I am interested especially in medieval Germany (other parts of Europe welcome too) and classic Greek up-do's like in these images of sculptures.
I assume a simple string tie would not work for holding up a ponytail, yeah?
In general if your hair is curly and greasy then it will hold up better, so naturally curly hair or curling the hair first will help. Another thing you can do is braid the hair first then pin the braids up, hair pins and strings will be less slippery in braids.
You might be interested in reading this, after a lot of research the author found that the Romans used a large needle and threads/string to sew through the hair (especially braids) and created various intricate hairstyles.