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~person:"Rossello, Damiano"
~source:"econis"
~subject:"Portfolio-Management"
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Portfolio-Management
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Robustes Verfahren
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Rossello, Damiano
Fabozzi, Frank J.
9
Kim, Jang Ho
8
Kim, Woo Chang
8
Han, Yingwei
5
Larsen, Linda Sandris
5
Perchet, Romain
5
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4
Costa, Giorgio
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Escobar, Marcos
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Laeven, Roger J. A.
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Li, Zhongfei
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McAleer, Michael
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Pachamanova, Dessislava A.
4
Rustem, Berç
4
Carvalho, Raul Leote de
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Gotoh, Jun-ya
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European journal of operational research : EJOR
1
Journal of banking & finance
1
Operational research : an international journal
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ECONIS (ZBW)
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1
A hybrid approach to the discrepancy in financial performance’s robustness
Arcidiacono, Sally Giuseppe
;
Rossello, Damiano
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 5441-5476
Persistent link: https://www.econbiz.de/10013445626
Saved in:
2
Ranking of investment funds : acceptability versus robustness
Rossello, Damiano
- In:
European journal of operational research : EJOR
245
(
2015
)
3
,
pp. 828-836
Persistent link: https://www.econbiz.de/10011312111
Saved in:
3
Beyond Sharpe ratio : optimal asset allocation using different performance ratios
Farinelli, Simone
;
Ferreira, Manuel
;
Rossello, Damiano
; …
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2057-2063
Persistent link: https://www.econbiz.de/10003778591
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