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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
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1,223
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1,153
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1,129
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1,013
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1,001
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
931
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
901
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843
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755
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748
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692
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688
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
643
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1
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
Saved in:
2
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
3
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
Saved in:
4
Capital asset pricing model (
CAPM
) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
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
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:
8
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:
9
60 years portfolio optimization : practical challenges and current trends
Kolm, Petter N.
;
Tütüncü, Reha
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 356-371
Persistent link: https://www.econbiz.de/10010356756
Saved in:
10
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita
;
Ferrari, Davide
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
250
(
2016
)
1
,
pp. 251-261
Persistent link: https://www.econbiz.de/10011441400
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