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~isPartOf:"Discussion paper / LSE Financial Markets Group"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of mathematical economics"
~isPartOf:"McGraw-Hill series in finance"
~person:"Blake, David"
~person:"Vanduffel, Steven"
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Discussion paper / LSE Financial Markets Group
European journal of operational research : EJOR
Journal of mathematical economics
McGraw-Hill series in finance
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1
Optimal multivariate financial decision making
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
Saved in:
2
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
3
Rationalizing investors' choices
Bernard, Carole
;
Chen, Jit Seng
;
Vanduffel, Steven
- In:
Journal of mathematical economics
59
(
2015
),
pp. 10-23
Persistent link: https://www.econbiz.de/10011573437
Saved in:
4
Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection
Bernard, C.
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 469-480
Persistent link: https://www.econbiz.de/10010356721
Saved in:
5
Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew
(
contributor
);
Blake, David
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003358255
Saved in:
6
UK pension fund management after Myners : the hunt for correlation begins
Blake, David
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003358267
Saved in:
7
Performance clustering and incentives in the UK pension fund industry
Blake, David
(
contributor
);
Lehmann, Bruce Neal
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003358245
Saved in:
8
Financial market analysis
Blake, David
-
1990
Persistent link: https://www.econbiz.de/10013469014
Saved in:
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