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~isPartOf:"Mathematical methods of operations research"
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International review of financial analysis
Mathematical methods of operations research
European journal of operational research : EJOR
283
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278
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239
NBER working paper series
239
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1
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
2
Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
Saved in:
3
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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4
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
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5
Portfolio selection subject to experts' judgments
Smimou, Kamal
;
Bector, Chhajju R.
;
Jacoby, G.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1036-1054
Persistent link: https://www.econbiz.de/10003792391
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6
Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul
;
Verma, Priti
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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7
How to quantify the influence of correlations on investment diversification
Medo, Matúš
;
Yeung, Chi ho
;
Zhang, Yi-cheng
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 34-39
Persistent link: https://www.econbiz.de/10003850302
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8
A general approach to Bayesian portfolio optimization
Bade, Alexander
;
Frahm, Gabriel
;
Jaekel, Uwe
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
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9
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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10
Optimal investment for a pension fund under inflation risk
Zhang, Aihua
;
Ewald, Christian-Oliver
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10003958364
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