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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~person:"Epstein, D."
~person:"Konno, Hiroshi"
~subject:"Mathematische Optimierung"
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Portfolio selection
Mathematische Optimierung
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Epstein, D.
Konno, Hiroshi
Korn, Ralf
11
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4
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4
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4
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Journal of economic theory
International journal of theoretical and applied finance
Mathematical methods of operations research
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
3
Computational Management Science : CMS
2
Research memorandum / International Institute for Applied Systems Analysis : RM
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Asia-Pacific financial markets
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Financial engineering and the Japanese markets
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ECONIS (ZBW)
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1
A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi
;
Takaya, Yoshihiro
;
Yamamoto, Rei
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 355-366
Persistent link: https://www.econbiz.de/10008904372
Saved in:
2
A maximal predictability portfolio model : algorithm and performance evaluation
Yamamoto, Rei
;
Ishii, Daisuke
;
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1095-1109
Persistent link: https://www.econbiz.de/10003631030
Saved in:
3
A mean-variance-skewness model : algorithm and applications
Konno, Hiroshi
;
Yamamoto, Rei
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 409-423
Persistent link: https://www.econbiz.de/10002980613
Saved in:
4
Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
Saved in:
5
A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
Saved in:
6
Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
Saved in:
7
Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
Saved in:
8
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
Saved in:
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