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Stochastischer Prozess
Portfolio-Management
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Escudero, Laureano F.
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Post, Thierry
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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International Federation for Information Processing
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Johns Hopkins University / Department of Economics
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Walter de Gruyter GmbH & Co. KG
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Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
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European journal of operational research : EJOR
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Insurance / Mathematics & economics
96
Operations research
85
Operations research letters
73
Mathematics of operations research
70
International journal of production research
64
International journal of theoretical and applied finance
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INFORMS journal on computing : JOC
51
Computational Management Science : CMS
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45
International journal of production economics
43
Quantitative finance
41
Mathematical methods of operations research
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Transportation research / E : an international journal
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Omega : the international journal of management science
35
Journal of economic dynamics & control
33
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Annals of operations research
28
IMA journal of management mathematics
25
OR spectrum : quantitative approaches in management
25
Risks : open access journal
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Computational economics
24
Journal of mathematical finance
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Annals of finance
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Applied mathematical finance
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Finance research letters
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Computational management science
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Journal of the Operational Research Society
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Journal of banking & finance
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Mathematics and financial economics
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Scandinavian actuarial journal
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International journal of financial engineering
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Les cahiers du GERAD
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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Cash flow management by risk-neutral and risk-averse stochastic approaches
Righetto, Giovanni Margarido
;
Morabito, Reinaldo
;
Alem, …
- In:
Journal of the Operational Research Society
71
(
2020
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10012215632
Saved in:
2
Modelling uncertain operational cash flows of real estate investments using simulations of stochastic processes
Pfnür, Andreas
;
Armonat, Stefan
- In:
Journal of property investment & finance
31
(
2013
)
5
,
pp. 481-501
Persistent link: https://www.econbiz.de/10009790273
Saved in:
3
Valuation, downside risk measures and asymmetric information : a portfolio optimization approach
Kroll, Yoram
;
Ben-Horin, Moshe
- In:
International journal of economics, finance and …
2
(
2014
)
6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010508729
Saved in:
4
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
Zhou, Zhongbao
;
Xiao, Helu
;
Yin, Jialing
;
Zeng, Ximei
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 187-202
Persistent link: https://www.econbiz.de/10011492670
Saved in:
5
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
Saved in:
6
Szenariogenerierung in der mehrstufigen stochastischen Optimierung
Cutaia, Massimo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003641427
Saved in:
7
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003583006
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8
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger
-
2004
Persistent link: https://www.econbiz.de/10002018962
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9
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
10
An alternative approach to portfolio selection problem via stochastic differential delay equations
Viaşu, Ioana
- In:
Review of economic studies and research Virgil Madgearu
8
(
2015
)
2
,
pp. 125-136
Persistent link: https://www.econbiz.de/10011719883
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