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Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
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Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita; Ferrari, Davide; Paterlini, Sandra - In: European journal of operational research : EJOR 250 (2016) 1, pp. 251-261
Persistent link: https://www.econbiz.de/10011441400
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Naive versus optimal diversification : tail risk and performance
Hwanga, Inchang; Xu, Simon; In, Francis - In: European journal of operational research : EJOR 265 (2018) 1, pp. 372-388
Persistent link: https://www.econbiz.de/10011805506
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Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
Mynbayeva, Elmira; Lamb, John D.; Zhao, Yuan - In: European journal of operational research : EJOR 301 (2022) 2, pp. 694-707
Persistent link: https://www.econbiz.de/10013207672
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Hedging political risk in international portfolios
Lotfi, Somayyeh; Pagliardi, Giovanni; Paparoditis, … - In: European journal of operational research : EJOR 322 (2025) 2, pp. 629-646
Persistent link: https://www.econbiz.de/10015412068
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Statistical inference for Mt/G/Infinity queueing systems under incomplete observations
Li, Dongmin; Hu, Qingpei; Wang, Lujia; Yu, Dan - In: European journal of operational research : EJOR 279 (2019) 3, pp. 882-901
Persistent link: https://www.econbiz.de/10012102795
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Directional distances and their robust versions : computational and testing issues
Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 237 (2014) 1, pp. 358-369
Persistent link: https://www.econbiz.de/10010378590
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A bootstrap approach for bandwidth selection in estimating conditional efficiency measures
Bădin, Luiza; Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 277 (2019) 2, pp. 784-797
Persistent link: https://www.econbiz.de/10012022136
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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
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Comparing large-sample maximum Sharpe ratios and incremental variable testing
Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579
Persistent link: https://www.econbiz.de/10011811449