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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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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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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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Should you stop investing in a sinking fund when it is sinking?
Mingers, John; Parker, Kim T. - In: European journal of operational research : EJOR 207 (2010) 1, pp. 508-513
Persistent link: https://www.econbiz.de/10003997292
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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