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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J. - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
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Submodular risk allocation
Ghamami, Samim; Glasserman, Paul - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
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Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
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A structural model of correlated learning and late-mover advantages : the case of statins
Ching, Andrew; Lim, Hyunwoo - In: Management science : journal of the Institute for … 66 (2020) 3, pp. 1095-1123
Persistent link: https://www.econbiz.de/10012234555
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Intertemporal correlation aversion : a model-free measurement
Rohde, Kirsten I. M.; Yu, Xiao - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3493-3509
Persistent link: https://www.econbiz.de/10014551875
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Consistency as a means to comparability : theory and evidence
Fang, Vivian W.; Iselin, Michael; Zhang, Gaoqing - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4279-4300
Persistent link: https://www.econbiz.de/10013369057
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A unified view of the IPA, SF, and LR gradient estimation techniques
L'Ecuyer, Pierre - In: Management science : journal of the Institute for … 36 (1990) 11, pp. 1364-1383
Persistent link: https://www.econbiz.de/10001100441
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A maximum decisional efficiency estimation principle
Troutt, Marvin D. - In: Management science : journal of the Institute for … 41 (1995) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10001178901
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Simulation designs for the estimation of quadratic response surface gradients in the presence of model misspecification
Donohue, Joan M. - In: Management science : journal of the Institute for … 41 (1995) 2, pp. 244-262
Persistent link: https://www.econbiz.de/10001179365
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Chance constrained efficiency evaluation
Olesen, Ole Bent - In: Management science : journal of the Institute for … 41 (1995) 3, pp. 441-457
Persistent link: https://www.econbiz.de/10001181677