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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
NBER working paper series
604
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603
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534
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438
Finance research letters
396
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259
Discussion paper / Centre for Economic Policy Research
258
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255
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233
International journal of theoretical and applied finance
232
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231
Research paper series / Swiss Finance Institute
231
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227
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203
Mathematical finance : an international journal of mathematics, statistics and financial theory
196
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195
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191
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183
International review of economics & finance : IREF
179
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174
Economics letters
172
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Europäische Hochschulschriften / 5
167
The North American journal of economics and finance : a journal of financial economics studies
164
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158
Discussion paper / Tinbergen Institute
149
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145
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141
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ECONIS (ZBW)
389
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1
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
2
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
3
Portfolio problems with two levels decision-makers : optimal portfolio selection with pricing decisions on transaction costs
Leal, Marina
;
Ponce, Diego
;
Puerto, Justo
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 712-727
Persistent link: https://www.econbiz.de/10012238787
Saved in:
4
Asset allocation with correlation : a composite trade-off
Carroll, Rachael
;
Conlon, Thomas
;
Cotter, John
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1164-1180
Persistent link: https://www.econbiz.de/10011802497
Saved in:
5
A linearized value-at-risk model with transaction costs and short selling
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Mu, Da-Ren
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 872-878
Persistent link: https://www.econbiz.de/10011386345
Saved in:
6
Asset allocation with distorted beliefs and transaction costs
Kozhan, Roman
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10003835447
Saved in:
7
Twenty years of linear programming based portfolio optimization
Mansini, Renata
;
Ogryczak, Włodzimierz
;
Speranza, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 518-535
Persistent link: https://www.econbiz.de/10010356709
Saved in:
8
Impulse control of pension fund contributions, in a regime switching economy
Hainaut, Donatien
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 810-819
Persistent link: https://www.econbiz.de/10010411480
Saved in:
9
A possible mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
Zhang, Wei-guo
;
Liu, Yong-jun
;
Xu, Wei-jun
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 341-349
Persistent link: https://www.econbiz.de/10009570407
Saved in:
10
Online portfolio selection with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
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