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~subject:"Portfolio selection"
~isPartOf:"Optimizing optimization : the next generation of optimization applications and theory"
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Portfolio selection
Mathematical programming
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Optimizing optimization : the next generation of optimization applications and theory
European journal of operational research : EJOR
156
Finance and stochastics
40
Insurance / Mathematics & economics
40
International journal of theoretical and applied finance
33
Computational economics
31
Quantitative finance
31
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of economic dynamics & control
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Mathematics and financial economics
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Journal of the Operational Research Society
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Finance research letters
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Mathematical methods of operations research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of asset management
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Journal of mathematical finance
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OR spectrum : quantitative approaches in management
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Operations research letters
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Economic modelling
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Operational research : an international journal
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Swiss Finance Institute Research Paper
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Computational Management Science : CMS
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Omega : the international journal of management science
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Mathematics of operations research
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INFOR : information systems and operational research
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Risks : open access journal
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Applied mathematical finance
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Operations research perspectives
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The European journal of finance
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Computational methods in decision-making, economics and finance
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International journal of production economics
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of risk and financial management : JRFM
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Journal of the Operational Research Society : OR
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Robust portfolio optimization using second-order cone programming
Kolbert, Fiona
;
Wormald, Laurence
- In:
Optimizing optimization : the next generation of …
,
(pp. 3-22)
.
2010
Persistent link: https://www.econbiz.de/10003939044
Saved in:
2
Novel approaches to portfolio construction : multiple risk models and multisolution generation
Ceria, Sebastián
;
Margot, François
;
Renshaw, Anthony
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 23-52)
.
2010
Persistent link: https://www.econbiz.de/10003939050
Saved in:
3
Optimal solutions for optimization in practice
Roxburgh, Daryl
;
Scherer, Katja
;
Matthews, Tim
- In:
Optimizing optimization : the next generation of …
,
(pp. 53-92)
.
2010
Persistent link: https://www.econbiz.de/10003939057
Saved in:
4
The Windham portfolio advisor
Kritzman, Mark
- In:
Optimizing optimization : the next generation of …
,
(pp. 93-113)
.
2010
Persistent link: https://www.econbiz.de/10003939063
Saved in:
5
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
6
Staying ahead on downside risk
Rossi, Giuliano De
- In:
Optimizing optimization : the next generation of …
,
(pp. 143-160)
.
2010
Persistent link: https://www.econbiz.de/10003939102
Saved in:
7
Optimization and portfolio selection
Forsey, Hal
;
Sortino, Frank Alphonse
- In:
Optimizing optimization : the next generation of …
,
(pp. 161-177)
.
2010
Persistent link: https://www.econbiz.de/10003939113
Saved in:
8
Computing optimal mean/downside risk frontiers : the role of ellipticity
Hall, Tony
;
Satchell, Stephen
- In:
Optimizing optimization : the next generation of …
,
(pp. 179-199)
.
2010
Persistent link: https://www.econbiz.de/10003939154
Saved in:
9
Portfolio optimization with "threshold accepting" : a practical guide
Gilli, Manfred
;
Schumann, Enrico
- In:
Optimizing optimization : the next generation of …
,
(pp. 201-223)
.
2010
Persistent link: https://www.econbiz.de/10003939156
Saved in:
10
Heuristic portfolio optimization : Bayesian updating with the Johnson family of distributions
Louth, Richard
- In:
Optimizing optimization : the next generation of …
,
(pp. 247-281)
.
2010
Persistent link: https://www.econbiz.de/10003939160
Saved in:
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