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On the estimation error in mean-varince efficient portfolio weights
Roon, Frans de (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002454526
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General equilibrium programming
Talman, Dolf - 1990
Persistent link: https://www.econbiz.de/10000797053
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Robust solutions for systems of uncertain linear equations
Zhen, Jianzhe; Hertog, Dirk den - 2015
Persistent link: https://www.econbiz.de/10011349881
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Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C. - 2017
Persistent link: https://www.econbiz.de/10011659473
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Meta-modeling by symbolic regression and parteo simulated annealing
Stinstra, Erwin (contributor); Rennen, Gijs (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003303491
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A quantitative optimization framework for market-driven academic program portfolios
Burgher, Joshua; Hamers, Herbert - 2017
Persistent link: https://www.econbiz.de/10011659470
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A polynomial optimization approach to constant rebalanced portfolio selection
Takano, Yuichi; Sotirov, Renata - 2010
Persistent link: https://www.econbiz.de/10008697955
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Excess based allocation of risk capital
Gulick, Gerwald van; De Waegenaere, Anja; Norde, Henk - 2010
Persistent link: https://www.econbiz.de/10008748335
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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Influence functions of the Spearman and Kendall correlation measures
Croux, Christophe; Dehon, Catherine - 2010
Persistent link: https://www.econbiz.de/10003985653