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Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang - In: Operations research letters 44 (2016) 4, pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
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A note on optimal risk sharing on image spaces
Kromer, Eduard; Overbeck, Ludger - In: Operations research letters 44 (2016) 2, pp. 202-208
Persistent link: https://www.econbiz.de/10011457296
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Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang; Li, Zhongfei; Wang, Fan - In: Operations research letters 44 (2016) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
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DEA models equivalent to general imageth order stochastic dominance efficiency tests
Branda, Martin; Kopa, Miloš - In: Operations research letters 44 (2016) 2, pp. 285-289
Persistent link: https://www.econbiz.de/10011457629
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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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Optimal payoff under the generalized dual theory of choice
He, Xue Dong; Jiang, Zhaoli - In: Operations research letters 49 (2021) 3, pp. 372-376
Persistent link: https://www.econbiz.de/10012591635
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On the long-only minimum variance portfolio under single factor model
Qi, Hou-Duo - In: Operations research letters 49 (2021) 5, pp. 795-801
Persistent link: https://www.econbiz.de/10013207450
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An optimal stocking problem to minimize the expected time to sellout
Ross, Sheldon M.; Seshadri, Sridhar - In: Operations research letters 49 (2021) 1, pp. 69-75
Persistent link: https://www.econbiz.de/10012486227
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Distributionally robust profit opportunities
Singh, Derek; Zhang, Shuzhong - In: Operations research letters 49 (2021) 1, pp. 121-128
Persistent link: https://www.econbiz.de/10012486241
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373