//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the diversification of port...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
397
Portfolio-Management
397
Theorie
277
Theory
277
Mathematical programming
123
Mathematische Optimierung
123
Risiko
79
Risk
79
Finance
67
Stochastic process
63
Stochastischer Prozess
63
Risikomaß
62
Risk measure
62
Risikomanagement
52
Risk management
52
Portfolio optimization
48
Decision under uncertainty
35
Entscheidung unter Unsicherheit
35
Multi-criteria analysis
35
Multikriterielle Entscheidungsanalyse
35
Investment analysis
33
Robust statistics
25
Robustes Verfahren
25
CAPM
22
Experiment
22
Risikoaversion
22
Risk aversion
22
Capital income
21
Kapitaleinkommen
21
Dynamic programming
20
Measurement
19
Messung
19
Decision analysis
18
Stochastic programming
18
Hedging
17
Simulation
17
Decision
16
Dynamische Optimierung
16
Entscheidung
16
Estimation theory
16
more ...
less ...
Online availability
All
Undetermined
228
Free
14
Type of publication
All
Article
398
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
399
Aufsatz in Zeitschrift
399
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
399
Author
All
Liesiö, Juuso
13
Salo, Ahti A.
10
Steuer, Ralph E.
7
Li, Duan
6
Utz, Sebastian
5
Zhang, Wei-guo
5
Zopounidis, Constantin
5
Bodnar, Taras
4
Fabozzi, Frank J.
4
Forsyth, Peter A.
4
Grechuk, Bogdan
4
Levy, Moshe
4
Lioui, Abraham
4
Mulvey, John M.
4
Palczewski, Jan
4
Schmid, Wolfgang
4
Wong, Wing Keung
4
Balter, Anne G.
3
Gao, Jianjun
3
Guo, Sini
3
Josa-Fombellida, Ricardo
3
Kerstens, Kristiaan
3
Li, Xiang
3
Mavrotas, George
3
Parolya, Nestor
3
Penev, Spiridon
3
Poncet, Patrice
3
Prigent, Jean-Luc
3
Qin, Zhongfeng
3
Rincón-Zapatero, Juan Pablo
3
Rustem, Berç
3
Speranza, Maria Grazia
3
Topaloglou, Nikolas
3
Van de Woestyne, Ignace
3
Vanduffel, Steven
3
Wimmer, Maximilian
3
Yang, Hailiang
3
Zabarankin, Michael
3
Östermark, Ralf
3
Adcock, C. J.
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
MPRA Paper
1,091
NBER working paper series
641
Journal of banking & finance
610
Finance research letters
502
Working paper / National Bureau of Economic Research, Inc.
493
Working Paper
469
NBER Working Papers
429
NBER Working Paper
405
Insurance / Mathematics & economics
388
Research paper series / Swiss Finance Institute
372
Discussion paper / Tinbergen Institute
320
International review of financial analysis
302
Journal of financial economics
293
ECB Working Paper
280
CESifo Working Paper
278
Tinbergen Institute Discussion Paper
268
CEPR Discussion Papers
263
Swiss Finance Institute Research Paper
263
IZA Discussion Papers
258
The journal of asset management
257
The journal of portfolio management : a publication of Institutional Investor
256
CESifo working papers
255
Journal of economic dynamics & control
255
The journal of finance : the journal of the American Finance Association
253
Discussion paper / Centre for Economic Policy Research
235
Journal of risk and financial management : JRFM
232
Applied economics
228
Management science : journal of the Institute for Operations Research and the Management Sciences
222
International journal of theoretical and applied finance
220
Tinbergen Institute Discussion Papers
219
Journal of Banking & Finance
216
The review of financial studies
211
Working paper
211
Journal of empirical finance
210
Quantitative finance
203
Risks : open access journal
202
Economics Papers from University Paris Dauphine
201
Finance and stochastics
196
International review of economics & finance : IREF
194
more ...
less ...
Source
All
ECONIS (ZBW)
399
Showing
1
-
10
of
399
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
An adaptive ejection pool with toggle-rule
diversification
approach for the capacitated team orienteering problem
Luo, Zhixing
;
Cheang, Brenda
;
Lim, Andrew
;
Zhu, Wenbin
- In:
European journal of operational research : EJOR
229
(
2013
)
3
,
pp. 673-682
Persistent link: https://www.econbiz.de/10009764287
Saved in:
6
The vehicle routing problem with arrival time
diversification
on a multigraph
Soriano, Adria
;
Vidal, Thibaut
;
Gansterer, Margaretha
; …
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 564-575
Persistent link: https://www.econbiz.de/10012291548
Saved in:
7
An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo
;
Wang, Ying-luo
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
Saved in:
8
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:
9
Non-separation in the mean-lower-partial-moment portfolio optimization problem
Brogan, Anita J.
;
Stidham, Shaler
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 701-710
Persistent link: https://www.econbiz.de/10003768334
Saved in:
10
Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-chun
;
Liu, Yi-ting
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 393-404
Persistent link: https://www.econbiz.de/10003768790
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->