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Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín; García, Luis Fuentes; Wong, Wing Keung; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 188-193
Persistent link: https://www.econbiz.de/10009313984
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Fuzzy portfolio model with different investor risk attitudes
Tsaur, Ruey-chyn - In: European journal of operational research : EJOR 227 (2013) 2, pp. 385-390
Persistent link: https://www.econbiz.de/10009725605
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Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.; Hwang, Soosung; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
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Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin; Wong, Wing Keung - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
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Diversification benefits in the cryptocurrency market under mild explosivity
Anyfantaki, Sofia; Arvanitis, Stelios; Topaloglou, Nikolas - In: European journal of operational research : EJOR 295 (2021) 1, pp. 378-393
Persistent link: https://www.econbiz.de/10012595999
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Optimal multivariate financial decision making
Bernard, Carole; De Gennaro Aquino, Luca; Vanduffel, Steven - In: European journal of operational research : EJOR 307 (2023) 1, pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
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Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan; Zabrankin, Michael - In: European journal of operational research : EJOR 234 (2014) 2, pp. 481-490
Persistent link: https://www.econbiz.de/10010356717
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Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk - In: European journal of operational research : EJOR 315 (2024) 1, pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
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Using FSBT technique with rough set theory for personal investment portfolio analysis
Shyng, Jhieh-yu; Shieh, How-ming; Tzeng, Gwo-hshiung; … - In: European journal of operational research : EJOR 201 (2010) 2, pp. 601-607
Persistent link: https://www.econbiz.de/10003924840