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~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
~subject:"Share price"
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European journal of operational research : EJOR
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1
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
2
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
3
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
Saved in:
4
Mean-VaR portfolio optimization : a nonparametric approach
Lwin, Khin T.
;
Qu, Rong
;
MacCarthy, Bart
- In:
European journal of operational research : EJOR
260
(
2017
)
2
,
pp. 751-766
Persistent link: https://www.econbiz.de/10011699174
Saved in:
5
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Hirschberger, Markus
;
Qi, Yue
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
204
(
2010
)
3
,
pp. 581-588
Persistent link: https://www.econbiz.de/10003955972
Saved in:
6
Efficient estimation of large portfolio loss probabilities in t-copula models
Chan, Joshua C. C.
;
Kroese, Dirk P.
- In:
European journal of operational research : EJOR
205
(
2010
)
2
,
pp. 361-367
Persistent link: https://www.econbiz.de/10003961239
Saved in:
7
An improved estimation to make Markowitz’s portfolio optimization
theory
users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam
;
Ng, Hon-yip
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
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8
Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand
;
Tokpavi, Sessi
;
Vaucher, Benoit
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
Saved in:
9
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
Saved in:
10
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
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