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subject:"Portfolio selection"
type_genre:"Sammelwerk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~person:"Altig, David"
~person:"Clare, Andrew D."
~person:"Kumbhakar, Subal"
~person:"Li, Duan"
~person:"Moreno, Manuel"
~person:"Poncet, Patrice"
~person:"Satchell, Stephen"
~person:"Steuer, Ralph E."
~source:"econis"
~subject:"Derivat"
~subject:"Econometric model"
~subject:"Financial economics"
~subject:"Monetary policy"
~subject:"Risikoprämie"
~subject:"Schätzung"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Derivat
Econometric model
Financial economics
Monetary policy
Risikoprämie
Schätzung
Theorie
43
Theory
43
Portfolio-Management
20
Mathematical programming
13
Mathematische Optimierung
13
Estimation
8
Multi-criteria analysis
5
Multikriterielle Entscheidungsanalyse
5
Production function
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Risk measure
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Yield curve
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Zins
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Sammelwerk
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Aufsatzsammlung
Aufsatz in Zeitschrift
31
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English
31
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Altig, David
Clare, Andrew D.
Kumbhakar, Subal
Li, Duan
Moreno, Manuel
Poncet, Patrice
Satchell, Stephen
Steuer, Ralph E.
Liesiö, Juuso
10
Lioui, Abraham
8
Salo, Ahti A.
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Levy, Moshe
5
Balbás de la Corte, Alejandro
4
Brandtner, Mario
4
Grechuk, Bogdan
4
Levy, Haim
4
Uhrig-Homburg, Marliese
4
Utz, Sebastian
4
Wimmer, Maximilian
4
Zhu, Shushang
4
Baptista, Alexandre M.
3
Elton, Edwin J.
3
Faff, Robert W.
3
Gao, Jianjun
3
Gouriéroux, Christian
3
Gruber, Martin Jay
3
Guidolin, Massimo
3
Kerstens, Kristiaan
3
Kim, Woo Chang
3
Klein, Peter
3
Kraft, Holger
3
Kwan, Clarence C. Y.
3
Mahayni, Antje
3
Mavrotas, George
3
Monfort, Alain
3
Mulvey, John M.
3
Munk, Claus
3
Nogales, Francisco J.
3
Okunev, John
3
Palczewski, Jan
3
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European journal of operational research : EJOR
Journal of banking & finance
Journal of economic dynamics & control
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Journal of productivity analysis
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The journal of computational finance
3
The journal of futures markets
3
American journal of agricultural economics
2
Applied financial economics
2
Econometric reviews
2
Economic modelling
2
Journal of money, credit and banking : JMCB
2
Journal of the Operational Research Society : OR
2
Quantitative finance
2
Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
Annals of operations research
1
Applied economics
1
Applied mathematical finance
1
Business economics : the journal of the National Association for Business Economists
1
Economic review
1
Economics letters
1
Economics of innovation and new technology
1
Energy economics
1
European economic review : EER
1
Finance : revue de l'Association Française de Finance
1
Financial analysts journal : FAJ
1
INFOR : information systems and operational research
1
INFORMS journal on computing : JOC
1
International journal of finance & economics : IJFE
1
International review of economics : RISEC
1
Journal of agricultural economics : JAE
1
Journal of business economics : JBE
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of the Operational Research Society
1
Journal of time series econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
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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
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
3
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
4
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
Saved in:
5
Productivity spillovers and human capital : a semiparametric varying coefficient approach
Hou, Zhezhi
;
Jin, Man
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
287
(
2020
)
1
,
pp. 317-330
Persistent link: https://www.econbiz.de/10012293803
Saved in:
6
Quadratic convex reformulation for quadratic programming with linear on-off constraints
Wu, Baiyi
;
Li, Duan
;
Jiang, Rujun
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Saved in:
7
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:
8
Panel data stochastic frontier model with determinants of persistent and transient inefficiency
Lai, Hung-pin
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 746-755
Persistent link: https://www.econbiz.de/10011890405
Saved in:
9
An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
Tsionas, Efthymios G.
;
Malikov, Emir
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
270
(
2018
)
2
,
pp. 747-760
Persistent link: https://www.econbiz.de/10011869442
Saved in:
10
An approximate multi-period Vasicek credit risk model
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
81
(
2017
),
pp. 105-113
Persistent link: https://www.econbiz.de/10011816423
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