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~isPartOf:"European journal of operational research : EJOR"
~person:"Albrecht, Peter"
~person:"Josa-Fombellida, Ricardo"
~person:"Levy, Haim"
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Albrecht, Peter
Josa-Fombellida, Ricardo
Levy, Haim
Liesiö, Juuso
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European journal of operational research : EJOR
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
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Studies in Risk and Uncertainty
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Allokation der Ressourcen bei Sicherheit und Unsicherheit : Festschrift für Leonhard Männer
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Applied mathematical finance
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Asian Finance Association (AsianFA) 2015 Conference Paper
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CESifo working papers
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
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Der Aktuar; (2002) 1
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Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
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Finanzmarkt und Portfolio-Management
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GRIR - German Risk and Inaurance Review - Invited Papers
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German Risk and Insurance Review ; 1 (2005), S. 21-152
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1
Equilibrium strategies in a defined benefit pension plan game
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 374-386
Persistent link: https://www.econbiz.de/10011993327
Saved in:
2
Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
Saved in:
3
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
Saved in:
4
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
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