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A dynamic programming approach to constrained portfolios
Kraft, Holger; Steffensen, Mogens - In: European journal of operational research : EJOR 229 (2013) 2, pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
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On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf; Kraft, Holger - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
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A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano; Sánchez Conde, Eduardo - In: European journal of operational research : EJOR 296 (2022) 1, pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
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Pandemic portfolio choice
Kraft, Holger; Weiss, Farina - In: European journal of operational research : EJOR 305 (2023) 1, pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
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A branch-and-price procedure for clustering data that are graph connected
Benati, Stefano; Ponce, Diego; Puerto, Justo; … - In: European journal of operational research : EJOR 297 (2022) 3, pp. 817-830
Persistent link: https://www.econbiz.de/10013261773
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Clustering data that are graph connected
Benati, Stefano; Puerto, Justo; Rodríguez-Chía, Antonio M. - In: European journal of operational research : EJOR 261 (2017) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10011764099