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A linear risk-return model for enhanced indexation in portfolio optimization
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 735-759
Persistent link: https://www.econbiz.de/10011296700
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A general test for SSD portfolio efficiency
Kopa, Milos̆; Post, Thierry - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
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Robust worst-case optimal investment
Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; … - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
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Financial optimization : optimization paradigms and financial planning under uncertainty
Consigli, Giorgio; Brandimarte, Paulo; Kuhn, Daniel - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 553-557
Persistent link: https://www.econbiz.de/10011296756
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A robust asset-liability management framework for investment products with guarantees
Gülpınar, Nalân; Pachamanova, Dessislava A.; … - In: OR spectrum : quantitative approaches in management 38 (2016) 4, pp. 1007-1041
Persistent link: https://www.econbiz.de/10011686059
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Stabilized column generation for the temporal knapsack problem using dual-optimal inequalities
Gschwind, Timo; Irnich, Stefan - In: OR spectrum : quantitative approaches in management 39 (2017) 2, pp. 541-556
Persistent link: https://www.econbiz.de/10011707141
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Public R&D project portfolio selection problem with cancellations
Çağlar, Musa; Gürel, Sinan - In: OR spectrum : quantitative approaches in management 39 (2017) 3, pp. 659-687
Persistent link: https://www.econbiz.de/10011707170
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A log-robust optimization approach to portfolio management
Kawas, Ban; Thiele, Aurélie - In: OR spectrum : quantitative approaches in management 33 (2011) 1, pp. 207-233
Persistent link: https://www.econbiz.de/10008823018
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Credibilitic mean-variance model for multi-period portfolio selection problem with risk control
Zhang, Wei-guo; Liu, Yong-jun - In: OR spectrum : quantitative approaches in management 36 (2014) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10010251262
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177