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1
Optimal currency portfolio with implied return distribution in the
mean-variance
approach
Hibiki, Yuta
;
Kiriu, Takuya
;
Hibiki, Norio
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10014548364
Saved in:
2
Application of nonparametric stochastic dominance approach in the performance evaluation of Indian mutual funds
Maheen, Muhammad Sali
;
Resia Beegam, S.
- In:
Journal of quantitative economics
21
(
2023
)
3
,
pp. 663-680
Persistent link: https://www.econbiz.de/10014381367
Saved in:
3
Attribution of ex-post realized Sharpe ratio to the predictability of the ex-ante forecast return and risk
Shimizu, Masahito
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 109-124
Persistent link: https://www.econbiz.de/10012589114
Saved in:
4
Strategic decision concerning tourist origins portfolio: a decision process based on the ELECTRE method and applied to French Polynesia
Botti, Laurent
;
Petit, Sylvain
;
Zhang, Linjia
- In:
Tourism economics : the business and finance of tourism …
26
(
2020
)
5
,
pp. 830-843
Persistent link: https://www.econbiz.de/10012265973
Saved in:
5
Diversification, risk aversion and expectation in a holdout scenario
Eggert, Wolfgang
;
Stephan, Maximilian
;
Temme, Janine
; …
-
2015
-
Version 2015/10/09
is characterised by the
mean-variance
approach
. We investigate intercreditor conflict by diverse portfolio structure. We …
Persistent link: https://www.econbiz.de/10011343761
Saved in:
6
The
mean-variance
approach
for global supply chain risk analysis with air logistics in the blockchain technology era
Choi, Tsan-Ming
;
Wen, Xin
;
Sun, Xuting
;
Chung, Sai Ho
- In:
Transportation research / E : an international journal
127
(
2019
),
pp. 178-191
Persistent link: https://www.econbiz.de/10012041126
Saved in:
7
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
8
Channel coordination of a risk-averse supply chain : a
mean-variance
approach
Biswas, Indranil
;
Adhikari, Arnab
;
Biswas, Baidyanath
- In:
Decision : official journal of Indian Institute of …
47
(
2020
)
4
,
pp. 415-429
Persistent link: https://www.econbiz.de/10012485351
Saved in:
9
Optimal asset allocation: Risk and information uncertainty
Yam, Sheung Chi Phillip
;
Yang, Hailiang
;
Yuen, Fei Lung
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 554-561
Persistent link: https://www.econbiz.de/10011444354
Saved in:
10
Holdout behaviour : a question of diversification, risk aversion and expectation
Eggert, Wolfgang
;
Stephan, Maximilian
;
Temme, Janine
; …
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 623-626
Persistent link: https://www.econbiz.de/10011628035
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