Search Results - subject:"Portfolio constraints"

Babaei, Esmaeil - In: Annals of finance 20 (2024) 2, pp. 259-275

Persistent link: https://www.econbiz.de/10014566422

Arduca, Maria; Munari, Cosimo-Andrea - In: Finance and stochastics 27 (2023) 3, pp. 831-862

Persistent link: https://www.econbiz.de/10014328991

Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-20

practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more …

Persistent link: https://www.econbiz.de/10013200408

Abate, Guido; Bonafini, Tommaso; Ferrari, Pierpaolo - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-20

practitioners alike to introduce portfolio constraints. The scope of our study is to verify which type of constraint is more …

Persistent link: https://www.econbiz.de/10012804902

Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 875-889

Persistent link: https://www.econbiz.de/10015053502

Bo, Lijun; Capponi, Agostino; Zhou, Chao - In: Mathematics of operations research 48 (2023) 1, pp. 288-312

Persistent link: https://www.econbiz.de/10014312552

Chen, Xiaodong; Leung, Tim; Zhou, Yang - In: Annals of finance 18 (2022) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10013194629

Escobar, Marcos; Wahl, Markus; Zagst, Rudi - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 244-268

Persistent link: https://www.econbiz.de/10013370501

Dai, Min; Kou, Steven; Qian, Shuaijie; Wan, Xiangwei - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8368-8385

Persistent link: https://www.econbiz.de/10014280204

Iqbal, Javed; Sandhu, Moeed Ahmad; Amin, Shaheera; … - In: Review of economics and development studies 5 (2019) 1, pp. 183-196

Persistent link: https://www.econbiz.de/10012053302

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