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Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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Predicting risk : some new generalizations
Karolyi, G. Andrew - In: Management science : journal of the Institute for … 38 (1992) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
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Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian; Semenischev, Michael; Thimme, Julian - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
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Dynamic attention behavior under return predictability
Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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Machine learning and portfolio optimization
Ban, Gah-Yi; El Karoui, Noureddine; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
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Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick; Demetrescu, Matei - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469
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Optimal multiperiod pricing with service guarantees
Borgs, Christian; Candogan, Ozan; Chayes, Jennifer; … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1792-1811
Persistent link: https://www.econbiz.de/10010399439
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Adaptive distributionally robust optimization
Bertsimas, Dimitris; Sim, Melvyn; Zhang, Meilin - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 604-618
Persistent link: https://www.econbiz.de/10012000696
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Convex optimization for bundle size pricing problem
Li, Xiaobo; Sun, Hailong; Teo, Chung-Piaw - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1095-1106
Persistent link: https://www.econbiz.de/10012878844