Narrow search
Showing 1 - 10 of 14
Cover Image
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Cover Image
Short- and long-run plant capacity notions : definitions and comparison
Cesaroni, Giovanni; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 275 (2019) 1, pp. 387-397
Persistent link: https://www.econbiz.de/10011993329
Cover Image
Convex and nonconvex input-oriented technical and economic capacity measures : an empirical comparison
Kerstens, Kristiaan; Sadeghi, Jafar; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 276 (2019) 2, pp. 699-709
Persistent link: https://www.econbiz.de/10012003642
Cover Image
Global and local scale characteristics in convex and nonconvex nonparametric technologies : a first empirical exploration
Cesaroni, Giovanni; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 576-586
Persistent link: https://www.econbiz.de/10011661580
Cover Image
The center of a convex set and capital allocation
Grechuk, Bogdan - In: European journal of operational research : EJOR 243 (2015) 2, pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
Cover Image
Direct data-based decision making under uncertainty
Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 267 (2018) 1, pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
Cover Image
Benchmarking mean-variance portfolios using a shortage function : the choice of direction vector affects rankings!
Kerstens, Kristiaan; Mounir, A.; Woestyne, I. Van de - In: Journal of the Operational Research Society : OR 63 (2012) 9, pp. 1199-1212
Persistent link: https://www.econbiz.de/10009582033
Cover Image
Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Kerstens, Kristiaan; Mounir, Amine; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 210 (2011) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10008826761
Cover Image
Portfolio selection with skewness : a comparison of methods and a generalized one fund result
Briec, Walter; Kerstens, Kristiaan; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 230 (2013) 2, pp. 412-421
Persistent link: https://www.econbiz.de/10009771824
Cover Image
Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan; Zabrankin, Michael - In: European journal of operational research : EJOR 234 (2014) 2, pp. 481-490
Persistent link: https://www.econbiz.de/10010356717