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Fabozzi, Frank J.
129
Maurer, Raimond
76
Platen, Eckhard
54
Gollier, Christian
52
Korn, Ralf
50
Uppal, Raman
43
Mitchell, Olivia S.
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Kane, Alex
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Lioui, Abraham
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Račev, Svetlozar T.
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Wang, Ruodu
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Jarrow, Robert A.
26
Muhle-Karbe, Johannes
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Sass, Jörn
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Schmid, Wolfgang
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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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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Bank für Internationalen Zahlungsausgleich
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Birkbeck College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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European journal of operational research : EJOR
299
Insurance / Mathematics & economics
293
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248
NBER working paper series
239
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191
NBER Working Paper
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Journal of economic dynamics & control
176
Finance research letters
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163
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
International journal of theoretical and applied finance
153
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130
Research paper series / Swiss Finance Institute
126
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Risks : open access journal
101
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
96
The journal of finance : the journal of the American Finance Association
95
Swiss Finance Institute Research Paper
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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The European journal of finance
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Economics letters
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Mathematics and financial economics
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Computational economics
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The journal of asset management
73
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
The journal of portfolio management : JPM
63
Annals of finance
62
Discussion paper / Tinbergen Institute
62
Journal of economic theory
62
Journal of mathematical finance
59
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
12
OLC EcoSci
10
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1
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
2
On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
8
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
9
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
10
The robust multiple-choice multidimensional knapsack problem
Caserta, Marco
;
Voß, Stefan
- In:
Omega : the international journal of management science
86
(
2019
),
pp. 16-27
Persistent link: https://www.econbiz.de/10012016288
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