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~isPartOf:"European journal of operational research : EJOR"
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Portfolio selection
384
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384
Theorie
268
Theory
268
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120
Mathematische Optimierung
120
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77
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76
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European journal of operational research : EJOR
NBER working paper series
628
Journal of banking & finance
609
Working paper / National Bureau of Economic Research, Inc.
580
NBER Working Paper
459
Insurance / Mathematics & economics
389
Finance research letters
372
Discussion paper / Centre for Economic Policy Research
293
International review of financial analysis
289
Journal of financial economics
288
The journal of finance : the journal of the American Finance Association
274
The journal of asset management
260
The journal of portfolio management : a publication of Institutional Investor
255
Journal of economic dynamics & control
252
SpringerLink / Bücher
244
MPRA Paper
242
Management science : journal of the Institute for Operations Research and the Management Sciences
223
Research paper series / Swiss Finance Institute
223
International journal of theoretical and applied finance
221
IMF Staff Country Reports
214
Applied economics
213
Journal of empirical finance
210
The review of financial studies
208
Finance and stochastics
197
Working Paper
197
Economic modelling
191
Quantitative finance
188
Journal of financial and quantitative analysis : JFQA
187
IMF Working Papers
185
International review of economics & finance : IREF
185
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Journal of international money and finance
177
The European journal of finance
174
Risks : open access journal
169
The North American journal of economics and finance : a journal of financial economics studies
167
Journal of risk and financial management : JRFM
162
Working paper
162
Pacific-Basin finance journal
158
Swiss Finance Institute Research Paper
152
Economics letters
151
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ECONIS (ZBW)
395
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1
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
2
First passage times in
portfolio
optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
3
The impact of ambiguity on dynamic
portfolio
selection in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
4
Distributed mean reversion online
portfolio
strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
5
Portfolio
optimization through a network approach : network assortative mixing and
portfolio
diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
6
Kernel quantile estimators for nested simulation with application to
portfolio
value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
7
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
Saved in:
8
Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van
;
Forsyth, Peter A.
;
Li, Yuying
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
Saved in:
9
On solving robust log-optimal
portfolio
: a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
Saved in:
10
Parallel and comparative use of three multicriteria decision support methods in an environmental
portfolio
problem
Marttunen, Mika
;
Haara, Arto
;
Hjerppe, Turo
;
Kurttila, Mikko
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 842-859
Persistent link: https://www.econbiz.de/10014335282
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