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~subject:"Risikomanagement"
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Risikomanagement
Portfolio selection
52
Theorie
51
Theory
51
Portfolio-Management
48
Mathematical programming
21
Mathematische Optimierung
21
Time consistency
11
Zeitkonsistenz
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8
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Behavioural finance
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Capital income
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Kapitaleinkommen
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Risikoaversion
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Risk aversion
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Dynamic programming
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Dynamische Optimierung
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Option trading
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Optionsgeschäft
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Conditional value-at-risk
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Fuzzy sets
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Fuzzy-Set-Theorie
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Incomplete information
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Multi-period portfolio selection
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Option pricing theory
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Optionspreistheorie
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Probabilistic constraint
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Quadratic programming
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English
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Li, Duan
5
Zhu, Shushang
4
Sun, Xiaoling
2
Cui, Xueting
1
Jin, Xiaodong
1
Li, Donghui
1
Li, Yingjie
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Li, Zhongfei
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Yao, Jing
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The journal of computational finance
2
European journal of operational research : EJOR
1
Journal of risk
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
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2
Portfolio selection with marginal risk control
Zhu, Shushang
;
Li, Duan
;
Sun, Xiaoling
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10008736754
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3
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie
;
Zhu, Shushang
;
Li, Donghui
;
Li, Duan
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
Saved in:
4
A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang
;
Jin, Xiaodong
;
Li, Duan
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
Saved in:
5
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
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