Narrow search
Showing 1 - 10 of 13
Cover Image
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
Cover Image
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
Cover Image
Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
Liesiö, Juuso; Punkka, Antti - In: European journal of operational research : EJOR 237 (2014) 3, pp. 946-956
Persistent link: https://www.econbiz.de/10010384653
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
Adjustable robustness for multi-attribute project portfolio selection
Fliedner, Thomas; Liesiö, Juuso - In: European journal of operational research : EJOR 252 (2016) 3, pp. 931-946
Persistent link: https://www.econbiz.de/10011473002
Cover Image
Scenario-based portfolio selection of investment projects with incomplete probability and utility information
Liesiö, Juuso; Salo, Ahti - In: European journal of operational research : EJOR 217 (2012) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10009404664
Cover Image
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
Cover Image
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
Cover Image
Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
Cover Image
Scenario-based portfolio model for building robust and proactive strategies
Vilkkumaa, Eeva; Liesiö, Juuso; Salo, Ahti A.; … - In: European journal of operational research : EJOR 266 (2018) 1, pp. 205-220
Persistent link: https://www.econbiz.de/10011811648