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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Portfolio Optimization Models...
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Portfolio selection
203
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Dai, Min
5
Post, Thierry
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Bali, Turan G.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
571
NBER working paper series
538
Finance research letters
477
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
397
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
278
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
207
Quantitative finance
203
Journal of empirical finance
200
Finance and stochastics
196
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
179
Risks : open access journal
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International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
The European journal of finance
174
SpringerLink / Bücher
173
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Economics letters
157
Swiss Finance Institute Research Paper
151
Research in international business and finance
148
Journal of investment management : JOIM
146
The journal of investing
140
Pacific-Basin finance journal
135
Applied economics letters
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The journal of wealth management
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ECONIS (ZBW)
204
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1
Cascading losses in reinsurance networks
Klages-Mundt, Ariah
;
Minca, Andreea
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 4246-4268
Persistent link: https://www.econbiz.de/10012297823
Saved in:
2
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
3
Optimal credit swap portfolios
Giesecke, Kay
;
Kim, Baeho
;
Kim, Jack
;
Tsoukalas, Gerry
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2291-2307
Persistent link: https://www.econbiz.de/10010461900
Saved in:
4
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
Saved in:
5
Optimal and naive diversification in currency markets
Ackermann, Fabian
;
Pohl, Walter
;
Schmedders, Karl
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3347-3360
Persistent link: https://www.econbiz.de/10011760492
Saved in:
6
How to play fantasy sports strategically (and win)
Haugh, Martin B.
;
Signal, Raghav
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 72-92
Persistent link: https://www.econbiz.de/10012435254
Saved in:
7
The distribution of the sample minimum-variance frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
Saved in:
8
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
Saved in:
9
Momentum and mean reversion in strategic asset allocation
Koijen, Ralph S. J.
;
Rodríguez, Juan Carlos
;
Sbuelz, …
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1199-1213
Persistent link: https://www.econbiz.de/10003864233
Saved in:
10
Defining bad news : changes in return distributions that decrease risky asset demand
Hollifield, Burton
;
Kraus, Alan
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1227-1236
Persistent link: https://www.econbiz.de/10003864255
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