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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~isPartOf:"Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics"
~person:"Vanduffel, Steven"
~subject:"Mathematical programming"
~subject:"Theory"
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Mathematical programming
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Portfolio selection
8
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8
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2
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2
Decision analysis
2
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2
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Vanduffel, Steven
Liesiö, Juuso
9
Salo, Ahti A.
7
Steuer, Ralph E.
7
Escobar, Marcos
6
Li, Duan
6
Kim, Woo Chang
5
Mulvey, John M.
5
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4
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4
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Gu, Jia-Wen
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Ching, Wai Ki
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Dhaene, Jan
3
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Gao, Jianjun
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Kaas, R.
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European journal of operational research : EJOR
Quantitative finance
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
Insurance / Mathematics & economics
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Economics letters
1
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Forthcoming in Quantitative Finance
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Journal of the Operational Research Society
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
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:
2
Optimal portfolios under a correlation constraint
Bernard, Carole
;
Cornilly, Dries
;
Vanduffel, Steven
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 333-345
Persistent link: https://www.econbiz.de/10011906370
Saved in:
3
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:
4
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
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