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Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin; Wong, Wing Keung - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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The Maximum Diversification index
Diyarbakırlıoğlu, Erkin; Satman, Mehmet H. - In: The journal of asset management 14 (2013) 6, pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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Portfolio optimisation in an uncertain world
Jong, Marielle de - In: The journal of asset management 19 (2018) 4, pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
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An adaptive ejection pool with toggle-rule diversification approach for the capacitated team orienteering problem
Luo, Zhixing; Cheang, Brenda; Lim, Andrew; Zhu, Wenbin - In: European journal of operational research : EJOR 229 (2013) 3, pp. 673-682
Persistent link: https://www.econbiz.de/10009764287
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Optimal capital and risk transfers for group diversification
Filipović, Damir; Kupper, Michael - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 55-76
Persistent link: https://www.econbiz.de/10003643466
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The vehicle routing problem with arrival time diversification on a multigraph
Soriano, Adria; Vidal, Thibaut; Gansterer, Margaretha; … - In: European journal of operational research : EJOR 286 (2020) 2, pp. 564-575
Persistent link: https://www.econbiz.de/10012291548
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Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10011550130