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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"European journal of operational research : EJOR"
~person:"Markowitz, Harry"
~person:"Street, Alexandre"
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Portfolio selection
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Markowitz, Harry
Street, Alexandre
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European journal of operational research : EJOR
The theory and practice of investment management
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Journal de la Société de Statistique de Paris
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Monograph / Cowles Foundation for Research in Economics, Yale University
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Variations in economic analysis : essays in honor of Eli Schwartz
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Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
Saved in:
2
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
3
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Saved in:
4
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
5
Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences
Rudloff, Birgit
;
Street, Alexandre
;
Valladão, Davi M.
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 743-750
Persistent link: https://www.econbiz.de/10010360424
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