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~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
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Portfolio selection
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European journal of operational research : EJOR
Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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6
Theory and decision : an international journal for multidisciplinary advances in decision science
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1
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
2
Second-order stochastic dominance constrained portfolio optimization : theory and computational tests
Kallio, Markku
;
Hardoroudi, Nasim Dehghan
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 675-685
Persistent link: https://www.econbiz.de/10011801909
Saved in:
3
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
4
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
Saved in:
5
A discontinuous mispricing model under asymmetric information
Buckley, Winston S.
;
Long, Hongwei
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 944-955
Persistent link: https://www.econbiz.de/10010513805
Saved in:
6
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
7
Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu
;
Gao, Jianjun
;
Li, Xun
;
Li, Duan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
Saved in:
8
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Saved in:
9
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
10
On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva
;
Escudero, Laureano F.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
Saved in:
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