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Portfolio performance sensitivity for various asset-pricing kernels
Ayadi, Mohamed A.; Kryzanowski, Lawrence - In: Computers & operations research : and their … 35 (2008) 1, pp. 171-185
Persistent link: https://www.econbiz.de/10003665904
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Neural network-based mean-variance-skewness model for portfolio selection
Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Computers & operations research : and their … 35 (2008) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10003665721
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Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014265762
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An agency perspective for multi-mode project scheduling with time/cost trade-offs
Aouam, Tarik; Vanhoucke, Mario - In: Computers & operations research : and their … 105 (2019), pp. 167-186
Persistent link: https://www.econbiz.de/10011997091
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Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi; … - In: Computers & operations research : and their … 104 (2019), pp. 239-255
Persistent link: https://www.econbiz.de/10011991228
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A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
Kizys, Renatas; Doering, Jana; Juan, Angel A.; Polat, Onur - In: Computers & operations research : and their … 139 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013342721
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A spectral method for bonds
Frutos, Javier de - In: Computers & operations research : and their … 35 (2008) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10003665764
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Modeling and managing portfolios including listed private equity
Aigner, Philipp; Beyschlag, Georg; Friederich, Tim; … - In: Computers & operations research : and their … 39 (2012) 4, pp. 753-764
Persistent link: https://www.econbiz.de/10010217448
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An incentive contract for leadtime reduction in an (S - 1,S) inventory system
Lee, Jun-yeon - In: Computers & operations research : and their … 36 (2009) 5, pp. 1633-1638
Persistent link: https://www.econbiz.de/10003827982
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Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach
Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; … - In: Computers & operations research : and their … 72 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011488146