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The disposition effect in team investment decisions : experimental evidence
Rau, Holger A. - In: Journal of banking & finance 61 (2015), pp. 272-282
Persistent link: https://www.econbiz.de/10011545383
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Comparative statics and portfolio choices under the phantom decision model
Iwaki, Hideki; Osaki, Yusuke - In: Journal of banking & finance 84 (2017), pp. 1-8
Persistent link: https://www.econbiz.de/10011816832
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Factor based index tracking
Corielli, Francesco; Marcellino, Massimiliano - In: Journal of banking & finance 30 (2006) 8, pp. 2215-2233
Persistent link: https://www.econbiz.de/10003355749
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Portfolio credit-risk optimization
Iscoe, Ian; Kreinin, Alexander; Mausser, Helmut; … - In: Journal of banking & finance 36 (2012) 6, pp. 1604-1615
Persistent link: https://www.econbiz.de/10009616462
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On portfolio optimization : imposing the right constraints
Behr, Patrick; Guettler, Andre; Miebs, Felix - In: Journal of banking & finance 37 (2013) 4, pp. 1232-1242
Persistent link: https://www.econbiz.de/10009719796
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A comparison of MAD and CVaR models with real features
Angelelli, Enrico; Mansini, Renata; Speranza, Maria Grazia - In: Journal of banking & finance 32 (2008) 7, pp. 1188-1197
Persistent link: https://www.econbiz.de/10003749162
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Integrating market and credit risk: A simulation and optimisation perspective
Jobst, Norbert J.; Mitra, Gautam; Zenios, Stauros Andrea - In: Journal of banking & finance 30 (2006) 2, pp. 717-742
Persistent link: https://www.econbiz.de/10003291365
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Special issue on risk management and optimization in finance
Krokhmal, P. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003291393
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CVaR models with selective hedging for international asset allocation
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 26 (2002) 7, pp. 1535-1561
Persistent link: https://www.econbiz.de/10001688719
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Using linear and goal programming to immunize bond portfolios
Alexander, Gordon J.; Resnick, Bruce G. - In: Journal of banking & finance 9 (1985) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001824052