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~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~isPartOf:"Operations research"
~subject:"Portfolio-Management"
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1
Robustness to dependency in portfolio optimization using overlapping marginals
Doan, Xuan Vinh
;
Li, Xiaobo
;
Natarajan, Karthik
- In:
Operations research
63
(
2015
)
6
,
pp. 1468-1488
Persistent link: https://www.econbiz.de/10011422605
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2
Tax-aware dynamic asset allocation
Haugh, Martin B.
;
Iyengar, Garud
;
Wang, Chun
- In:
Operations research
64
(
2016
)
4
,
pp. 849-866
Persistent link: https://www.econbiz.de/10011538542
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3
Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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4
Time-varying risk aversion and dynamic portfolio allocation
Li, Haitao
;
Wu, Chongfeng
;
Zhou, Chunyang
- In:
Operations research
70
(
2022
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012820635
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5
Optimal portfolio diversification via independent component analysis
Lassance, Nathan
;
DeMiguel, Victor
;
Vrins, Frédéric
- In:
Operations research
70
(
2022
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10012820639
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6
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
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7
M♮-convexity and its applications in operations
Chen, Xin
;
Li, Menglong
- In:
Operations research
69
(
2021
)
5
,
pp. 1396-1408
Persistent link: https://www.econbiz.de/10012660187
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8
Time consistency of the mean-risk problem
Kováčová, Gabriela
;
Rudloff, Birgit
- In:
Operations research
69
(
2021
)
4
,
pp. 1100-1117
Persistent link: https://www.econbiz.de/10012625134
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9
A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian
;
Fernandez-Arjona, Lucio
;
Mayer, János
- In:
Operations research
69
(
2021
)
4
,
pp. 1134-1157
Persistent link: https://www.econbiz.de/10012625163
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10
Asset selling under debt obligations
Ahn, Hyun-soo
;
Wang, Derek D.
;
Wu, Qwen Q.
- In:
Operations research
69
(
2021
)
4
,
pp. 1305-1323
Persistent link: https://www.econbiz.de/10012625202
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