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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:"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"
~subject:"Stochastic process"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
Derivat
Econometric model
Financial economics
Monetary policy
Risikoprämie
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Stochastic process
Theorie
39
Theory
39
Portfolio-Management
18
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13
Mathematische Optimierung
13
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29
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English
29
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Altig, David
Clare, Andrew D.
Kumbhakar, Subal
Li, Duan
Poncet, Patrice
Satchell, Stephen
Steuer, Ralph E.
Escudero, Laureano F.
11
Liesiö, Juuso
10
Lioui, Abraham
8
Shapiro, Alexander
8
Gendreau, Michel
7
Salo, Ahti A.
7
Branger, Nicole
6
Fabozzi, Frank J.
6
Pichler, Alois
6
Levy, Moshe
5
Post, Thierry
5
Rossi, Roberto
5
Street, Alexandre
5
Tarim, S. Armagan
5
Tsionas, Efthymios G.
5
Balbás de la Corte, Alejandro
4
Brandtner, Mario
4
Grechuk, Bogdan
4
Kiesmüller, Gudrun
4
Levy, Haim
4
Maggioni, Francesca
4
Pflug, Georg
4
Powell, Warren B.
4
Speranza, Maria Grazia
4
Uhrig-Homburg, Marliese
4
Utz, Sebastian
4
Vanduffel, Steven
4
Wimmer, Maximilian
4
Zhu, Shushang
4
Ahmed, Shabbir
3
Alexander, Carol
3
Baptista, Alexandre M.
3
Bertazzi, Luca
3
Boute, Robert N.
3
Côté, Jean-François
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of productivity analysis
5
The journal of futures markets
3
American journal of agricultural economics
2
Applied financial economics
2
Econometric reviews
2
Journal of money, credit and banking : JMCB
2
Journal of the Operational Research Society : OR
2
Journal of time series econometrics
2
Quantitative finance
2
The journal of computational finance
2
Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
1
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1
Applied economics
1
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1
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1
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1
Economic review
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Economics letters
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Economics of innovation and new technology
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
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of economics : RISEC
1
Journal of agricultural economics : JAE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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 pension economics and finance : JPEF
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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
Stochastic frontier models with time-varying conditional variances
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1115-1132
Persistent link: https://www.econbiz.de/10012502428
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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