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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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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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Nonparametric mean-lower partial moment model and enhanced index investment
Huang, Jinbo; Li, Yong; Yao, Haixiang - In: Computers & operations research : and their … 144 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013264891
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Algorithmic estimation of risk factors in financial markets with stochastic drift
Hernández, Janko; Saunders, David M.; Seco, Luis - In: Computers & operations research : and their … 39 (2012) 4, pp. 820-828
Persistent link: https://www.econbiz.de/10010217455
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Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling
Chang, Kuo-Hwa; Young, Michael Nayat - In: Computers & operations research : and their … 112 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012109173
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A multicriteria methodology for equity selection using financial analysis
Xidonas, Panagiotis; Mavrotas, George; Psarras, John - In: Computers & operations research : and their … 36 (2009) 12, pp. 3187-3203
Persistent link: https://www.econbiz.de/10003910856
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A robust mean absolute deviation model for portfolio optimization
Moon, Yongma; Yao, Tao - In: Computers & operations research : and their … 38 (2011) 9, pp. 1251-1258
Persistent link: https://www.econbiz.de/10008907192
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Selection of a dynamic supply portofolio in make-to-order environment with risks
Sawik, Tadeusz - In: Computers & operations research : and their … 38 (2011) 4, pp. 782-796
Persistent link: https://www.econbiz.de/10008806978
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Robust multiperiod portfolio management in the presence of transaction costs
Bertsimas, Dimitris; Pachamanova, Dessislava A. - In: Computers & operations research : and their … 35 (2008) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10003665715