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  • Search: subject:"Efficient frontiers"
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Year of publication
Subject
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Efficient frontiers 15 Portfolio selection 12 Portfolio-Management 11 Theorie 9 Theory 9 efficient frontiers 8 Diversification 6 Mathematical programming 5 Mathematische Optimierung 5 Diversifikation 4 Estimation error 3 International and domestic diversification optimal choices 3 Portfolios revision 3 Risk management 3 Transaction costs 3 fuzzy clustering 3 income inequality 3 poverty risk 3 Correlation 2 Key assets 2 Korrelation 2 Nachhaltige Entwicklung 2 Nachhaltige Kapitalanlage 2 Nachhaltigkeit 2 Optimal portfolios 2 Risikomanagement 2 Risikomaß 2 Risk measure 2 Sustainability 2 Sustainable development 2 Sustainable investment 2 Tracking error efficient frontiers 2 Value-at-Risk 2 data envelopmentanalysis 2 Armut 1 Asset allocation 1 Assets 1 Business start-up 1 Buyin thresholds 1 Cardinality constraints 1
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Online availability
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Undetermined 20 Free 4 CC license 1
Type of publication
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Article 27 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 research-article 3 Article 1
Language
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English 17 Undetermined 10 Spanish 2
Author
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Abid, Fathi 3 Mroua, Mourad 3 Steuer, Ralph E. 3 Al-Hassan, Abdullah 2 Andrés Sánchez, Jorge de 2 Auer, Benjamin R. 2 Belzunegui Eraso, Ángel Gabriel 2 Hammoudeh, Shawkat 2 Marohn, Marcel 2 Utz, Sebastian 2 Valls Fonayet, Francesc 2 Adair, Alastair 1 Araújo Santos, Paulo 1 Bamidele Oyedele, Joseph 1 Basu, Preetam 1 Bellini, Fabio 1 Belzunegui Eraso, Ángel 1 Cao, Kang Hua 1 Clutter, Michael L. 1 Dammert, Alfredo 1 García, Raúl 1 Garsztka, Przemysław 1 Grossi, Luigi 1 HOESLI, Martin 1 Hasnaoui, Amir 1 Katzler, Sigrid 1 Kenmuir, Kristin 1 Laurini, Fabrizio 1 Li, Raymond 1 McGreal, Stanley 1 Mehdiloo, Mahmood 1 Mei, Bin 1 Molina, Ana Kristel C. 1 Morrison, Alastair 1 Nair, Suresh K. 1 Naqvi, Bushra 1 Nazarian, Fatemeh Ibrahimi 1 Ogedengbe, Peter 1 Ortiz, Humberto 1 Oyedele, Joseph B. 1
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Institution
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Departamento de Economía, Pontificia Universidad Católica del Perú 1
Published in...
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European journal of operational research : EJOR 5 International Journal of Managerial Finance 2 Acta oeconomica : periodical of the Hungarian Academy of Sciences 1 Advances in Data Analysis and Classification 1 Documentos de Trabajo / Working Papers 1 Economics letters 1 Energy economics 1 Forest Policy and Economics 1 International Journal of Economics and Financial Issues 1 International journal of managerial finance : IJMF 1 International journal of strategic property management 1 Journal of European Real Estate Research 1 Journal of Financial Management of Property and Construction 1 Operational research : an international journal 1 Quantitative Finance 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Statistics & Decisions 1 Swiss Finance Institute Research Paper Series 1 The African Finance Journal 1 The North American Journal of Economics and Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 The Poznań University of Economics review 1 The energy journal 1
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Source
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ECONIS (ZBW) 15 RePEc 9 Other ZBW resources 4 EconStor 1
Showing 1 - 10 of 29
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Minimum variance investing under sustainability constraints
Marohn, Marcel; Auer, Benjamin R. - In: Economics letters 256 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015472644
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Efficient frontiers for short-term sales of spot and forward wind energy in Texas
Cao, Kang Hua; Qi, Han; Woo, Chi-keung; Zarnikau, Jay … - In: The energy journal 45 (2024) 6, pp. 37-60
Persistent link: https://www.econbiz.de/10015323737
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Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.; Qi, Yue; Wimmer, Maximilian - In: European journal of operational research : EJOR 313 (2024) 2, pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
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A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel; Auer, Benjamin R. - In: European journal of operational research : EJOR 316 (2024) 2, pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
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Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
Steuer, Ralph E.; Utz, Sebastian - In: European journal of operational research : EJOR 306 (2023) 2, pp. 742-753
Persistent link: https://www.econbiz.de/10014279072
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Evaluación de la eficiencia del gasto social en los países EU15 con análisis envolvente de datos y métodos cluster borrosos
de Andrés Sánchez, Jorge; Belzunegui Eraso, Ángel Gabriel - In: Revista de Métodos Cuantitativos para la Economía y … 30 (2020), pp. 97-116
In the study of welfare systems, the relation of the social expenditure and the indicators of vulnerability as poverty rates or income inequality indexes focus a great interest in the literature. In this way, we evaluate the productivity of social transfer policies of EU15 states, which are the...
Persistent link: https://www.econbiz.de/10014494551
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Evaluación de la eficiencia del gasto social en los países EU15 con análisis envolvente de datos y métodos cluster borrosos
Andrés Sánchez, Jorge de; Belzunegui Eraso, Ángel Gabriel - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 97-116
In the study of welfare systems, the relation of the social expenditure and the indicators of vulnerability as poverty rates or income inequality indexes focus a great interest in the literature. In this way, we evaluate the productivity of social transfer policies of EU15 states, which are the...
Persistent link: https://www.econbiz.de/10012436737
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Going beyond sustainability : the diversification benefits of green energy financial products
Naqvi, Bushra; Rizvi, Kumail Abbas; Hasnaoui, Amir; … - In: Energy economics 111 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013350210
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Strong, weak and Farrell efficient frontiers of technologies satisfying different production assumptions
Mehdiloo, Mahmood; Podinovski, Victor V. - In: European journal of operational research : EJOR 294 (2021) 1, pp. 295-311
Persistent link: https://www.econbiz.de/10012591369
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Pattern recognition in social expenditure and social expenditure performance in EU 28 countries
Andrés Sánchez, Jorge de; Belzunegui Eraso, Ángel; … - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10012437993
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