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~isPartOf:"European journal of operational research : EJOR"
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Bodnar, Taras
Laporte, Gilbert
31
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European journal of operational research : EJOR
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Computational management science
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Annals of operations research ; 229
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Mathematics and financial economics
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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
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On the equivalence of quadratic optimization problems commonly used in portfolio theory
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 637-644
Persistent link: https://www.econbiz.de/10009764304
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