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~isPartOf:"Operations research letters"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Theorie"
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Portfolio selection
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Risikomaß
28
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20
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9
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9
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8
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Shapiro, Alexander
3
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Operations research letters
Insurance / Mathematics & economics
186
Journal of banking & finance
113
European journal of operational research : EJOR
94
Risks : open access journal
82
Journal of risk
75
Finance research letters
55
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47
Discussion paper / Tinbergen Institute
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International review of financial analysis
44
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International journal of forecasting
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Journal of risk and financial management : JRFM
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International journal of theoretical and applied finance
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SFB 649 discussion paper
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Astin bulletin : the journal of the International Actuarial Association
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Energy economics
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The journal of credit risk : published quarterly by Incisive Media
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Journal of international financial markets, institutions & money
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Mathematics of operations research
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Applied economics letters
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ECONIS (ZBW)
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1
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
2
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
3
Hedging-based utility risk measure customized for individual investors
Dong, Linjia
;
Yang, Zhaojun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 509-512
Persistent link: https://www.econbiz.de/10013449436
Saved in:
4
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
Saved in:
5
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Saved in:
6
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
7
Robust assortment optimization using worst-case CVaR under the multinomial logit model
Li, Xiaolong
;
Ke, Jiannan
- In:
Operations research letters
47
(
2019
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10012110613
Saved in:
8
Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar
;
Prashanth L. A.
;
Bhat, Sanjay P.
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 16-20
Persistent link: https://www.econbiz.de/10011991314
Saved in:
9
A closed-form solution of the Black-Litterman model with conditional value at risk
Pang, Tao
;
Karan, Cagatay
- In:
Operations research letters
46
(
2018
)
1
,
pp. 103-108
Persistent link: https://www.econbiz.de/10011807965
Saved in:
10
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
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