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
Special issue: Applied stochas...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Portfolio selection
24
Portfolio-Management
24
Theorie
16
Theory
16
Stochastic process
13
Mathematical programming
9
Mathematische Optimierung
9
Risikomaß
8
Risk measure
8
Dynamic programming
5
Dynamische Optimierung
5
Pension fund
5
Pensionskasse
5
Asset-liability management
4
Bond Market Infrastructure
4
Credit Derivatives Market
4
Credit Rating Agencies
4
Euro Bonds
4
Fixed-Income Instruments
4
Market Bond Products
4
Risiko
4
Risk
4
Securitization Market
4
Stability Bonds
4
Structured Financial Products
4
Systemic and Contagion Risk
4
Bilanzstrukturmanagement
3
Capital market returns
3
Financial economics
3
Kapitalmarktrendite
3
Kapitalmarkttheorie
3
Modellierung
3
Multistage stochastic programming
3
Risikomanagement
3
Scientific modelling
3
Sensitivity analysis
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
11
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
2
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
13
Author
All
Consigli, Giorgio
13
Maggioni, Francesca
3
Moriggia, Vittorio
3
Vitali, Sebastiano
3
Barro, Diana
2
Bertocchi, Marida
2
Chen, Zhiping
2
Dentcheva, Darinka
2
Benincasa, Elena
1
Brandimarte, Paolo
1
Canestrelli, Elio
1
Dempster, Michael A. H.
1
Ji, Bingbing
1
Kopa, Miloš
1
Kuhn, Daniel
1
Landoni, Giacomo
1
Lauria, Davide
1
Liu, Jia
1
Mercuri, Lorenzo
1
Petronio, Filomena
1
Pichler, Alois
1
Skoric, Mario
1
Tria, Massimo di
1
Uristani, Angelo
1
Varun, Vivek
1
Yan, Zhe
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
2
Quantitative finance
2
Stochastic optimization: theory and applications
2
Annals of operations research
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
IMA journal of management mathematics
1
International Series in Operations Research & Management Science
1
Journal of banking & finance
1
OR spectrum : quantitative approaches in management
1
Optimal financial decision making under uncertainty
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal financial decision making under uncertainty
Consigli, Giorgio
;
Kuhn, Daniel
;
Brandimarte, Paolo
- In:
Optimal financial decision making under uncertainty
,
(pp. 255-290)
.
2017
Persistent link: https://www.econbiz.de/10011558462
Saved in:
2
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
Saved in:
3
Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
Saved in:
4
Stochastic optimization : theory and applications : preface: special issue in memory of Marida Bertocchi
Consigli, Giorgio
;
Dentcheva, Darinka
;
Maggioni, Francesca
- In:
Stochastic optimization: theory and applications
,
(pp. 575-580)
.
2020
Persistent link: https://www.econbiz.de/10012290804
Saved in:
5
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
6
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
7
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
8
Optimal multistage defined-benefit pension fund management
Consigli, Giorgio
;
Moriggia, Vittorio
;
Benincasa, Elena
; …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 267-296)
.
2018
Persistent link: https://www.econbiz.de/10011898658
Saved in:
9
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
10
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing
;
Chen, Zhiping
;
Consigli, Giorgio
;
Yan, Zhe
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
