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linear programming
Portfolio-Management
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Portfolio selection
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Corporate social responsibility
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Theory
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Post, G.T.
3
Post, Post, G.T.
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Adelmann, Maximilian
2
Arvanitis, Stelios
2
Fernandez-Arjona, Lucio
2
Giard, Vincent
2
Keykhaei, Reza
2
Mayer, János
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Post, Thierry
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Schmedders, Karl
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Topaloglou, Nikolas
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Afful, Annshirley Aba
1
Afful, Raymond Benjamin
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Ahn, Andrew
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Asare, Michael Kofi
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Boutin-Dufresne, François
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Cenci, Marisa
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Dehouche, Nassim
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Delage, Erick
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Fang, Yi
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Filippini, Floriana
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Gaillardetz, Patrice
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García, José María
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Golodnikov, Alex
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Guo, Shaoyan
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Hachem, Saeb
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Haugh, Martin B.
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Henide, Karim
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Huang, Xiaolin
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Huo, Yanli
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Jahandideh, Mohamad Taghi
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Kopa, Miloš
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Kuzmenko, Viktor
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León, Teresa
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Liern, Vicente
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Marco, Paulina
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Scaillet, Olivier
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Toukourou, Youssouf A. F.
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Uryasev, Stan
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Vercher, Enriqueta
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
3
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
3
Dipartimento di Economia, Università degli Studi di Roma 3
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
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ERIM Report Series Research in Management
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
3
International journal of applied management science
2
Operations research
2
RAIRO / Operations research
2
Asian journal of management science and applications : AJMSA
1
Astin bulletin : the journal of the International Actuarial Association
1
Departmental Working Papers of Economics - University 'Roma Tre'
1
Economics Papers from University Paris Dauphine
1
Fuzzy Economic Review
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC
1
Journal of agricultural and applied economics : JAEE
1
Journal of risk and financial management : JRFM
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Open Access publications from Université Paris-Dauphine
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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The journal of investment strategies
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ECONIS (ZBW)
17
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1
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
Saved in:
2
Solving the value-at-risk minimisation model with linear programming techniques
Xu, Chunhui
;
Huang, Xiaolin
;
Huo, Yanli
;
Wang, Shuning
- In:
Asian journal of management science and applications : AJMSA
2
(
2015/2016
)
3
,
pp. 228-244
Persistent link: https://www.econbiz.de/10011713533
Saved in:
3
Spanning analysis of stock market anomalies under prospect stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 6002-6025
Persistent link: https://www.econbiz.de/10015137989
Saved in:
4
Tangency portfolios in the LP solvable portfolio selection models
Keykhaei, Reza
;
Jahandideh, Mohamad Taghi
- In:
RAIRO / Operations research
46
(
2012
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10010222525
Saved in:
5
Linear programming and the control of diffusion processes
Ahn, Andrew
;
Haugh, Martin B.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
4
,
pp. 646-657
Persistent link: https://www.econbiz.de/10011422652
Saved in:
6
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
7
Non-profit project portfolio evaluation and selection : a multi-criteria approach
Dehouche, Nassim
- In:
International journal of applied management science
7
(
2015
)
4
,
pp. 338-363
Persistent link: https://www.econbiz.de/10011518419
Saved in:
8
Optimising a bank's credit portfolio
Afful, Annshirley Aba
;
Asare, Michael Kofi
;
Afful, …
- In:
International journal of applied management science
8
(
2016
)
1
,
pp. 68-82
Persistent link: https://www.econbiz.de/10011592357
Saved in:
9
On integrated chance constraints in alm for pension funds
Toukourou, Youssouf A. F.
;
Boutin-Dufresne, François
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 571-609
Persistent link: https://www.econbiz.de/10011875667
Saved in:
10
A note on optimal portfolio corresponding to the CVaR ratio
Keykhaei, Reza
- In:
RAIRO / Operations research
51
(
2017
)
4
,
pp. 921-930
Persistent link: https://www.econbiz.de/10011859070
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