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~subject:"Portfolio selection"
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Portfolio selection
Stochastischer Prozess
17,274
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Stochastic process
16,828
Entscheidung unter Unsicherheit
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2,291
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1,983
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1,852
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1,677
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1,653
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1,479
Time series analysis
1,430
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1,340
Expected utility
1,323
Utility theory
1,319
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1,305
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1,197
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Escobar, Marcos
22
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21
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17
Wong, Wing Keung
17
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16
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14
Topaloglou, Nikolas
14
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13
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12
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12
Bayraktar, Erhan
11
Branger, Nicole
11
Arvanitis, Stelios
10
Föllmer, Hans
10
Liang, Zongxia
10
Rubtsov, Alexey
10
Seifried, Frank Thomas
10
Shen, Yang
10
Asano, Takao
9
Consigli, Giorgio
9
Evstigneev, Igor V.
9
Guan, Guohui
9
Levy, Haim
9
Prigent, Jean-Luc
9
Runggaldier, Wolfgang J.
9
Zeng, Yan
9
Chen, An
8
Fabozzi, Frank J.
8
Korn, Ralf
8
Kouwenberg, Roy
8
Peijnenburg, Kim
8
Sass, Jörn
8
Steffensen, Mogens
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Takahashi, Akihiko
8
Viceira, Luis M.
8
Young, Virginia R.
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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1
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1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Walter de Gruyter GmbH & Co. KG
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European journal of operational research : EJOR
102
Insurance / Mathematics & economics
100
Finance and stochastics
55
International journal of theoretical and applied finance
55
Quantitative finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of economic dynamics & control
35
Finance research letters
30
Mathematical methods of operations research
28
Risks : open access journal
27
Journal of mathematical finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Annals of finance
24
Journal of banking & finance
24
Mathematics and financial economics
24
Applied mathematical finance
23
Computational economics
19
Research paper series / Swiss Finance Institute
19
International journal of financial engineering
18
Scandinavian actuarial journal
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk and financial management : JRFM
15
Economic modelling
14
IMA journal of management mathematics
14
Mathematical finance : an international journal of mathematics, statistics and financial economics
14
Swiss Finance Institute Research Paper
14
Mathematics of operations research
13
Economics letters
12
Computational Management Science : CMS
11
Journal of econometrics
11
Discussion paper / Tinbergen Institute
10
International review of economics & finance : IREF
10
Journal of economic theory
10
Journal of empirical finance
10
NBER working paper series
10
OR spectrum : quantitative approaches in management
10
Operations research letters
10
The journal of computational finance
10
Applied economics
9
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
2,274
RePEc
3
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1
Robust decision making using a general utility set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
2
Risk- and
ambiguity
-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
3
Cross risk apportionment and non-financial correlated background uncertainty
Asano, Takao
;
Osaki, Yusuke
-
2023
Persistent link: https://www.econbiz.de/10014420566
Saved in:
4
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
5
Robust portfolio choice with stochastic interest rates
Flor, Christian Riis
;
Larsen, Linda Sandris
- In:
Annals of finance
10
(
2014
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10010350862
Saved in:
6
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
7
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
8
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
9
Portfolio management with stochastic interest rates and inflation
ambiguity
Munk, Claus
;
Rubtsov, Alexey
- In:
Annals of finance
10
(
2014
)
3
,
pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
Saved in:
10
Robust multivariate portfolio choice with stochastic covariance in the presence of
ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
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