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Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
Chen, Yu-wang; Poon, Ser-Huang; Yang, Jian-bo; Xu, Dong-ling - In: European journal of operational research : EJOR 223 (2012) 3, pp. 775-784
Persistent link: https://www.econbiz.de/10009656136
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert; Glantz, Morton; Malamut, Roberto - In: Finance research letters 1 (2004) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
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Decomposing the persistence of international equity flows
Froot, Kenneth; Tjornhom, Jessica D. - In: Finance research letters 1 (2004) 3, pp. 154-170
Persistent link: https://www.econbiz.de/10003307277
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Value or volume strategy?
Li, Ming-yuan Leon - In: Finance research letters 6 (2009) 4, pp. 210-218
Persistent link: https://www.econbiz.de/10003934164
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Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong; Meister, Bernhard K. - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
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Using FSBT technique with rough set theory for personal investment portfolio analysis
Shyng, Jhieh-yu; Shieh, How-ming; Tzeng, Gwo-hshiung; … - In: European journal of operational research : EJOR 201 (2010) 2, pp. 601-607
Persistent link: https://www.econbiz.de/10003924840
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Wealth dynamics and a bias toward momentum trading
LeBaron, Blake Dean - In: Finance research letters 9 (2012) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10009575391
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Safety first portfolio choice based on financial and sustainability returns
Dorfleitner, Gregor; Utz, Sebastian - In: European journal of operational research : EJOR 221 (2012) 1, pp. 155-164
Persistent link: https://www.econbiz.de/10009553132
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Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín; García, Luis Fuentes; Wong, Wing Keung; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 188-193
Persistent link: https://www.econbiz.de/10009313984