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Portfolio analysis : an analytic derivation of the efficient portfolio frontier
Vörös, József - In: European journal of operational research : EJOR 23 (1986) 3, pp. 294-300
Persistent link: https://www.econbiz.de/10001010369
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A super criterion for testing portfolio efficiency : empirical evidence on Finnish stock data
Östermark, Ralf - In: European journal of operational research : EJOR 46 (1990) 3, pp. 304-312
Persistent link: https://www.econbiz.de/10001090675
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Portfolio selection with a new definition of risk
Huang, Xiaoxia - In: European journal of operational research : EJOR 186 (2008) 1, pp. 351-357
Persistent link: https://www.econbiz.de/10003769527
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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
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Contagion around the October 1987 stock market crash
Yang, Jian; Bessler, David A. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 291-310
Persistent link: https://www.econbiz.de/10003768206
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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
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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
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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
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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
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A mixed R&D projects and securities portfolio selection model
Fang, Yong; Chen, Lihua; Fukushima, Masao - In: European journal of operational research : EJOR 185 (2008) 2, pp. 700-715
Persistent link: https://www.econbiz.de/10003769223