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Robustly strategic consumption-portfolio rules with informational frictions
Luo, Yulei - In: Management science : journal of the Institute for … 63 (2017) 12, pp. 4158-4174
Persistent link: https://www.econbiz.de/10011785136
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Risk, ambiguity, and the value of diversification
Berger, Loïc; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1639-1647
Persistent link: https://www.econbiz.de/10012506017
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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An innovative approach for strategic capacity portfolio planning under uncertainties
Wu, Cheng-hung; Chuang, Ya-tang - In: European journal of operational research : EJOR 207 (2010) 2, pp. 1002-1013
Persistent link: https://www.econbiz.de/10008652634
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Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng - In: European journal of operational research : EJOR 245 (2015) 2, pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Good deals and benchmarks in robust portfolio selection
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 250 (2016) 2, pp. 666-678
Persistent link: https://www.econbiz.de/10011441733
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Mean-variance analysis of sourcing decision under disruption risk
Ray, Pritee; Jenamani, Mamata - In: European journal of operational research : EJOR 250 (2016) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011441734
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Optimal asset allocation: Risk and information uncertainty
Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung - In: European journal of operational research : EJOR 251 (2016) 2, pp. 554-561
Persistent link: https://www.econbiz.de/10011444354
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An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina; Street, Alexandre; Valladão, Davi; … - In: European journal of operational research : EJOR 255 (2016) 3, pp. 961-970
Persistent link: https://www.econbiz.de/10011556541