//--> //--> //-->
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
~isPartOf:"Computational Management Science : CMS"
~type_genre:"Conference paper"
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
Search: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Stochastic process
3
Stochastischer Prozess
3
Experiment
2
Option pricing theory
2
Optionspreistheorie
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Applied probability
1
Convex incentives
1
Cumulative prospect theory
1
Estimation theory
1
Fourier transform
1
Hedge fund
1
Hedge funds
1
Hedgefonds
1
Investment analysis
1
Lévy processes
1
Mathematical programming
1
Mathematische Optimierung
1
Mean Reversion
1
Mean reversion
1
Mean reverting processes
1
Mixed Tempered Stable distribution
1
Multistage portfolio optimization problem
1
Multivariate stochastic dominance
1
Non-convex optimization
1
Optimal control
1
Portfolio management
1
Portfolio optimization
1
Portfolio strategies
1
Prospect Theory
1
Prospect theory
1
Robustness and sensitivity analysis
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic dominance constraints
1
Stopping times
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Conference paper
Article in journal
45
Aufsatz in Zeitschrift
45
Konferenzbeitrag
5
Language
All
English
5
Author
All
Hitaj, Asmerilda
2
Angelelli, Enrico
1
Consigli, Giorgio
1
Herzel, Stefano
1
Lozza, Sergio Ortobelli
1
Mastrogiacomo, Elisa
1
Mercuri, Lorenzo
1
Ndoci, Alda
1
Nicolosi, Marco
1
Petrová, Barbora
1
Rroji, Edit
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
International journal of economics and financial issues : IJEFI
24
Energy reports
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Total quality management & business excellence : an official journal of the European Society for Organisational Excellence
13
Labour economics : official journal of the European Association of Labour Economists
12
The future opportunities and challenges of business in digital era 4.0 : proceedings of the 2nd International Conference on Economics, Business and Entrepreneurship (ICEBE 2019), Bandar Lampung, Indonesia, 1 November, 2019
12
The European journal of finance
11
The TQM journal : the international review of organizational improvement
11
The journal of real estate finance and economics
11
The American economic review
10
International journal of production economics
8
Multiple criteria decision making in finance, insurance and investment
8
Proceedings of the 5th International Conference on Economic Management and Green Development
8
Quantitative finance
8
Research in transportation economics
8
Understanding digital industry : proceedings of the Conference on Managing Digital Industry, Technology and Entrepreneurship (CoMDITE 2019), July 10-11, 2019, Bandung, Indonesia
8
Embracing diversity in organisations : 7th International OFEL Conference on Governance, Management and Entrepreneurship : 5th - 6th April 2019, Dubrovnik, Croatia
7
International journal of innovation management
7
Revue d'économie politique
7
Competition and cooperation in economics and business : Proceedings of the Asia-Pacific Research in Social Sciences and Humanities, Depok, Indonesia, 7-9 November 2016, Topics in Economics and Business
6
Journal of purchasing and supply management
6
Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (Online)
6
The impact of globalization on international finance and accounting : 18th Annual Conference on Finance and Accounting (ACFA)
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
International journal of theoretical and applied finance
5
Journal of business ethics : JOBE
5
Journal of international economics
5
Public sector accountants and quantum leap : how far we can survive in Industrial Revolution 4.0? : proceedings of the 1st International Conference on Public Sector Accounting (ICOPSA 2019), October 29-30, 2019, Jakarta, Indonesia
5
Agrarian economy and rural development : realities and perspectives for Romania : 7th edition of the International Symposium
4
Empirica : journal of european economics
4
Interdisciplinary management research XVI ; 1
4
Interdisciplinary management research XVI ; 2
4
International journal of sport finance
4
International review of economics & finance : IREF
4
Journal of accounting & economics
4
Journal of business finance & accounting : JBFA
4
Journal of productivity analysis
4
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
4
Supply chain management and logistics in emerging markets : selected papers from the 2018 MIT SCALE Latin America Conference
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
2
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
3
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
Saved in:
4
Timing portfolio strategies with exponential Lévy processes
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Ndoci, Alda
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 97-127
Persistent link: https://www.econbiz.de/10011993426
Saved in:
5
Portfolio choice under cumulative prospect theory : sensitivity analysis and an empirical study
Consigli, Giorgio
;
Hitaj, Asmerilda
;
Mastrogiacomo, Elisa
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011993439
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->