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~isPartOf:"European journal of operational research : EJOR"
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Portfolio selection
391
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391
Theorie
271
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271
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120
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120
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77
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77
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Liesiö, Juuso
12
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9
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7
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European journal of operational research : EJOR
Journal of banking & finance
570
NBER working paper series
534
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
436
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
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204
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200
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
191
Journal of financial and quantitative analysis : JFQA
178
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
175
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
172
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
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130
Research in international business and finance
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ECONIS (ZBW)
391
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1
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10
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391
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1
Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
Saved in:
2
Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole
;
Mahayni, Antje
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
Saved in:
3
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
4
Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals
Pohl, Erik
;
Geldermann, Jutta
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 386-395
Persistent link: https://www.econbiz.de/10014574046
Saved in:
5
Robust decisions for heterogeneous agents via certainty equivalents
Balter, Anne G.
;
Schweizer, Nikolaus
- In:
European journal of operational research : EJOR
317
(
2024
)
1
,
pp. 171-184
Persistent link: https://www.econbiz.de/10014634766
Saved in:
6
Modeling project interactions in multiattribute portfolio decision analysis : axiomatic foundations and practical implications
Liesiö, Juuso
;
Kee, Taeyoung
;
Malo, Pekka
- In:
European journal of operational research : EJOR
316
(
2024
)
3
,
pp. 988-1000
Persistent link: https://www.econbiz.de/10014576903
Saved in:
7
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
8
First passage times in
portfolio
optimization
: a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
9
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
10
Multi-period
portfolio
optimization
using model predictive control with mean-variance and risk parity frameworks
Li, Xiaoyue
;
Uysal, A. Sinem
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1158-1176
Persistent link: https://www.econbiz.de/10013207254
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