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source:"econis"
subject:"Estimation"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Lioui, Abraham"
~person:"Utz, Sebastian"
~subject:"Portfolio-Management"
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Estimation
Portfolio-Management
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Theorie
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3
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3
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3
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Lioui, Abraham
Utz, Sebastian
Liesiö, Juuso
10
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7
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Korn, Ralf
6
Li, Duan
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European journal of operational research : EJOR
International journal of theoretical and applied finance
Journal of economic dynamics & control
5
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
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The journal of futures markets
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ECONIS (ZBW)
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1
A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel
;
Auer, Benjamin R.
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 792-797
Persistent link: https://www.econbiz.de/10014575842
Saved in:
2
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
3
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
4
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
5
Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
Saved in:
6
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Hirschberger, Markus
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
Saved in:
7
Optimal benchmarking for active portfolio managers
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
226
(
2013
)
2
,
pp. 268-276
Persistent link: https://www.econbiz.de/10009718922
Saved in:
8
Safety first portfolio choice based on financial and sustainability returns
Dorfleitner, Gregor
;
Utz, Sebastian
- In:
European journal of operational research : EJOR
221
(
2012
)
1
,
pp. 155-164
Persistent link: https://www.econbiz.de/10009553132
Saved in:
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