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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
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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
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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
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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
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Robust portfolio decision analysis : an application to the energy research and development portfolio problem
Baker, Erin; Bosetti, Valentina; Salo, Ahti A. - In: European journal of operational research : EJOR 284 (2020) 3, pp. 1107-1120
Persistent link: https://www.econbiz.de/10012238941
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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
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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
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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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Portfolio decision analysis : recent developments and future prospects
Liesiö, Juuso; Salo, Ahti A.; Keisler, Jeffrey M.; … - In: European journal of operational research : EJOR 293 (2021) 3, pp. 811-825
Persistent link: https://www.econbiz.de/10012533761
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Fifty years of portfolio optimization
Salo, Ahti A.; Doumpos, Michael; Liesiö, Juuso; … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015047611