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type:"article"
~person:"Korn, Ralf"
~person:"Mavrotas, George"
~person:"Post, Thierry"
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Search: subject_exact:"Portfolio performance"
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Portfolio selection
67
Portfolio-Management
67
Theorie
54
Theory
54
Mathematical programming
21
Mathematische Optimierung
21
Stochastic process
14
Stochastischer Prozess
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7
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stochastic dominance
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67
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Korn, Ralf
Mavrotas, George
Post, Thierry
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Zagst, Rudi
35
Hammoudeh, Shawkat
34
Zaremba, Adam
33
Escobar, Marcos
32
Martellini, Lionel
32
Prigent, Jean-Luc
32
Markowitz, Harry
31
Račev, Svetlozar T.
31
Guidolin, Massimo
30
Li, Duan
30
Platen, Eckhard
30
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Kraft, Holger
28
Lo, Andrew W.
28
Gollier, Christian
27
Levy, Haim
27
Tiwari, Aviral Kumar
27
Zhou, Guofu
26
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Jarrow, Robert A.
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Guerard, John Baynard
23
Mensi, Walid
23
Nguyen, Duc Khuong
23
Ang, Andrew
22
Kim, Woo Chang
22
McAleer, Michael
22
Vanduffel, Steven
22
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International journal of theoretical and applied finance
7
Mathematical methods of operations research
5
European journal of operational research : EJOR
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of banking & finance
3
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3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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2
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American journal of finance and accounting
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Computers & operations research : and their applications to problems of world concern ; an international journal
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IMA journal of management mathematics
1
International journal of decision sciences, risk and management
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International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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Managerial multiple objective optimization
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Operational research : an international journal
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ECONIS (ZBW)
67
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1
R&D project portfolio selection using the Iterative Trichotomic Approach in order to study how subjectivity of the weights is reflected in the selected projects of the final portfo...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
Operational research : an international journal
23
(
2023
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014364573
Saved in:
2
The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi
;
Korn, Ralf
;
Selcuk-Kestel, A. Sevtap
- In:
Computational economics
61
(
2023
)
2
,
pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
Saved in:
3
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
4
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
5
Managing reputational risk in the decumulation phase of a pension fund
Boado-Penas, M. Carmen
;
Brinker, Leonie V.
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 52-68
Persistent link: https://www.econbiz.de/10014282469
Saved in:
6
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
7
Optimal portfolio choice with crash risk and model ambiguity
Korn, Ralf
;
Müller, Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189925
Saved in:
8
A worst-case approach for interest rate stresses and stock crashes
Beißer, Marcel
;
Geisinger, Leander
;
Korn, Ralf
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 491-510
Persistent link: https://www.econbiz.de/10013253394
Saved in:
9
Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection : a case stu...
Mavrotas, George
;
Makryvelios, Evangelos
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 794-806
Persistent link: https://www.econbiz.de/10012495366
Saved in:
10
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
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