Narrow search
Showing 1 - 10 of 17
Cover Image
A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin; Maillet, Bertrand; Prigent, Jean-Luc - In: Journal of economic dynamics & control 46 (2014), pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
Cover Image
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Cover Image
Optimal strategies for selecting project portfolios using uncertain value estimates
Vilkkumaa, Eeva; Liesiö, Juuso; Salo, Ahti A. - In: European journal of operational research : EJOR 233 (2014) 3, pp. 772-783
Persistent link: https://www.econbiz.de/10010228189
Cover Image
Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
Cover Image
Adjustable robustness for multi-attribute project portfolio selection
Fliedner, Thomas; Liesiö, Juuso - In: European journal of operational research : EJOR 252 (2016) 3, pp. 931-946
Persistent link: https://www.econbiz.de/10011473002
Cover Image
Portfolio insurance : gap rising under conditional multiples
Ameur, H. Ben; Prigent, Jean-Luc - In: European journal of operational research : EJOR 236 (2014) 1, pp. 238-253
Persistent link: https://www.econbiz.de/10010361725
Cover Image
Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
Liesiö, Juuso; Punkka, Antti - In: European journal of operational research : EJOR 237 (2014) 3, pp. 946-956
Persistent link: https://www.econbiz.de/10010384653
Cover Image
Scenario-based portfolio selection of investment projects with incomplete probability and utility information
Liesiö, Juuso; Salo, Ahti - In: European journal of operational research : EJOR 217 (2012) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10009404664
Cover Image
Cost-efficiency analysis of weapon system portfolios
Kangaspunta, Jussi; Liesiö, Juuso; Salo, Ahti A. - In: European journal of operational research : EJOR 223 (2012) 1, pp. 264-275
Persistent link: https://www.econbiz.de/10009613952
Cover Image
Efficient allocation of resources to a portfolio of decision making units
Liesiö, Juuso; Andelmin, Juho; Salo, Ahti A. - In: European journal of operational research : EJOR 286 (2020) 2, pp. 619-636
Persistent link: https://www.econbiz.de/10012291552