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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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Risk management strategies via minimax portfolio optimization
Polak, George G.; Rogers, David F.; Sweeney, Dennis J. - In: European journal of operational research : EJOR 207 (2010) 1, pp. 409-419
Persistent link: https://www.econbiz.de/10003997271
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Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian; Wimmer, Maximilian; Steuer, Ralph E. - In: European journal of operational research : EJOR 246 (2015) 1, pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
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Ranking of investment funds : acceptability versus robustness
Rossello, Damiano - In: European journal of operational research : EJOR 245 (2015) 3, pp. 828-836
Persistent link: https://www.econbiz.de/10011312111
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On the concentration of mutual fund portfolio holdings : evidence from Taiwan
Chen, XiaoHua; Lai, Yun-Ju - In: Research in international business and finance 33 (2015), pp. 268-286
Persistent link: https://www.econbiz.de/10011325865
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The persistence of European mutual fund performance
Vidal-García, Javier - In: Research in international business and finance 28 (2013), pp. 45-67
Persistent link: https://www.econbiz.de/10009725159
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Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
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Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie; Zhu, Shushang; Li, Donghui; Li, Duan - In: European journal of operational research : EJOR 228 (2013) 3, pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
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Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian; Wimmer, Maximilian; Hirschberger, Markus; … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
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Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 561-570
Persistent link: https://www.econbiz.de/10010358401