//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A primal-dual decomposition ba...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Portfolio-Management
43,228
Portfolio selection
43,188
Theorie
18,822
Theory
18,791
Kapitaleinkommen
6,668
Capital income
6,667
Anlageverhalten
5,273
Behavioural finance
5,250
Risk
4,545
Risiko
4,516
CAPM
3,770
Investmentfonds
3,708
Investment Fund
3,695
Kapitalanlage
3,470
Risikomanagement
3,465
Risk management
3,358
Financial investment
3,349
USA
3,058
United States
3,033
Schätzung
2,866
Estimation
2,863
Welt
2,735
World
2,732
Risikomaß
2,700
Risk measure
2,698
Börsenkurs
2,523
Share price
2,515
Aktienmarkt
2,467
Stock market
2,445
Hedging
2,291
Mathematische Optimierung
2,191
Mathematical programming
2,189
Volatilität
2,126
Volatility
2,123
Stochastic process
1,948
Kreditrisiko
1,658
Credit risk
1,645
Finanzanalyse
1,644
Finanzmarkt
1,629
more ...
less ...
Online availability
All
Undetermined
948
Free
423
Type of publication
All
Article
1,491
Book / Working Paper
462
Type of publication (narrower categories)
All
Article in journal
1,416
Aufsatz in Zeitschrift
1,416
Graue Literatur
181
Non-commercial literature
181
Working Paper
148
Arbeitspapier
147
Aufsatz im Buch
64
Book section
64
Hochschulschrift
62
Thesis
47
Conference paper
20
Konferenzbeitrag
20
Lehrbuch
18
Textbook
17
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
7
Collection of articles written by one author
5
Forschungsbericht
5
Sammlung
5
Konferenzschrift
4
Glossar enthalten
3
Glossary included
3
Conference proceedings
2
Handbook
2
Handbuch
2
Bibliografie enthalten
1
Bibliography included
1
Ratgeber
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,924
German
29
Author
All
Post, Thierry
21
Escobar, Marcos
16
Platen, Eckhard
14
Topaloglou, Nikolas
14
Kraft, Holger
13
Leung, Tim
13
Gendreau, Michel
12
Wong, Wing Keung
11
Arvanitis, Stelios
10
Föllmer, Hans
10
Maggioni, Francesca
10
Wallace, Stein W.
10
Bayraktar, Erhan
9
Evstigneev, Igor V.
9
Kopa, Miloš
9
Lejeune, Miguel A.
9
Runggaldier, Wolfgang J.
9
Wong, Hoi Ying
9
Bertsch, Valentin
8
Consigli, Giorgio
8
Levy, Haim
8
Liang, Zongxia
8
Rei, Walter
8
Rubtsov, Alexey
8
Takahashi, Akihiko
8
Woodruff, David L.
8
Barro, Diana
7
Beraldi, Patrizia
7
Elliott, Robert J.
7
Ferrando, Sebastian
7
Fouque, Jean-Pierre
7
Klibi, Walid
7
Morton, David P.
7
Ryan, Sarah M.
7
Sass, Jörn
7
Shapiro, Alexander
7
Shen, Yang
7
Sircar, Ronnie
7
Steffensen, Mogens
7
Young, Virginia R.
7
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Bachelier Finance Society
1
Centre for Actuarial Studies
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Society of Actuaries
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
186
Insurance / Mathematics & economics
89
International journal of theoretical and applied finance
54
Computers & operations research : and their applications to problems of world concern ; an international journal
42
Finance and stochastics
42
Quantitative finance
36
Computational Management Science : CMS
31
International journal of production research
31
Operations research letters
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
26
Mathematical methods of operations research
26
Omega : the international journal of management science
25
INFORMS journal on computing : JOC
23
Journal of mathematical finance
21
Operations research
21
Risks : open access journal
21
Applied mathematical finance
20
International journal of production economics
20
Annals of finance
19
Transportation research / E : an international journal
19
Finance research letters
18
Journal of banking & finance
17
International journal of financial engineering
16
Mathematics and financial economics
16
Mathematics of operations research
16
Scandinavian actuarial journal
16
Computational economics
14
IMA journal of management mathematics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of risk and financial management : JRFM
13
Journal of the Operational Research Society
13
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
13
OR spectrum : quantitative approaches in management
12
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
11
Mathematical finance : an international journal of mathematics, statistics and financial economics
11
Research paper series / Swiss Finance Institute
10
Astin bulletin : the journal of the International Actuarial Association
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Energy economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
1,951
BASE
1
EconStor
1
Showing
1
-
10
of
1,953
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
Ackooij, Wim van
- In:
Mathematical methods of operations research
80
(
2014
)
3
,
pp. 227-253
Persistent link: https://www.econbiz.de/10010442262
Saved in:
2
Stochastic decomposition applied to large-scale hydro valleys management
Carpentier, P.
;
Chancelier, J.-Ph.
;
Leclère, V.
;
Pacaud, F.
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 1086-1098
Persistent link: https://www.econbiz.de/10011882701
Saved in:
3
Accelerating benders decomposition for short-term hydropower maintenance scheduling
Rodríguez, Jesús A.
;
Anjos, Miguel F.
;
Côté, Pascal
; …
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 240-253
Persistent link: https://www.econbiz.de/10012416321
Saved in:
4
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Barro, Diana
;
Canestrelli, Elio
- In:
OR spectrum : quantitative approaches in management
38
(
2016
)
3
,
pp. 711-742
Persistent link: https://www.econbiz.de/10011699618
Saved in:
5
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
6
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
Saved in:
7
The impact of alternative performance measures on portfolio procurement with contingent option contracts
Fu, Qi
- In:
International journal of production economics
167
(
2015
),
pp. 128-138
Persistent link: https://www.econbiz.de/10011346577
Saved in:
8
Risk management optimization for sovereign debt restructuring
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of globalization and development
6
(
2015
)
2
,
pp. 181-213
Persistent link: https://www.econbiz.de/10011473912
Saved in:
9
Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
Saved in:
10
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->