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Portfolio selection problems consistent with given preference orderings

Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38

Persistent link: https://www.econbiz.de/10009783998

Optimal sampling laws for stochastically constrained simulation optimization on finite sets

Hunter, Susan R.; Pasupathy, Raghu - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 527-542

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Options strategies for international portfolios with overall risk management via multi-stage stochastic programming

Yin, Libo; Han, Liyan - In: Including special section: applications of operations …, (pp. 557-576). 2013

Persistent link: https://www.econbiz.de/10009792017

Generating multi-factor arbitrage-free scenario trees with global optimization

Consiglio, Andrea; Carollo, Angelo; Zenios, Stauros Andrea - 2014

Persistent link: https://www.econbiz.de/10010243999

Stochastic mixed-integer programming for integrated portfolio planning in the LNG supply chain

Werner, Adrian; Uggen, kristin Tolstad; Fodstad, Marte; … - In: The energy journal 35 (2014) 1, pp. 79-97

Persistent link: https://www.econbiz.de/10010246066

Multi-horizon stochastic programming

Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 179-193

Persistent link: https://www.econbiz.de/10010251203

Power utility maximization in constrained exponential Lévy models

Nutz, Marcel - In: Mathematical finance : an international journal of … 22 (2012) 4, pp. 690-709

Persistent link: https://www.econbiz.de/10009614940

Consumption-portfolio optimization with recursive utility in incomplete markets

Kraft, Holger; Seifried, Frank Thomas; Steffensen, Mogens - In: Finance and stochastics 17 (2013) 1, pp. 161-196

Persistent link: https://www.econbiz.de/10009682287

Algorithm portfolios for logistics optimization considering stochastic demands and mobility allowance

Shukla, Nagesh; Choudhary, Alok K.; Prakash, P. K. S.; … - In: International journal of production economics 141 (2013) 1, pp. 146-166

Persistent link: https://www.econbiz.de/10009685682

Essays on behavioral portfolio management : theory and application

Singer, Nico - 2011

The aim of this dissertation is the behavioral portfolio selection problem in which risk is measured as the probability of shortfall. Using behavioral elements, such as mental accounting, and emotions and cognition, this dissertation investigates empirical issues related to behavioral asset...

Persistent link: https://www.econbiz.de/10009668052

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