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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics"
~person:"Vanduffel, Steven"
~subject:"Theory"
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Vanduffel, Steven
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European journal of operational research : EJOR
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
Insurance / Mathematics & economics
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ECONIS (ZBW)
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Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
2
Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection
Bernard, C.
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 469-480
Persistent link: https://www.econbiz.de/10010356721
Saved in:
3
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
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