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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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Portfolio optimization with behavioural preferences and investor memory
Harris, Richard D. F.; Mazibas, Murat - In: European journal of operational research : EJOR 296 (2022) 1, pp. 368-387
Persistent link: https://www.econbiz.de/10012820175
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Efficient risk simulations for linear asset portfolios in the t-copula model
Sak, Halis; Hörmann, Wolfgang; Leydold, Josef - In: European journal of operational research : EJOR 202 (2010) 3, pp. 802-809
Persistent link: https://www.econbiz.de/10003981022
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Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Platanakis, Emmanouil; Sutcliffe, Charles M. S.; Ye, Xiaoxia - In: European journal of operational research : EJOR 288 (2021) 1, pp. 302-317
Persistent link: https://www.econbiz.de/10012496562
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Household lifetime strategies under a self-contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: European journal of operational research : EJOR 288 (2021) 3, pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
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Black-Litterman model for continuous distributions
Palczewski, Andrzej; Palczewski, Jan - In: European journal of operational research : EJOR 273 (2019) 2, pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
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Investment strategies, reversibility, and asymmetric information
Cui, Xue; Shibata, Takashi - In: European journal of operational research : EJOR 263 (2017) 3, pp. 1109-1122
Persistent link: https://www.econbiz.de/10011794537
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Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van; Forsyth, Peter A.; Li, Yuying - In: European journal of operational research : EJOR 313 (2024) 2, pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
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Turning the heat on financial decisions : examining the role temperature plays in the incidence of bias in a time-limited financial market
Sperb, L. F. Costa; Sung, M. -C.; Ma, Tiejun; Johnson, … - In: European journal of operational research : EJOR 299 (2022) 3, pp. 1142-1157
Persistent link: https://www.econbiz.de/10013207253
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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