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Theorie
690
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690
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643
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643
Portfolio selection
397
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397
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376
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European journal of operational research : EJOR
Journal of banking & finance
625
NBER working paper series
593
Insurance / Mathematics & economics
579
Finance research letters
536
Working paper / National Bureau of Economic Research, Inc.
508
International journal of theoretical and applied finance
490
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434
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370
Finance and stochastics
350
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334
International review of financial analysis
313
Journal of financial economics
292
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285
Journal of econometrics
278
Management science : journal of the Institute for Operations Research and the Management Sciences
278
Research paper series / Swiss Finance Institute
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
265
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
255
The journal of finance : the journal of the American Finance Association
254
Applied economics
252
Economic modelling
248
SpringerLink / Bücher
245
Discussion paper / Centre for Economic Policy Research
237
Journal of empirical finance
237
Economics letters
231
Operations research
229
Discussion paper / Tinbergen Institute
226
Computers & operations research : and their applications to problems of world concern ; an international journal
223
The review of financial studies
221
The European journal of finance
213
Computational economics
212
Operations research letters
212
Working paper
204
International review of economics & finance : IREF
201
The North American journal of economics and finance : a journal of financial economics studies
200
Energy economics
197
Journal of risk and financial management : JRFM
196
Mathematics of operations research
191
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ECONIS (ZBW)
977
USB Cologne (EcoSocSci)
1
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1
A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.
;
Wang, S.-M.
;
Chen, James-C.
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
Saved in:
2
Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
Saved in:
3
On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva
;
Escudero, Laureano F.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
Saved in:
4
Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
Saved in:
5
Portfolio selection in stochastic markets with HARA utility functions
Çanakoğlu, Ethem
;
Özekici, Süleyman
- In:
European journal of operational research : EJOR
201
(
2010
)
2
,
pp. 520-536
Persistent link: https://www.econbiz.de/10003924825
Saved in:
6
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
Saved in:
7
HARA frontiers of optimal portfolios in stochastic markets
Çanakoğlu, Ethem
;
Özekici, Süleyman
- In:
European journal of operational research : EJOR
221
(
2012
)
1
,
pp. 129-137
Persistent link: https://www.econbiz.de/10009553144
Saved in:
8
Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il
;
Kim, Woo Chang
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
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9
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
Saved in:
10
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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