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Portfolio selection
42
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164
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153
European journal of operational research : EJOR
152
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109
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98
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86
International review of financial analysis
79
SpringerLink / Bücher
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70
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70
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70
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Operations research letters
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1
Systemic portfolio diversification
Capponi, Agostino
;
Weber, Marko
- In:
Operations research
72
(
2024
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
Saved in:
2
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
3
Optimal leveraged portfolio selection under quasi-elastic market impact
Edirisinghe, Chanaka
;
Chen, Jingnan
;
Jeong, Jaehwan
- In:
Operations research
71
(
2023
)
5
,
pp. 1558-1576
Persistent link: https://www.econbiz.de/10014393151
Saved in:
4
Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
Saved in:
5
Cross-sectional variation of intraday liquidity, cross-impact, and their effect on portfolio execution
Min, Seungki
;
Maglaras, Costis
;
Moallemi, Ciamac C.
- In:
Operations research
70
(
2022
)
2
,
pp. 830-846
Persistent link: https://www.econbiz.de/10013365796
Saved in:
6
Time-varying risk aversion and dynamic portfolio allocation
Li, Haitao
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Operations research
70
(
2022
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012820635
Saved in:
7
Optimal portfolio diversification via independent component analysis
Lassance, Nathan
;
DeMiguel, Victor
;
Vrins, Frédéric
- In:
Operations research
70
(
2022
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10012820639
Saved in:
8
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
9
Optimal dynamic momentum strategies
Li, Kai
;
Liu, Jun
- In:
Operations research
70
(
2022
)
4
,
pp. 2054-2068
Persistent link: https://www.econbiz.de/10013366412
Saved in:
10
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
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