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Portfolio selection : a target-distribution approach
Lassance, Nathan; Vrins, Frédéric - In: European journal of operational research : EJOR 310 (2023) 1, pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
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Cardinality-constrained distributionally robust portfolio optimization
Kobayashi, Ken; Takano, Yuichi; Nakata, Kazuhide - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1173-1182
Persistent link: https://www.econbiz.de/10014435005
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Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
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Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan; Zu, Shushang; Fabozzi, Frank J.; … - In: European journal of operational research : EJOR 203 (2010) 1, pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
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Merging experts’ opinions : a Bayesian hierarchical model with mixture of prior distributions
Rufo, M. J.; Pérez, C. J.; Martín, J. - In: European journal of operational research : EJOR 207 (2010) 1, pp. 284-289
Persistent link: https://www.econbiz.de/10003997237
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Quasi-stationary distributions for discrete-state models
Doorn, Erik A. van; Pollett, Philip K. - In: European journal of operational research : EJOR 230 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009766821
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Construction of asymmetric copulas and its application in two-dimensional reliability modelling
Wu, Shaomin - In: European journal of operational research : EJOR 238 (2014) 2, pp. 476-485
Persistent link: https://www.econbiz.de/10010400207
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Generalized moment-independent importance measures based on Minkowski distance
Zhai, Qingqing; Yang, Jun; Xie, Min; Zhao, Yu - In: European journal of operational research : EJOR 239 (2014) 2, pp. 449-455
Persistent link: https://www.econbiz.de/10010407842
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A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
Kim, Bara; Kim, Jeongsim - In: European journal of operational research : EJOR 220 (2012) 1, pp. 132-134
Persistent link: https://www.econbiz.de/10009531561
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Subexponential asymptotics of the stationary distributions of M/G/1-type Markov chains
Masuyama, Hiroyuki - In: European journal of operational research : EJOR 213 (2011) 3, pp. 509-516
Persistent link: https://www.econbiz.de/10009158128