
105
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
95
Swiss Finance Institute Research Paper
87
Discussion paper / Centre for Economic Policy Research
86
Economic modelling
83
Mathematics and financial economics
80
The European journal of finance
80
Economics letters
79
Computational economics
78
The journal of asset management
72
International review of economics & finance : IREF
71
Mathematical methods of operations research
70
International review of financial analysis
67
Journal of risk and financial management : JRFM
67
SpringerLink / Bücher
67
The North American journal of economics and finance : a journal of financial economics studies
66
Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Annals of finance
61
Journal of economic theory
61
Journal of mathematical finance
59
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ECONIS (ZBW)
19,004
RePEc
2
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1
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19,006
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1
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
2
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
3
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
4
Dynamic asset allocation strategies using a stochastic dynamic programming approach
Infanger, Gerd
-
2006
Persistent link: https://www.econbiz.de/10003356686
Saved in:
5
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
6
Solving dynamic programming problems on a computational grid
Cai, Yongyang
;
Judd, Kenneth L.
;
Thain, Greg
;
Wright, …
- In:
Computational economics
45
(
2015
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10011325717
Saved in:
7
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
Saved in:
8
A decision-making framework for justifying a portfolio of IT projects
Pendharkar, Parag C.
- In:
International journal of project management : the …
32
(
2014
)
4
,
pp. 625-639
Persistent link: https://www.econbiz.de/10010374448
Saved in:
9
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:
10
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
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