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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
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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
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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
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Robust portfolio decision analysis : an application to the energy research and development portfolio problem
Baker, Erin; Bosetti, Valentina; Salo, Ahti A. - In: European journal of operational research : EJOR 284 (2020) 3, pp. 1107-1120
Persistent link: https://www.econbiz.de/10012238941
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Decision programming for mixed-integer multi-stage optimization under uncertainty
Salo, Ahti A.; Andelmin, Juho; Oliveira, Fabricio - In: European journal of operational research : EJOR 299 (2022) 2, pp. 550-565
Persistent link: https://www.econbiz.de/10013207138
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Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores
Toppila, Antti; Salo, Ahti A. - In: European journal of operational research : EJOR 260 (2017) 1, pp. 244-254
Persistent link: https://www.econbiz.de/10011697840
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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
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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
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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
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On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe; Prigent, Jean-Luc - In: European journal of operational research : EJOR 277 (2019) 1, pp. 333-350
Persistent link: https://www.econbiz.de/10012015036