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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
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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
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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
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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
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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
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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
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Cross validation based transfer learning for cross-sectional non-linear shrinkage : a data-driven approach in portfolio optimization
Mörstedt, Torsten; Lutz, Bernhard; Neumann, Dirk - In: European journal of operational research : EJOR 318 (2024) 2, pp. 670-685
Persistent link: https://www.econbiz.de/10015048040
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Investment-consumption optimization with transaction cost and learning about return predictability
Wang, Ning; Siu, Tak Kuen - In: European journal of operational research : EJOR 318 (2024) 3, pp. 877-891
Persistent link: https://www.econbiz.de/10015048184
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Fifty years of portfolio optimization
Salo, Ahti A.; Doumpos, Michael; Liesiö, Juuso; … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015047611
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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732