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~isPartOf:"European journal of operational research : EJOR"
~person:"Fabozzi, Frank J."
~person:"Zabarankin, Michael"
~subject:"Estimation"
~subject:"Portfolio selection"
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Fabozzi, Frank J.
Zabarankin, Michael
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European journal of operational research : EJOR
The theory and practice of investment management
8
The Frank J. Fabozzi series
7
The handbook of fixed income securities
6
Valuation, financial modeling, and quantitative tools
6
Applied economics
4
International journal of theoretical and applied finance
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Frank J. Fabozzi series
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of fixed income
3
The journal of fixed income : JFI
3
The journal of portfolio management : JPM
3
Wiley finance
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Working paper series in economics
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Annals of operations research
2
Frank J. Fabozzi Ser
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Investment management and financial management
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Review of quantitative finance and accounting
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The journal of portfolio management : a publication of Institutional Investor
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Advanced bond portfolio management : best practices in modeling and strategies
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1
Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
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2
Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
Saved in:
3
Robust portfolios that do not tilt factor exposure
Kim, Woo Chang
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Fabozzi, …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 411-421
Persistent link: https://www.econbiz.de/10010356742
Saved in:
4
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
Saved in:
5
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
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