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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
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672
NBER working paper series
665
Journal of banking & finance
664
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Discussion paper / Tinbergen Institute
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
305
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1
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
2
Personalized robo-advising : enhancing investment through client interaction
Capponi, Agostino
;
Ólafsson, Sveinn
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2485-2512
Persistent link: https://www.econbiz.de/10013368225
Saved in:
3
Pricing kernels with stochastic skewness and volatility risk
Chabi-yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-640
Persistent link: https://www.econbiz.de/10009525254
Saved in:
4
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
5
Aging population, retirement, and risk taking
Levy, Haim
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1415-1430
Persistent link: https://www.econbiz.de/10011487528
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6
Modifying the mean-variance approach to avoid violations of stochastic dominance
Blavatskyy, Pavlo R.
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 2050-2057
Persistent link: https://www.econbiz.de/10008748062
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7
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
8
Comment on "aging population, retirement, and risk taking"
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2792-2795
Persistent link: https://www.econbiz.de/10012254488
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9
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
10
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
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