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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~subject:"Portfolio-Management"
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Liesiö, Juuso
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1
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel
;
Leclère, Vincent
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
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3
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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5
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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6
Good deals and benchmarks in robust portfolio selection
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 666-678
Persistent link: https://www.econbiz.de/10011441733
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7
Mean-variance analysis of sourcing decision under disruption risk
Ray, Pritee
;
Jenamani, Mamata
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011441734
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8
Portfolio optimization with disutility-based risk measure
Fulga, Cristinca
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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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
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Better than pre-commitment mean-variance portfolio allocation strategies : a semi-self-financing Hamilton-Jacobi-Bellman equation approach
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 827-841
Persistent link: https://www.econbiz.de/10011445336
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