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Portfolio default losses driven by idiosyncratic risks
Chen, Shaoying; Tong, Zhiwei; Yang, Yang - In: European journal of operational research : EJOR 320 (2025) 3, pp. 765-776
Persistent link: https://www.econbiz.de/10015085375
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The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market
Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278
Persistent link: https://www.econbiz.de/10010471904
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Further higher moments in portfolio selection and a priori detection of bankruptcy, under multi-layer perceptron neural networks, hybrid neuro-genetic MLPs, and the voted perceptro...
Loukeris, Nikolaos; Eleftheriadis, Iordanis - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 341-361
Persistent link: https://www.econbiz.de/10011495563
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An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo; Wang, Ying-luo - In: European journal of operational research : EJOR 184 (2008) 1, pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.; Wang, S.-M.; Chen, James-C. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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Non-separation in the mean-lower-partial-moment portfolio optimization problem
Brogan, Anita J.; Stidham, Shaler - In: European journal of operational research : EJOR 184 (2008) 2, pp. 701-710
Persistent link: https://www.econbiz.de/10003768334
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Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-chun; Liu, Yi-ting - In: European journal of operational research : EJOR 185 (2008) 1, pp. 393-404
Persistent link: https://www.econbiz.de/10003768790
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Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 187 (2008) 1, pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
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How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
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A mixed R&D projects and securities portfolio selection model
Fang, Yong; Chen, Lihua; Fukushima, Masao - In: European journal of operational research : EJOR 185 (2008) 2, pp. 700-715
Persistent link: https://www.econbiz.de/10003769223