Narrow search
Showing 1 - 10 of 29
Cover Image
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. - In: European journal of operational research : EJOR 222 (2012) 2, pp. 369-376
Persistent link: https://www.econbiz.de/10009570402
Cover Image
Continuous time mean variance asset allocation : a time-consistent strategy
Wang, Jin; Forsyth, Peter A. - In: European journal of operational research : EJOR 209 (2011) 2, pp. 184-201
Persistent link: https://www.econbiz.de/10008798657
Cover Image
A discontinuous mispricing model under asymmetric information
Buckley, Winston S.; Long, Hongwei - In: European journal of operational research : EJOR 243 (2015) 3, pp. 944-955
Persistent link: https://www.econbiz.de/10010513805
Cover Image
Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto - In: European journal of operational research : EJOR 247 (2015) 2, pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
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
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
Cover Image
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
Cover Image
Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
Cover Image
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Cover Image
Mean-variance approximations to expected utility
Markowitz, Harry - In: European journal of operational research : EJOR 234 (2014) 2, pp. 346-355
Persistent link: https://www.econbiz.de/10010356759