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~isPartOf:"Journal of banking & finance"
~person:"Branger, Nicole"
~person:"Farinelli, Simone"
~person:"Gülpınar, Nalân"
~type_genre:"Article in journal"
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Search: subject_exact:"Robuste Statistik"
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Branger, Nicole
Farinelli, Simone
Gülpınar, Nalân
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2
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Journal of banking & finance
Computers & operations research : and their applications to problems of world concern ; an international journal
1
European journal of operational research : EJOR
1
International journal of production economics
1
Journal of economic dynamics & control
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
2
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
3
A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân
;
Pachamanova, Dessislava A.
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491
Saved in:
4
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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