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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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1,039
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833
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International review of economics & finance : IREF
357
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357
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323
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315
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
306
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304
Pacific-Basin finance journal
299
Emerging markets review
294
Management science : journal of the Institute for Operations Research and the Management Sciences
292
Journal of business research : JBR
289
Journal of economic dynamics & control
282
The journal of portfolio management : a publication of Institutional Investor
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Applied economics letters
278
Journal of empirical finance
274
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272
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267
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Journal of risk and financial management : JRFM
262
The European journal of finance
252
The North American journal of economics and finance : a journal of financial economics studies
251
International journal of theoretical and applied finance
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ECONIS (ZBW)
415
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1
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
Saved in:
2
A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Cheng, Yan
;
Wang, Xuancheng
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 861-871
Persistent link: https://www.econbiz.de/10010486931
Saved in:
3
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
Saved in:
4
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
Saved in:
5
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell
;
Kyriakou, Ioannis
;
Nielsen, Jens Perch
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
Saved in:
6
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
Saved in:
7
Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
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
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9
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Hirschberger, Markus
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
Saved in:
10
Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
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